Maurice J. Roche

National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting

Senior Lecturer

County Kildare

Ireland

SCHOLARLY PAPERS

6

DOWNLOADS

1,107

SSRN CITATIONS
Rank 37,678

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Top 37,678

in Total Papers Citations

10

CROSSREF CITATIONS

16

Scholarly Papers (6)

Less of a Puzzle: A New Look at the Forward Forex Market

WBS Finance Group Research Paper No. 19
Number of pages: 35 Posted: 29 Apr 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 397 (138,664)
Citation 7

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artificial economy, forward foreign exchange, habit persistence

Less of a Puzzle: A New Look at the Forward Forex Market

Forthcoming in Journal of International Economics, WBS Finance Group Research Paper No. 20
Posted: 02 May 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting

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artificial economy, forward foreign exchange, habit persistence

2.

When Does Uncovered Interest Parity Hold?

WBS Finance Group Research Paper No. 159
Number of pages: 34 Posted: 10 Jun 2011
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 208 (271,606)
Citation 2

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Monetary volatility, Uncovered interest parity, Forward bias puzzle, Habit persistence, carry trade

3.

Solving Exchange Rate Puzzles Without Sticky Prices Nor Trade Costs

WBS Finance Group Research Paper No. 63
Number of pages: 47 Posted: 25 May 2006
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 153 (355,742)
Citation 2

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Exchange Rate Puzzles, Forward Foreign Exchange, Habit Persistence

4.

A Neo-Classical Explanation of Nominal Exchange Rate Volatility

WBS Finance Group Research Paper No. 33
Number of pages: 32 Posted: 24 Sep 2004
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 146 (369,515)
Citation 1

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Artificial economy, nominal exchange rates, habit persistence

5.

Volatile and Persistent Real Exchange Rates Without the Contrivance of Sticky Prices

WBS Finance Group Research Paper No. 21
Number of pages: 29 Posted: 03 May 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 116 (440,787)
Citation 3

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Meese-Rogoff, Artificial Economy, Real and Nominal Exchange Rates, Habit Persistence

6.

Solving Exchange Rate Puzzles with Neither Sticky Prices Nor Trade Costs

Journal of International Money and Finance, Vol. 29, No. 6, 2010, WBS Finance Group Research Paper No. 162
Number of pages: 47 Posted: 10 Jun 2011
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 87 (536,016)

Abstract:

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Exchange Rate Puzzles, Forward Foreign Exchange, Habit Persistence