stock market index in a bivariate framework during the period of the floating exchange rate regime in Thailand. Design …/methodology/approach – The monthly data used in this study are the stock market index or stock prices from the Stock Exchange of Thailand, and … the nominal bilateral exchange rate in terms of baht per US dollar from the Bank of Thailand. The period covers July 1997 …

economies. The present study investigates the impact of real exchange rate uncertainty on import demand of Thailand. The period … variables are cointegrated. The negative impact of exchange rate uncertainty on Thailand’s imports is found. The results also …

real activity) in Thailand, which is an emerging market economy. The standard causality test and the equal forecast …