Browsing by Author "Dutu, Richard"
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Dutu, Richard
(2008)
This paper constructs a search model of currency interdependence, and uses it to examine how in dollarized economies the foreign currency reacts to various shocks to the domestic currency. Currency interdependence is ...
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Holmes, Mark J.; Dutu, Richard; Cui, Xiaoman
(2009)
We investigate the time-series properties of Australian and New Zealand real interest rates within a Markov-switching framework. This enables us to identify characteristics in real interest rate behavior hitherto unacknowledged. ...
Co-authors for Richard Dutu