EconPapers    
Economics at your fingertips  
 

Details about Dagfinn Rime

E-mail:
Homepage:http://home.bi.no/dagfinn.rime/
Phone:+47-46410507
Postal address:BI Norwegian Business School, Nydalsveien 37, 0484 Oslo, Norway.
Workplace:Institutt for Finans (Department of Finance), BI Handelshøyskolen (BI Norwegian Business School), (more information at EDIRC)
Norges Bank (Central Bank of Norway), (more information at EDIRC)

Access statistics for papers by Dagfinn Rime.

Last updated 2023-02-12. Update your information in the RePEc Author Service.

Short-id: pri21


Jump to Journal Articles Chapters

Working Papers

2019

  1. Covered Interest Parity Arbitrage
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
  2. Does Publication of Interest Rate Paths Provide Guidance?
    Working Paper, Norges Bank Downloads View citations (4)
    See also Journal Article Does publication of interest rate paths provide guidance?, Journal of International Money and Finance, Elsevier (2020) Downloads View citations (10) (2020)
  3. Microstructure of Foreign Exchange Markets
    Working Papers, Georgetown University, Department of Economics Downloads View citations (12)
    Also in Working Paper, Norges Bank (2019) Downloads View citations (4)

2018

  1. Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark
    Working Papers, Georgetown University, Department of Economics Downloads View citations (7)

2017

  1. Exchange rates, interest rates and the global carry trade
    Working Paper, Norges Bank Downloads View citations (2)
  2. Segmented money markets and covered interest parity arbitrage
    Working Paper, Norges Bank Downloads View citations (54)
    Also in BIS Working Papers, Bank for International Settlements (2017) Downloads View citations (57)

2015

  1. Carry Trades, Order Flow and the Forward Bias Puzzle
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)
    See also Journal Article Carry Trades, Order Flow, and the Forward Bias Puzzle, Journal of Money, Credit and Banking, Blackwell Publishing (2016) Downloads View citations (20) (2016)
  2. Order Flow Information and Spot Rate Dynamics
    Working Papers, Georgetown University, Department of Economics Downloads
    See also Journal Article Order flow information and spot rate dynamics, Journal of International Money and Finance, Elsevier (2016) Downloads View citations (7) (2016)
    Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (1) (2017)

2014

  1. The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
    CESifo Working Paper Series, CESifo Downloads View citations (47)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2014) Downloads View citations (44)

    See also Journal Article The offshore renminbi exchange rate: Microstructure and links to the onshore market, Journal of International Money and Finance, Elsevier (2014) Downloads View citations (41) (2014)
  2. The scapegoat theory of exchange rates: the first tests
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    See also Journal Article The scapegoat theory of exchange rates: the first tests, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (52) (2015)

2013

  1. The market microstructure approach to foreign exchange - Looking back and looking forward
    Working Paper, Norges Bank Downloads View citations (46)
    Also in Working Papers, Brandeis University, Department of Economics and International Business School (2012) Downloads View citations (3)

    See also Journal Article The market microstructure approach to foreign exchange: Looking back and looking forward, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (42) (2013)

2012

  1. The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence
    Working Paper Series, Department of Economics, Norwegian University of Science and Technology Downloads View citations (6)
    Also in Working Paper, Norges Bank (2012) Downloads View citations (6)

    See also Journal Article FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE, Pacific Economic Review, Wiley Blackwell (2012) Downloads View citations (6) (2012)

2011

  1. Foreign exchange market structure, players and evolution
    Working Paper, Norges Bank Downloads View citations (47)
  2. Micro approaches to foreign exchange determination
    Working Paper, Norges Bank Downloads View citations (4)
    Also in Working Papers, Georgetown University, Department of Economics (2010) Downloads View citations (6)

2010

  1. A Transaction Data Study of the Forward Bias Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Paper, Norges Bank (2010) Downloads View citations (7)

2009

  1. 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Working Paper, Norges Bank (2005) Downloads View citations (6)
    SIFR Research Report Series, Institute for Financial Research (2005) Downloads View citations (3)
  2. Asymmetric information in the interbank foreign exchange market
    Working Paper, Norges Bank Downloads View citations (21)
  3. Exchange Rate Forecasting, Order Flow and Macroeconomic Information
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (24)
    Also in Working Paper, Norges Bank (2007) Downloads View citations (15)

    See also Journal Article Exchange rate forecasting, order flow and macroeconomic information, Journal of International Economics, Elsevier (2010) Downloads View citations (131) (2010)

