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Interest Rate Defense against Speculative Attack as a Signal. A Primer

In: Managing Currency Crises in Emerging Markets

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Author Info
Allan Drazen

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This chapter was published in: Allan Drazen Managing Currency Crises in Emerging Markets, , pages 37-60, 2003.

This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 9646.

Handle: RePEc:nbr:nberch:9646

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Related research
This chapter was published in the following book, which is listed on IDEAS:
Michael P. Dooley & Jeffrey A. Frankel, 2003. "Managing Currency Crises in Emerging Markets," NBER Books, National Bureau of Economic Research, Inc, number dool03-1, December.
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  1. Robert P. Flood & Olivier Jeanne, 2000. "An Interest Rate Defense of a Fixed Exchange Rate?," IMF Working Papers 00/159, International Monetary Fund.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Roman Kraeussl, 2003. "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series 2003/18, Center for Financial Studies. [Downloadable!]
    Other versions:
  2. Amartya Lahiri & Carlos A. Vegh, 2005. "Output Costs, Currency Crises, and Interest Rate Defense of a Peg," NBER Working Papers 11791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Ramkishen S. Rajan, 2007. "Managing new-style currency crises: the swan diagram approach revisited," Journal of International Development, John Wiley & Sons, Ltd., vol. 19(5), pages 583-606. [Downloadable!]
    Other versions:
  4. Tullio Gregori, 2009. "Currency crisis duration and interest defence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 256-267. [Downloadable!]
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This page was last updated on 2009-12-18.


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