Search Results - subject:"Nonresident investors"

Nonresident capital flows and volatility : evidence from Malaysia's local currency bond market

Grigorian, David A. - 2019

Malaysia's local currency debt market is one of the most liquid public debt markets in the world. In recent years, the growing share of nonresident holders of debt has been a source of concern for policymakers as a reason behind exchange rate volatility. The paper provides an overview of the...

Persistent link: https://www.econbiz.de/10012001596

International portfolio rebalancing and exchange rate fluctuations in Thailand

Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - Bank for International Settlements (BIS) - 2009

equity market capital flows undertaken by nonresident investors in Thailand in 2005 and 2006. We find that net purchases of … Thai equities by nonresident investors lead to an appreciation of the Thai baht. In addition, higher returns in the Thai … equity market positions. Despite this, we find that exchange rate movements were not key drivers of nonresident investors …

Persistent link: https://www.econbiz.de/10005038426

Exchange rate fluctuations and international portfolio rebalancing

Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - In: Emerging markets review 18 (2014), pp. 34-44

Persistent link: https://www.econbiz.de/10010417542

Exchange rate fluctuations and international portfolio rebalancing

Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - In: Emerging Markets Review 18 (2014) C, pp. 34-44

market transactions and equity market capital flows undertaken by nonresident investors in Thailand in 2005 and 2006. We find … that net purchases of Thai equities by nonresident investors systematically lead to an appreciation of the Thai baht …

Persistent link: https://www.econbiz.de/10010753595