2008

  1. Arbitrage in the Foreign Exchange Market: Turning on the Microscope
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (220)
    Also in Working Paper, Norges Bank (2005) Downloads View citations (10)
    SIFR Research Report Series, Institute for Financial Research (2006) Downloads View citations (14)

    See also Journal Article Arbitrage in the foreign exchange market: Turning on the microscope, Journal of International Economics, Elsevier (2008) Downloads View citations (211) (2008)
  2. Does the law of one price hold in international financial markets? Evidence from tick data
    Working Paper, Norges Bank Downloads View citations (11)
    See also Journal Article Does the law of one price hold in international financial markets? Evidence from tick data, Journal of Banking & Finance, Elsevier (2009) Downloads View citations (29) (2009)

2007

  1. Exchange rate variability, market activity and heterogeneity
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)

2006

  1. Exchange rate volatility and the mixture of distribution hypothesis
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (18)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2005) Downloads View citations (2)
    Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2005) Downloads View citations (3)

    See also Chapter Exchange rate volatility and the mixture of distribution hypothesis, Studies in Empirical Economics, Springer (2008) View citations (1) (2008)
    Journal Article Exchange rate volatility and the mixture of distribution hypothesis, Empirical Economics, Springer (2006) Downloads View citations (27) (2006)

2004

  1. Liquidity provision in the overnight foreign exchange market
    Working Paper, Norges Bank Downloads View citations (12)
    Also in Discussion Papers, Statistics Norway, Research Department (2004) Downloads View citations (20)

    See also Journal Article Liquidity provision in the overnight foreign exchange market, Journal of International Money and Finance, Elsevier (2005) Downloads View citations (67) (2005)

2003

  1. Dealer Behavior and Trading Systems in Foreign Exchange Markets
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (26)
    Also in Working Paper, Norges Bank (2003) Downloads View citations (22)

    See also Journal Article Dealer behavior and trading systems in foreign exchange markets, Journal of Financial Economics, Elsevier (2005) Downloads View citations (139) (2005)
  2. Volume and Volatility in the FX Market: Does it matter who you are?
    Working Paper, Norges Bank Downloads View citations (12)
    Also in CESifo Working Paper Series, CESifo (2002) Downloads View citations (1)

2002

  1. Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets
    FMG Discussion Papers, Financial Markets Group Downloads View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (2)

    See also Journal Article Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets, Economic Policy, CEPR, CESifo, Sciences Po (2002) Downloads View citations (1) (2002)

2001

  1. U.S. Exchange Rates and Currency Flows
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (16)

2000

  1. Customer trading and information in foreign exchange markets
    Memorandum, Oslo University, Department of Economics Downloads View citations (5)
  2. FX trading... LIVE!: dealer behavior and trading systems in foreign exchange markets
    Memorandum, Oslo University, Department of Economics Downloads View citations (11)
  3. Private or public information in foreign exchange markets?: an empirical analysis
    Memorandum, Oslo University, Department of Economics Downloads View citations (37)

Journal Articles

2021

  1. Price discovery in two‐tier markets
    International Journal of Finance & Economics, 2021, 26, (2), 3109-3133 Downloads View citations (3)

2020

  1. Does publication of interest rate paths provide guidance?
    Journal of International Money and Finance, 2020, 103, (C) Downloads View citations (10)
    See also Working Paper Does Publication of Interest Rate Paths Provide Guidance?, Working Paper (2019) Downloads View citations (4) (2019)

2016

  1. Carry Trades, Order Flow, and the Forward Bias Puzzle
    Journal of Money, Credit and Banking, 2016, 48, (6), 1113-1134 Downloads View citations (20)
    See also Working Paper Carry Trades, Order Flow and the Forward Bias Puzzle, Working Papers (2015) Downloads View citations (1) (2015)
  2. Order flow information and spot rate dynamics
    Journal of International Money and Finance, 2016, 69, (C), 45-68 Downloads View citations (7)
    See also Working Paper Order Flow Information and Spot Rate Dynamics, Working Papers (2015) Downloads (2015)
    Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, 2017, 725-776 (2017) Downloads View citations (1) (2017)

2015

  1. The scapegoat theory of exchange rates: the first tests
    Journal of Monetary Economics, 2015, 70, (C), 1-21 Downloads View citations (52)
    See also Working Paper The scapegoat theory of exchange rates: the first tests, Temi di discussione (Economic working papers) (2014) Downloads View citations (1) (2014)

