The simple answer is:
Yes, provided that you know how to use them properly.
Truth be told, it's not going to help your domain name get ranked on search engines. In fact, it works the opposite way. So, it's best to just put in capture pages on Traffic exchanges. Use these to build your list that you can retarget later.
Click throughs on Traffic Exchanges sometimes happen when you're offering an irresistible business opportunity, but what most of these people at Traffic Exchanges are really hungry for is real targeted traffic, leads and sales.
Knowing your audience is key in marketing.
Whatever research you do, just remember this key.