Details about Dagfinn Rime
Access statistics for papers by Dagfinn Rime.
Last updated 2023-02-12. Update your information in the RePEc Author Service.
Short-id: pri21
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Working Papers
2019
- Covered Interest Parity Arbitrage
CEPR Discussion Papers, C.E.P.R. Discussion Papers  View citations (12)
- Does Publication of Interest Rate Paths Provide Guidance?
Working Paper, Norges Bank View citations (4)
See also Journal Article Does publication of interest rate paths provide guidance?, Journal of International Money and Finance, Elsevier (2020) View citations (10) (2020)
- Microstructure of Foreign Exchange Markets
Working Papers, Georgetown University, Department of Economics View citations (12)
Also in Working Paper, Norges Bank (2019) View citations (4)
2018
- Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark
Working Papers, Georgetown University, Department of Economics View citations (7)
2017
- Exchange rates, interest rates and the global carry trade
Working Paper, Norges Bank View citations (2)
- Segmented money markets and covered interest parity arbitrage
Working Paper, Norges Bank View citations (54)
Also in BIS Working Papers, Bank for International Settlements (2017) View citations (57)
2015
- Carry Trades, Order Flow and the Forward Bias Puzzle
Working Papers, Queen Mary University of London, School of Economics and Finance 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) View citations (20) (2016)
- Order Flow Information and Spot Rate Dynamics
Working Papers, Georgetown University, Department of Economics
See also Journal Article Order flow information and spot rate dynamics, Journal of International Money and Finance, Elsevier (2016) View citations (7) (2016)
Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (1) (2017)
2014
- The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
CESifo Working Paper Series, CESifo View citations (47)
Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2014) 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) View citations (41) (2014)
- The scapegoat theory of exchange rates: the first tests
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
See also Journal Article The scapegoat theory of exchange rates: the first tests, Journal of Monetary Economics, Elsevier (2015) View citations (52) (2015)
2013
- The market microstructure approach to foreign exchange - Looking back and looking forward
Working Paper, Norges Bank View citations (46)
Also in Working Papers, Brandeis University, Department of Economics and International Business School (2012) 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) View citations (42) (2013)
2012
- 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 View citations (6)
Also in Working Paper, Norges Bank (2012) 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) View citations (6) (2012)
2011
- Foreign exchange market structure, players and evolution
Working Paper, Norges Bank View citations (47)
- Micro approaches to foreign exchange determination
Working Paper, Norges Bank View citations (4)
Also in Working Papers, Georgetown University, Department of Economics (2010) View citations (6)
2010
- A Transaction Data Study of the Forward Bias Puzzle
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
Also in Working Paper, Norges Bank (2010) View citations (7)
2009
- 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks
CESifo Working Paper Series, CESifo View citations (2)
Also in Working Paper, Norges Bank (2005) View citations (6)
SIFR Research Report Series, Institute for Financial Research (2005) View citations (3)
- Asymmetric information in the interbank foreign exchange market
Working Paper, Norges Bank View citations (21)
- Exchange Rate Forecasting, Order Flow and Macroeconomic Information
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
Also in Working Paper, Norges Bank (2007) View citations (15)
See also Journal Article Exchange rate forecasting, order flow and macroeconomic information, Journal of International Economics, Elsevier (2010) View citations (131) (2010)
2008
- Arbitrage in the Foreign Exchange Market: Turning on the Microscope
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (220)
Also in Working Paper, Norges Bank (2005) View citations (10)
SIFR Research Report Series, Institute for Financial Research (2006) View citations (14)
See also Journal Article Arbitrage in the foreign exchange market: Turning on the microscope, Journal of International Economics, Elsevier (2008) View citations (211) (2008)
- Does the law of one price hold in international financial markets? Evidence from tick data
Working Paper, Norges Bank 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) View citations (29) (2009)
2007
- Exchange rate variability, market activity and heterogeneity
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa View citations (2)
2006
- 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) View citations (2)
Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2005) 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) View citations (27) (2006)
2004
- Liquidity provision in the overnight foreign exchange market
Working Paper, Norges Bank View citations (12)
Also in Discussion Papers, Statistics Norway, Research Department (2004) View citations (20)
See also Journal Article Liquidity provision in the overnight foreign exchange market, Journal of International Money and Finance, Elsevier (2005) View citations (67) (2005)
2003
- Dealer Behavior and Trading Systems in Foreign Exchange Markets
SIFR Research Report Series, Institute for Financial Research View citations (26)
Also in Working Paper, Norges Bank (2003) View citations (22)
See also Journal Article Dealer behavior and trading systems in foreign exchange markets, Journal of Financial Economics, Elsevier (2005) View citations (139) (2005)
- Volume and Volatility in the FX Market: Does it matter who you are?