2014

  1. The offshore renminbi exchange rate: Microstructure and links to the onshore market
    Journal of International Money and Finance, 2014, 49, (PA), 170-189 Downloads View citations (41)
    See also Working Paper The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market, CESifo Working Paper Series (2014) Downloads View citations (47) (2014)
  2. “Large” versus “Small” Players: A Closer Look at the Dynamics of Speculative Attacks
    Scandinavian Journal of Economics, 2014, 116, (2), 506-538 Downloads View citations (2)

2013

  1. The anatomy of the global FX market through the lens of the 2013 Triennial Survey
    BIS Quarterly Review, 2013 Downloads View citations (38)
  2. The market microstructure approach to foreign exchange: Looking back and looking forward
    Journal of International Money and Finance, 2013, 38, (C), 95-119 Downloads View citations (42)
    See also Working Paper The market microstructure approach to foreign exchange - Looking back and looking forward, Working Paper (2013) Downloads View citations (46) (2013)

2012

  1. FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE
    Pacific Economic Review, 2012, 17, (3), 434-466 Downloads View citations (6)
    See also Working Paper The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence, Working Paper Series (2012) Downloads View citations (6) (2012)

2011

  1. The $4 trillion question: what explains FX growth since the 2007 survey?
    BIS Quarterly Review, 2011 Downloads View citations (19)

2010

  1. Exchange rate forecasting, order flow and macroeconomic information
    Journal of International Economics, 2010, 80, (1), 72-88 Downloads View citations (131)
    See also Working Paper Exchange Rate Forecasting, Order Flow and Macroeconomic Information, CEPR Discussion Papers (2009) Downloads View citations (24) (2009)

2009

  1. Does the law of one price hold in international financial markets? Evidence from tick data
    Journal of Banking & Finance, 2009, 33, (10), 1741-1754 Downloads View citations (29)
    See also Working Paper Does the law of one price hold in international financial markets? Evidence from tick data, Working Paper (2008) Downloads View citations (11) (2008)

2008

  1. Arbitrage in the foreign exchange market: Turning on the microscope
    Journal of International Economics, 2008, 76, (2), 237-253 Downloads View citations (211)
    See also Working Paper Arbitrage in the Foreign Exchange Market: Turning on the Microscope, CEPR Discussion Papers (2008) Downloads View citations (220) (2008)

2006

  1. Exchange rate volatility and the mixture of distribution hypothesis
    Empirical Economics, 2006, 30, (4), 889-911 Downloads View citations (27)
    See also Chapter Exchange rate volatility and the mixture of distribution hypothesis, Studies in Empirical Economics, 2008, 7-29 (2008) View citations (1) (2008)
    Working Paper Exchange rate volatility and the mixture of distribution hypothesis, LIDAM Reprints CORE (2006) View citations (18) (2006)

2005

  1. Dealer behavior and trading systems in foreign exchange markets
    Journal of Financial Economics, 2005, 75, (3), 571-605 Downloads View citations (139)
    See also Working Paper Dealer Behavior and Trading Systems in Foreign Exchange Markets, SIFR Research Report Series (2003) Downloads View citations (26) (2003)
  2. Liquidity provision in the overnight foreign exchange market
    Journal of International Money and Finance, 2005, 24, (2), 175-196 Downloads View citations (67)
    See also Working Paper Liquidity provision in the overnight foreign exchange market, Working Paper (2004) Downloads View citations (12) (2004)

2002

  1. Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets
    Economic Policy, 2002, 17, (35), 535-552 Downloads View citations (1)
    See also Working Paper Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets, FMG Discussion Papers (2002) Downloads View citations (6) (2002)

Chapters

2017

  1. Order Flow Information and Spot Rate Dynamics
    Chapter 17 in Studies in Foreign Exchange Economics, 2017, pp 725-776 Downloads View citations (1)
    See also Working Paper Order Flow Information and Spot Rate Dynamics, Georgetown University, Department of Economics (2015) Downloads (2015)
    Journal Article Order flow information and spot rate dynamics, Elsevier (2016) Downloads View citations (7) (2016)

2008

  1. Exchange rate volatility and the mixture of distribution hypothesis
    Springer View citations (1)
    See also Working Paper Exchange rate volatility and the mixture of distribution hypothesis, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (18) (2006)
    Journal Article Exchange rate volatility and the mixture of distribution hypothesis, Springer (2006) Downloads View citations (27) (2006)
 
Page updated 2024-12-10