Professor Maurice J. Roche

Department of Economics, Ryerson University

Publications

Moore, Michael J. and Maurice J. Roche (2012), When does uncovered interest parity hold?, Journal of International Money and Finance, Vol. 31, No. 4, pp. 865-879.

Moore, Michael J. and Maurice J. Roche (2010), Solving exchange rate puzzles with neither sticky prices nor trade costs, Journal of International Money and Finance, Vol. 29, No. 6, pp. 1151-1170.

Moore, Michael J. and Maurice J. Roche (2008), Volatile and persistent real exchange rates with or without sticky prices, Journal of Monetary Economics, Vol. 55, No. 2, pp. 423-433.

Roche, Maurice J. (2006), The equity premium puzzle and decreasing relative risk aversion, Applied Financial Economics Letters, Vol. 2, No. 3, pp. 179-182.

Behan, Jasmina, McQuinn, Kieran and Maurice J. Roche (2006), Rural land use: Traditional agriculture or forestry, Land Economics, Vol. 82, No. 1, pp. 112-123.

Moore, Michael J. and Maurice J. Roche (2005), A neo-classical explanation of nominal exchange rate volatility published in Exchange Rate Economics: Where Do We Stand? edited by Paul de Grauwe, pp. 63-86, MIT Press: Cambridge.

Roche, Maurice J. and Kieran McQuinn (2004), Riskier product portfolio under decoupled payments, European Review of Agricultural Economics, Vol. 31, No. 2, pp. 111-123.

Roche, Maurice J. and Kieran McQuinn (2003), Grain price volatility in a small open economy, European Review of Agricultural Economics, Vol. 30, No. 1, pp. 77-98.

Roche, Maurice J. (2003), Will there be a crash in Irish house prices? Quarterly Economic Commentary, Winter, The Economic and Social Research Institute: Dublin, pp. 57-72.

Moore, Michael J. and Maurice J. Roche (2002), Less of a puzzle: A new look at the forex market, Journal of International Economics, Vol. 58, No. 2, pp. 387-411.

Roche, Maurice J. (2001), Fads versus fundamentals in farmland prices: Comment, American Journal of Agricultural Economics, Vol. 83, No. 4, pp. 1074-1077.

Moore, Michael J. and Maurice J. Roche (2001), Liquidity in the forward exchange market, Journal of Empirical Finance, Vol. 8, No. 2, pp. 157-170.

Roche, Maurice J. and Kieran McQuinn (2001), Testing for speculation in agricultural land in Ireland, European Review of Agricultural Economics, Vol. 28, No. 2, pp. 95-115.

Roche, Maurice J. (2001), The rise in Dublin City house prices: Bubble, fad or just fundamentals, Economic Modelling, Vol. 18, No. 2, pp. 281-295.

Roche, Maurice J. (1999), Irish house prices: Will the roof cave in? The Economic and Social Review, Vol. 30, No. 4, pp. 343-362.

Roche, Maurice J. (1998), Some linear-quadratic solution methods to nonlinear stochastic rational expectations models, The Manchester School, Vol. 66, No. 1, pp. 118-127.

Roche, Maurice J. (1996), Government spending and the international business cycle, Canadian Journal of Economics, Vol. 29, No. 4, pp. 865-884.

Roche, Maurice J. (1995), Testing the permanent income hypothesis: The Irish evidence, The Economic and Social Review, Vol. 26, No. 3, pp. 283-305.

Roche, Maurice J. and Karen Cosgrove (1994), What causes Irish recessions: Fluctuations in aggregate demand or aggregate supply? The Economic and Social Review, Vol. 26, No.1, pp. 19-29.