IDEAS home Printed from https://ideas.repec.org/a/eee/jmacro/v14y1992i4p689-710.html
   My bibliography  Save this article

Speculative attacks: The roles of intertemporal substitution and the interest elasticity of the demand for money

Author

Listed:
  • Kimbrough, Kent P.

Abstract

No abstract is available for this item.

Suggested Citation

  • Kimbrough, Kent P., 1992. "Speculative attacks: The roles of intertemporal substitution and the interest elasticity of the demand for money," Journal of Macroeconomics, Elsevier, vol. 14(4), pages 689-710.
    • Handle: RePEc:eee:jmacro:v:14:y:1992:i:4:p:689-710
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0164-0704(92)90006-T
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Reinhart, Carmen M. & Vegh, Carlos A., 1995. "Nominal interest rates, consumption booms, and lack of credibility: A quantitative examination," Journal of Development Economics, Elsevier, vol. 46(2), pages 357-378, April.
    2. Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
    3. Shigeto Kitano, 2004. "Macroeconomic effect of capital controls as a safeguard against the capital inflow problem," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 13(3), pages 233-263.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmacro:v:14:y:1992:i:4:p:689-710. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/622617 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.