Please use this identifier to cite or link to this item: https://scholar.utcc.ac.th/handle/6626976254/3624
Title: A Study of Factors Affecting the Short-term Movement of the Thai Baht vs. the US Dollar
Authors: Rattanapongpinyo, Taninrat 
Issue Date: 2010
Publisher: Chulalongkorn University Printing House
University of the Thai Chamber of Commerce
Source: Taninrat Rattanapongpinyo (2010) A Study of Factors Affecting the Short-term Movement of the Thai Baht vs. the US Dollar. University of the Thai Chamber of Commerce Journal Vol.30 No.1.
Journal: University of the Thai Chamber of Commerce Journal 
Abstract: The objective of this research is to study the factors that affect the short-termmovement of the Thai baht exchange rate against the US dollar. The factorsconsidered are international reserves, the Libor-interest rate, past trends of the Thaibaht and changes in U.S. dollar value in the world money market. All the factorsstudied are monthly averaged secondary data from 2003 to 2007. The result frommultiple regression analysis shows that the four factors considered affect themovement of the Thai baht with high confidence interval statistics testing (95%);R2 = 0.964, R2adjust = 0.961, F-test = 4.401 etc., and this model can forecast theThai baht short-term trend. In addition, using Fundamental, Technical and SentimentalAnalysis can lead to the construction of an effective forecasting instrument.
URI: https://scholar.utcc.ac.th/handle/6626976254/3624
ISSN: 0125-2437
Rights: This work is protected by copyright. Reproduction or distribution of the work in any format is prohibited without written permission of the copyright owner.
Appears in Collections:JEO: Journal Articles

Files in This Item:
File Description SizeFormat 
583fulltext.pdf861.26 kBAdobe PDFThumbnail
View/Open
Show full item record Recommend this item

Page view(s)

7
checked on Jul 11, 2019

Download(s)

1
checked on Jul 11, 2019

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.