Wouldn't you be getting near the customs rules for declaring cash when entering a country (assuming you will be entering Thailand with a stack of Euro cash)? Certainly when entering Australia you are asked to declare if you are carrying (IIRC) >$10,000 cash.
og you are right. In Thailand you have to declare amounts of more than 20.000 USD when entering or leaving the country. But this never caused a problem. They don't mind people bringing in money to spend part of it in Thailand...