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Maurice J. Roche

Professor
EducationPh.D. Queen's University, 1991
OfficeJOR-215
Phone416-979-5000, ext. 552614
Areas of ExpertiseInternational Finance, Macroeconomics

Curriculum Vitae (external link, opens in new window) 

 

Teaching Fields 
International Finance and Macroeconomics, Econometric Theory, Financial Econometrics, Financial Economics, Macroeconomics 

Selected Publications

Roche, M.J., "When does uncovered interest parity hold?" (with M.J. Moore), Journal of International Money and Finance, 31(4), 865-879, 2012.

Roche, M.J., "Solving exchange rate puzzles with neither sticky prices nor trade," (with M.J. Moore), Journal of International Money and Finance, 29(6), 1151-1170, 2010.

Roche, M.J., "Volatile and persistent real exchange rates with or without sticky prices," (with M.J. Moore), Journal of Monetary Economics, 55(2), 423-433, 2008.

Roche, M.J., "Less of a puzzle: A new look at the forex market," (with M.J. Moore), Journal of International Economics, 58(2), 387-411, 2002.

Roche, M.J., "Fads versus fundamentals in farmland prices: comment," American Journal of Agricultural Economics, 83(4), 1074-1077, 2001.