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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 finansiell økonomi (Department of Financial Economics), 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 2019-05-25. 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
  2. Microstructure of Foreign Exchange Markets
    Working Papers, Georgetown University, Department of Economics Downloads

2018

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

2017

  1. Exchange rates, interest rates and the global carry trade
    Working Paper, Norges Bank Downloads View citations (1)
  2. Segmented money markets and covered interest parity arbitrage
    BIS Working Papers, Bank for International Settlements Downloads View citations (14)
    Also in Working Paper, Norges Bank (2017) Downloads View citations (14)

2015

  1. Carry Trades, Order Flow and the Forward Bias Puzzle
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2016)
  2. Order Flow Information and Spot Rate Dynamics
    Working Papers, Georgetown University, Department of Economics Downloads
    See also Journal Article in Journal of International Money and Finance (2016)
    Chapter (2017)

2014

  1. The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (28)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2014) Downloads View citations (23)

    See also Journal Article in Journal of International Money and Finance (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 in Journal of Monetary Economics (2015)

2013

  1. The market microstructure approach to foreign exchange - Looking back and looking forward
    Working Paper, Norges Bank Downloads View citations (27)
    Also in Working Papers, Brandeis University, Department of Economics and International Businesss School (2012) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (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 (5)

    See also Journal Article in Pacific Economic Review (2012)

2011

  1. Foreign exchange market structure, players and evolution
    Working Paper, Norges Bank Downloads View citations (40)
  2. Micro approaches to foreign exchange determination
    Working Paper, Norges Bank Downloads View citations (1)
    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 (6)
    Also in Working Paper, Norges Bank (2010) Downloads View citations (6)

2009

  1. 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
    Also in SIFR Research Report Series, Institute for Financial Research (2005) Downloads View citations (3)
    Working Paper, Norges Bank (2005) Downloads View citations (6)
  2. Asymmetric information in the interbank foreign exchange market
    Working Paper, Norges Bank Downloads View citations (18)
  3. Exchange Rate Forecasting, Order Flow and Macroeconomic Information
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in Working Paper, Norges Bank (2007) Downloads View citations (11)

    See also Journal Article in Journal of International Economics (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 (134)
    Also in SIFR Research Report Series, Institute for Financial Research (2006) Downloads View citations (10)
    Working Paper, Norges Bank (2005) Downloads View citations (7)

    See also Journal Article in Journal of International Economics (2008)
  2. Does the law of one price hold in international financial markets? Evidence from tick data
    Working Paper, Norges Bank Downloads View citations (7)
    See also Journal Article in Journal of Banking & Finance (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 (1)

2006

  1. Exchange rate volatility and the mixture of distribution hypothesis
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (4)
    Also in CORE Discussion Papers, 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 Journal Article in Empirical Economics (2006)

2004

  1. Liquidity provision in the overnight foreign exchange market
    Discussion Papers, Statistics Norway, Research Department Downloads View citations (19)
    Also in Working Paper, Norges Bank (2004) Downloads View citations (11)

    See also Journal Article in Journal of International Money and Finance (2005)

2003

  1. Dealer Behavior and Trading Systems in Foreign Exchange Markets
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (25)
    Also in Working Paper, Norges Bank (2003) Downloads View citations (20)

    See also Journal Article in Journal of Financial Economics (2005)
  2. Volume and Volatility in the FX Market: Does it matter who you are?
    Working Paper, Norges Bank Downloads View citations (11)
    Also in CESifo Working Paper Series, CESifo Group Munich (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 (5)
    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 in Economic Policy (2002)

2001

  1. U.S. Exchange Rates and Currency Flows
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (15)

2000

  1. Customer trading and information in foreign exchange markets
    Memorandum, Oslo University, Department of Economics Downloads View citations (4)
  2. FX trading... LIVE!: dealer behavior and trading systems in foreign exchange markets
    Memorandum, Oslo University, Department of Economics Downloads View citations (10)
  3. Private or public information in foreign exchange markets?: an empirical analysis
    Memorandum, Oslo University, Department of Economics Downloads View citations (34)

Journal Articles

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 (12)
    See also Working Paper (2015)
  2. Order flow information and spot rate dynamics
    Journal of International Money and Finance, 2016, 69, (C), 45-68 Downloads View citations (4)
    See also Working Paper (2015)
    Chapter (2017)

2015

  1. The scapegoat theory of exchange rates: the first tests
    Journal of Monetary Economics, 2015, 70, (C), 1-21 Downloads View citations (26)
    See also Working Paper (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 (24)
    See also Working Paper (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

2013

  1. The anatomy of the global FX market through the lens of the 2013 Triennial Survey
    BIS Quarterly Review, 2013 Downloads View citations (27)
  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 (27)
    See also Working Paper (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 (5)
    See also Working Paper (2012)

2011

  1. The $4 trillion question: what explains FX growth since the 2007 survey?
    BIS Quarterly Review, 2011 Downloads View citations (18)

2010

  1. Exchange rate forecasting, order flow and macroeconomic information
    Journal of International Economics, 2010, 80, (1), 72-88 Downloads View citations (81)
    See also Working Paper (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 (21)
    See also Working Paper (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 (134)
    See also Working Paper (2008)

2006

  1. Exchange rate volatility and the mixture of distribution hypothesis
    Empirical Economics, 2006, 30, (4), 889-911 Downloads View citations (22)
    See also Working Paper (2006)

2005

  1. Dealer behavior and trading systems in foreign exchange markets
    Journal of Financial Economics, 2005, 75, (3), 571-605 Downloads View citations (97)
    See also Working Paper (2003)
  2. Liquidity provision in the overnight foreign exchange market
    Journal of International Money and Finance, 2005, 24, (2), 175-196 Downloads View citations (48)
    See also Working Paper (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 (10)
    See also Working Paper (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 Journal Article in Journal of International Money and Finance (2016)
    Working Paper (2015)
 
Page updated 2019-10-14