Article ID Journal Published Year Pages File Type
963416 Journal of International Financial Markets, Institutions and Money 2013 21 Pages PDF
Abstract
► Exchange rate volatility of the Thai baht against major currencies is larger during the unremunerated reserve requirements (URR) period. ► The exposure of firms to exchange rate volatility changes during the URR period. ► The effect of exchange rate volatility on stock prices is larger for some firms during the URR period.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Unremunerated reserve requirements, exchange rate volatility, and firm value
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