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Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand1

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand1 »

Source: Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand

Volume/Issue: 2012/214

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505641

Keywords: Foreign exchange market, equity market, portfolio rebalancing, stock market, exchange rate, foreign exchange, financial institutions,

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 t...

Private Information, Capital Flows, and Exchange Rates1

Private Information, Capital Flows, and Exchange Rates1 »

Source: Private Information, Capital Flows, and Exchange Rates

Volume/Issue: 2012/213

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505634

Keywords: Order flow, private information, exchange rate models, market microstructure, bond, bond market, stock market, bonds,

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 im...

Price Volatility and Financial Instability

Price Volatility and Financial Instability »

Source: Price Volatility and Financial Instability

Volume/Issue: 2001/60

Series: IMF Working Papers

Author(s): Gene Leon , and Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

ISBN: 9781451848052

Keywords: volatility, financial instability, GARCH models, exchange rate, stock market, stock prices, stock price, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

Statistical measures of the volatility of exchange rates, interest rates, and stock prices are estimated for a number of countries. Periods of high volatility are identified and compared with periods of financial d...

Demutualization of Securities Exchanges

Demutualization of Securities Exchanges »

Source: Demutualization of Securities Exchanges : A Regulatory Perspective

Volume/Issue: 2002/119

Series: IMF Working Papers

Author(s): Jennifer Elliott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2002

ISBN: 9781451854183

Keywords: securities regulation, regulation, stock exchange, capital markets, standards, securities exchange, Financial Institutions and Services: Government Policy and Regulation, Corporation and Securities Law,

Demutualization is a term used to describe the transition of a securities exchange from a mutual association of exchange members operating on a not-for-profit basis to a limited liability, for-profit company accoun...

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand »

Volume/Issue: 2012/214

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505641.001

ISBN: 9781475505641

Keywords: Foreign exchange market, equity market, portfolio rebalancing, stock market, exchange rate, foreign exchange, financial institutions,

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 t...

Private Information, Capital Flows, and Exchange Rates

Private Information, Capital Flows, and Exchange Rates »

Volume/Issue: 2012/213

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505634.001

ISBN: 9781475505634

Keywords: Order flow, private information, exchange rate models, market microstructure, bond, bond market, stock market, bonds,

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 im...

Price Volatility and Financial Instability

Price Volatility and Financial Instability »

Volume/Issue: 2001/60

Series: IMF Working Papers

Author(s): Gene Leon , and Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

DOI: http://dx.doi.org/10.5089/9781451848052.001

ISBN: 9781451848052

Keywords: volatility, financial instability, GARCH models, exchange rate, stock market, stock prices, stock price, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

Statistical measures of the volatility of exchange rates, interest rates, and stock prices are estimated for a number of countries. Periods of high volatility are identified and compared with periods of financial d...

Demutualization of Securities Exchanges
			: A Regulatory Perspective

Demutualization of Securities Exchanges : A Regulatory Perspective »

Volume/Issue: 2002/119

Series: IMF Working Papers

Author(s): Jennifer Elliott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2002

DOI: http://dx.doi.org/10.5089/9781451854183.001

ISBN: 9781451854183

Keywords: securities regulation, regulation, stock exchange, capital markets, standards, securities exchange, Financial Institutions and Services: Government Policy and Regulation, Corporation and Securities Law,

Demutualization is a term used to describe the transition of a securities exchange from a mutual association of exchange members operating on a not-for-profit basis to a limited liability, for-profit company accoun...