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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Gyntelberg, Jacob
अन्य लेखक: Loretan, Mico, Tientip, Subhanij
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2012.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2012/214
ऑनलाइन पहुंच:Full text available on IMF