Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand /
We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market transactions undertaken by nonresident investors in Thailand in 2005 and 2006...
מחבר ראשי: | |
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מחברים אחרים: | , |
פורמט: | כתב-עת |
שפה: | English |
יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2012.
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סדרה: | IMF Working Papers; Working Paper ;
No. 2012/214 |
גישה מקוונת: | Full text available on IMF |