- PhD., Simon Fraser University (2016)
- M.A., Economics School of Louvain (2010)
- B.Eng. in Statistics, ISSEA (2006)
Edouard Djeutem is a Principal Researcher in International Economic Analysis Department. His research interests are in the areas of international finance and trade, asset pricing, macroeconomics and econometrics.
Staff working papers
Model Uncertainty and Wealth DistributionThis paper studies the implications of model uncertainty for wealth distribution in a tractable general equilibrium model with a borrowing constraint and robustness à la Hansen and Sargent (2008). Households confront model uncertainty about the process driving the return of the risky asset, and they choose robust policies.
Uncovered Return Parity: Equity Returns and Currency ReturnsWe propose an uncovered expected returns parity (URP) condition for the bilateral spot exchange rate. URP implies that unilateral exchange rate equations are misspecified and that equity returns also affect exchange rates. Fama regressions provide evidence that URP is statistically preferred to uncovered interest rate parity (UIP) for nominal bilateral exchange rates between the US dollar and six countries (Australia, Canada, Japan, Norway, Switzerland and the UK) at the monthly frequency.
- "Uncovered return parity: Equity returns and currency returns."
(with Geoffrey R. Dunbar), Journal of International Money and Finance 128 (2022): 102706.
- "Robust learning in the foreign exchange market."
(with Pierre Nguimkeu), The BE Journal of Macroeconomics 20, no. 1 (2020).
- "Model uncertainty and the forward premium puzzle",
Journal of International Money and Finance, 46 (2014): 16-40
- "Robustness and exchange rate volatility"
(with Kenneth Kasa), Journal of International Economics, 91, no. 1 (2013): 27–39.
- "On the sustainability of current account deficits in Cameroon"
(with Pierre E. Nguimkeu), International Journal of Economics and Financial Issues, Vol. 3, No. 2 (2013): 486–495