Vithessonthi, Chaiporn; Tongurai, Jittima - In: Journal of Banking & Finance 45 (2014) C, pp. 338-351
We examine the spillover effects of the unremunerated reserve requirement (URR), which had been implemented in Thailand during 2006–2007, on stock returns through the Thai baht (THB) exchange rate against the euro (EUR) and the Japanese yen (JPY). Based on a sample of 270 firms listed on the...