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...
| Главный автор: | |
|---|---|
| Другие авторы: | , |
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| Серии: | IMF Working Papers; Working Paper ;
No. 2012/214 |
| Online-ссылка: | Full text available on IMF |