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Book
ISBN: 1475562853 1475505639 1475519567 1475547773 9781475562859 9781475519563 9781475547771 9781475505634 Year: 2012 Volume: WP/12/213 Publisher: Washington, D.C. : International Monetary Fund,
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We demonstrate empirically that not all capital flows influence exchange rates equally: Capital flows induced by foreign investors’ stock market transactions have both an economically significant and a permanent impact on exchange rates, whereas capital flows induced by foreign investors’ transactions in government bond markets do not. We relate these differences in the price impact of capital flows to differences in the amounts of private information conveyed by these flows. Our empirical findings are based on novel, daily-frequency datasets on prices and quantities of all transactions of foreign investors in the stock, bond, and onshore FX markets of Thailand.
Finance --- Business & Economics --- International Finance --- Foreign exchange rates. --- Foreign exchange. --- Cambistry --- Currency exchange --- Exchange, Foreign --- Foreign currency --- Foreign exchange problem --- Foreign money --- Forex --- FX (Finance) --- International exchange --- Exchange rates --- Fixed exchange rates --- Flexible exchange rates --- Floating exchange rates --- Fluctuating exchange rates --- Foreign exchange --- Rates of exchange --- Rates --- International finance --- Currency crises --- Capital movements --- Foreign exchange rates --- E-books --- Capital flight --- Capital flows --- Capital inflow --- Capital outflow --- Flight of capital --- Flow of capital --- Movements of capital --- Balance of payments --- Finance: General --- Foreign Exchange --- Time-Series Models --- Dynamic Quantile Regressions --- Dynamic Treatment Effect Models --- Diffusion Processes --- Central Banks and Their Policies --- International Finance Forecasting and Simulation --- Information and Market Efficiency --- Event Studies --- General Financial Markets: General (includes Measurement and Data) --- International Financial Markets --- Currency --- Stock markets --- Securities markets --- Currency markets --- Financial markets --- Stock exchanges --- Capital market --- Foreign exchange market --- Thailand
Book
ISBN: 9781475539899 1475539894 9781475505641 1475505647 9781475551051 1475551053 1475575327 Year: 2012 Publisher: Washington, D.C. : International Monetary Fund,
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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. Higher returns in the stock market relative to a reference stock market are associated with net sales of equities by these investors and a depreciation of the Thai baht. Net purchases of Thai equities lead to an appreciation of the Thai baht. Foreign investors do not appear to hedge the foreign exchange risk related to their stock market positions.
Foreign exchange --- Capital movements --- Portfolio management --- Investment management --- Investment analysis --- Investments --- Securities --- Capital flight --- Capital flows --- Capital inflow --- Capital outflow --- Flight of capital --- Flow of capital --- Movements of capital --- Balance of payments --- International finance --- Cambistry --- Currency exchange --- Exchange, Foreign --- Foreign currency --- Foreign exchange problem --- Foreign money --- Forex --- FX (Finance) --- International exchange --- Currency crises --- E-books --- Foreign exchange rates --- Stock exchanges --- Bulls and bears --- Commercial corners --- Corners, Commercial --- Equity markets --- Exchanges, Securities --- Exchanges, Stock --- Securities exchanges --- Stock-exchange --- Stock markets --- Capital market --- Efficient market theory --- Speculation --- Exchange rates --- Fixed exchange rates --- Flexible exchange rates --- Floating exchange rates --- Fluctuating exchange rates --- Rates of exchange --- Rates --- Finance: General --- Foreign Exchange --- International Finance: General --- International Financial Markets --- General Financial Markets: General (includes Measurement and Data) --- Finance --- Currency --- Currency markets --- Currency swaps --- Financial markets --- Foreign exchange market --- Thailand
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Year: 2012 Publisher: Basle BIS
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Year: 2015 Publisher: Zurich Swiss National Bank
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Year: 2008 Publisher: Basle BIS
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Year: 2007 Publisher: Basel Bank for international settlements - Monetary and Economic Department
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Year: 2012 Publisher: Basel Bank for international settlements - Monetary and Economic Department
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