Chris D'Souza's Home Page
Office: Dunning Hall, 320
(613)-533-2276 (W)
(613)-533-1026 (H)
Mailing Address:
Department of Economics,
Queen's University
Kingston,
Ontario,
Canada,
K7L 3N6
Research Interests:
International Finance, Macroeconomics, Monetary Economics
Industrial Organization, International Trade
Take a look at my Resume and my Thesis
My thesis consists of three essays that examine the behavior of nominal exchange rates. An asset pricing framework is developed in which agents are assumed to receive a private signal about the fundamentals of the economy. The analysis focuses on empirical regularities that are not predicted by most models: exchange rates with unit roots, volatility clustering and fat-tails in returns.
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