Working Paper, Norges Bank View citations (12)
Also in CESifo Working Paper Series, CESifo (2002) View citations (1)
2002
- Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets
FMG Discussion Papers, Financial Markets Group View citations (6)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) 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) View citations (1) (2002)
2001
- U.S. Exchange Rates and Currency Flows
SIFR Research Report Series, Institute for Financial Research View citations (16)
2000
- Customer trading and information in foreign exchange markets
Memorandum, Oslo University, Department of Economics View citations (5)
- FX trading... LIVE!: dealer behavior and trading systems in foreign exchange markets
Memorandum, Oslo University, Department of Economics View citations (11)
- Private or public information in foreign exchange markets?: an empirical analysis
Memorandum, Oslo University, Department of Economics View citations (37)
Journal Articles
2021
- Price discovery in two‐tier markets
International Journal of Finance & Economics, 2021, 26, (2), 3109-3133 View citations (3)
2020
- Does publication of interest rate paths provide guidance?
Journal of International Money and Finance, 2020, 103, (C) View citations (10)
See also Working Paper Does Publication of Interest Rate Paths Provide Guidance?, Working Paper (2019) View citations (4) (2019)
2016
- Carry Trades, Order Flow, and the Forward Bias Puzzle
Journal of Money, Credit and Banking, 2016, 48, (6), 1113-1134 View citations (20)
See also Working Paper Carry Trades, Order Flow and the Forward Bias Puzzle, Working Papers (2015) View citations (1) (2015)
- Order flow information and spot rate dynamics
Journal of International Money and Finance, 2016, 69, (C), 45-68 View citations (7)
See also Working Paper Order Flow Information and Spot Rate Dynamics, Working Papers (2015) (2015)
Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, 2017, 725-776 (2017) View citations (1) (2017)
2015
- The scapegoat theory of exchange rates: the first tests
Journal of Monetary Economics, 2015, 70, (C), 1-21 View citations (52)
See also Working Paper The scapegoat theory of exchange rates: the first tests, Temi di discussione (Economic working papers) (2014) View citations (1) (2014)
2014
- The offshore renminbi exchange rate: Microstructure and links to the onshore market
Journal of International Money and Finance, 2014, 49, (PA), 170-189 View citations (41)
See also Working Paper The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market, CESifo Working Paper Series (2014) View citations (47) (2014)
- “Large” versus “Small” Players: A Closer Look at the Dynamics of Speculative Attacks
Scandinavian Journal of Economics, 2014, 116, (2), 506-538 View citations (2)
2013
- The anatomy of the global FX market through the lens of the 2013 Triennial Survey
BIS Quarterly Review, 2013 View citations (38)
- The market microstructure approach to foreign exchange: Looking back and looking forward
Journal of International Money and Finance, 2013, 38, (C), 95-119 View citations (42)
See also Working Paper The market microstructure approach to foreign exchange - Looking back and looking forward, Working Paper (2013) View citations (46) (2013)
2012
- FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE
Pacific Economic Review, 2012, 17, (3), 434-466 View citations (6)
See also Working Paper The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence, Working Paper Series (2012) View citations (6) (2012)
2011
- The $4 trillion question: what explains FX growth since the 2007 survey?
BIS Quarterly Review, 2011 View citations (19)
2010
- Exchange rate forecasting, order flow and macroeconomic information
Journal of International Economics, 2010, 80, (1), 72-88 View citations (131)
See also Working Paper Exchange Rate Forecasting, Order Flow and Macroeconomic Information, CEPR Discussion Papers (2009) View citations (24) (2009)
2009
- Does the law of one price hold in international financial markets? Evidence from tick data
Journal of Banking & Finance, 2009, 33, (10), 1741-1754 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) View citations (11) (2008)
2008
- Arbitrage in the foreign exchange market: Turning on the microscope
Journal of International Economics, 2008, 76, (2), 237-253 View citations (211)
See also Working Paper Arbitrage in the Foreign Exchange Market: Turning on the Microscope, CEPR Discussion Papers (2008) View citations (220) (2008)
2006
- Exchange rate volatility and the mixture of distribution hypothesis
Empirical Economics, 2006, 30, (4), 889-911 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
- Dealer behavior and trading systems in foreign exchange markets
Journal of Financial Economics, 2005, 75, (3), 571-605 View citations (139)
See also Working Paper Dealer Behavior and Trading Systems in Foreign Exchange Markets, SIFR Research Report Series (2003) View citations (26) (2003)
- Liquidity provision in the overnight foreign exchange market
Journal of International Money and Finance, 2005, 24, (2), 175-196 View citations (67)
See also Working Paper Liquidity provision in the overnight foreign exchange market, Working Paper (2004) View citations (12) (2004)
2002
- Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets
Economic Policy, 2002, 17, (35), 535-552 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) View citations (6) (2002)
Chapters
2017
- Order Flow Information and Spot Rate Dynamics
Chapter 17 in Studies in Foreign Exchange Economics, 2017, pp 725-776 View citations (1)
See also Working Paper Order Flow Information and Spot Rate Dynamics, Georgetown University, Department of Economics (2015) (2015)
Journal Article Order flow information and spot rate dynamics, Elsevier (2016) View citations (7) (2016)
2008
- 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) View citations (27) (2006)
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