Dagfinn Rime : Citation Profile


Are you Dagfinn Rime?

BI Handelshøyskolen (80% share)
Norges Bank (20% share)

15

H index

17

i10 index

706

Citations

RESEARCH PRODUCTION:

16

Articles

43

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 41
   Journals where Dagfinn Rime has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 41 (5.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri21
   Updated: 2018-06-16    RAS profile: 2017-11-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Cheung, Yin-Wong (3)

Evans, Martin (3)

Schrimpf, Andreas (3)

Sarno, Lucio (2)

King, Michael (2)

Zinna, Gabriele (2)

Vitale, Paolo (2)

Breedon, Francis (2)

Fratzscher, Marcel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dagfinn Rime.

Is cited by:

Menkhoff, Lukas (55)

Schmeling, Maik (32)

Sarno, Lucio (30)

Osler, Carol (25)

Evans, Martin (22)

Claessens, Stijn (20)

Kose, Ayhan (20)

Lyons, Richard (18)

Schrimpf, Andreas (17)

Moore, Michael (16)

Mende, Alexander (14)

Cites to:

Lyons, Richard (80)

Evans, Martin (71)

Sarno, Lucio (33)

Moore, Michael (23)

Menkhoff, Lukas (22)

Payne, Richard (22)

Melvin, Michael (21)

Bjønnes, Geir (20)

Taylor, Mark (20)

Cheung, Yin-Wong (19)

Chinn, Menzie (16)

Main data


Where Dagfinn Rime has published?


Journals with more than one article published# docs
Journal of International Money and Finance4
Journal of International Economics2
BIS Quarterly Review2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich3
Working Papers / Georgetown University, Department of Economics2

Recent works citing Dagfinn Rime (2018 and 2017)


YearTitle of citing document
2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2018). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1803.09432.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Pozzi, Lorenzo ; Sadaba, Barbara . In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree . In: BIS Working Papers. RePEc:bis:biswps:629.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa. (2017). Maserumule, Tseke ; Alagidede, Paul. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:405-429.

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2017The Renminbi central parity : An empirical investigation. (2017). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_007.

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2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

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2017Dealer Trading at the Fix. (2017). Osler, Carol ; Turnbull, Alasdair . In: Working Papers. RePEc:brd:wpaper:101r.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Nelson, William ; Allen, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:566.

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2017Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited. (2017). Lee, Chien-Chiang ; Chen, Chun-Ming . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-54.

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2017Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66.

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2017Global Macroeconomic Announcements and Foreign Exchange Implied Volatility. (2017). Ishfaq, Muhammad ; Raza, Syed Mehmood ; Bi, Zhang. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-14.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Han, Liyan ; Yin, Libo ; Xu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2017Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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2018Impact of the phase out of French nuclear reactors on the Italian power sector. (2018). Bianco, Vincenzo ; Scarpa, Federico. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:722-734.

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2018Do precious and industrial metals act as hedges and safe havens for currency portfolios?. (2018). Sakemoto, Ryuta. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262.

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2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision. (2018). Frömmel, Michael ; Lampaert, Kevin ; Frommel, Michael ; Elaut, Gert. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:35-51.

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2017Financial regulations and price inconsistencies across Bitcoin markets. (2017). Pieters, Gina ; Vivanco, Sofia . In: Information Economics and Policy. RePEc:eee:iepoli:v:39:y:2017:i:c:p:1-14.

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2017Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2017). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:173-183.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2017Simple measures of market efficiency: A study in foreign exchange markets. (2017). Kitamura, Yoshihiro. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:1-16.

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2018Forex trading and the WMR Fix. (2018). Martin, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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2018Changes in cropland area in the United States and the role of CRP. (2018). Hendricks, Nathan P ; Er, Emrah. In: Food Policy. RePEc:eee:jfpoli:v:75:y:2018:i:c:p:15-23.

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2017Violations of uncovered interest rate parity and international exchange rate dependences. (2017). Ames, Matthew ; Peters, Gareth W ; Bagnarosa, Guillaume . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:162-187.

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2017The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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2017Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:1-20.

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2017Is the Renminbi a safe haven?. (2017). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Subhanij, Tientip ; Gyntelberg, Jacob . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2017An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. (2017). Sucarrat, Genaro ; Francq, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:16-32.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017When high pressure, system constraints, and a social justice mission collide: A socio-structural analysis of emergency department social work services. (2017). Moore, Megan ; Fouts, Susan ; Conley, Bonnie ; Forrester, Mollie ; Vogel, Mia ; Ho, Leyna ; Lahdya, Alexandra ; Torres, Nicole ; Dotolo, Danae ; Cristofalo, Margaret . In: Social Science & Medicine. RePEc:eee:socmed:v:178:y:2017:i:c:p:104-114.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis. (2017). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi. In: Working Papers. RePEc:hkm:wpaper:062017.

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2017Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls. (2017). Pieters, Gina. In: 2017 Papers. RePEc:jmp:jm2017:ppi307.

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2017The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate.. (2017). Litsios, Ioannis ; Pilbeam, Keith. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9467-7.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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2017Deviations from Covered Interest Rate Parity. (2017). Verdelhan, Adrien ; Du, Wenxin ; Tepper, Alexander . In: NBER Working Papers. RePEc:nbr:nberwo:23170.

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2017FX Market Metrics: New Findings Based on CLS Bank Settlement Data. (2017). Levich, Richard M ; Hasbrouck, Joel . In: NBER Working Papers. RePEc:nbr:nberwo:23206.

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2017What can we Learn from Euro-Dollar Tweets?. (2017). van Wincoop, Eric ; Gholampour, Vahid . In: NBER Working Papers. RePEc:nbr:nberwo:23293.

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2017Funding Value Adjustments. (2017). Duffie, Darrell ; Song, Yang ; Andersen, Leif. In: NBER Working Papers. RePEc:nbr:nberwo:23680.

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2017Should Retail Investors Leverage Be Limited?. (2017). Heimer, Rawley ; Simsek, Alp . In: NBER Working Papers. RePEc:nbr:nberwo:24176.

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2017Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Nelson, William ; Allen, William A. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:482.

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2017Toxic Arbitrage. (2017). Foucault, Thierry ; Tham, Wing Wah ; Kozhan, Roman . In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:4:p:1053-1094..

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2017Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?. (2017). Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-03.

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2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

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2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06.

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2017The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80788.

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2017Forex Trading and the WMR Fix. (2017). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:81583.

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2017Testing the interest parity condition with Irving Fishers example of Indian rupee and sterling bonds in the London financial market (1869 - 1906). (2017). Herger, Nils. In: Working Papers. RePEc:szg:worpap:1704.

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2017Monetary Policy and Currency Returns: the Foresight Saga. (2017). Pozdeev, Igor ; Borisenko, Dmitry . In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:08.

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2018Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal. (2018). Ranaldo, Angelo ; Vause, Nicholas ; Chen, Louisa ; Breedon, Francis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:08.

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2017Asymmetric arbitrage trading on offshore and onshore renminbi markets. (2017). Eraslan, Sercan . In: Discussion Papers. RePEc:zbw:bubdps:132017.

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2017Martingale Regressions for a Continuous Time Model of Exchange Rates. (2017). Guo, Zi-Yi. In: EconStor Open Access Articles. RePEc:zbw:espost:168350.

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2017Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich. In: Ruhr Economic Papers. RePEc:zbw:rwirep:704.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168291.

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Works by Dagfinn Rime:


YearTitleTypeCited
2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
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paper41
2015The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 41
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2011The $4 trillion question: what explains FX growth since the 2007 survey? In: BIS Quarterly Review.
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article15
2013The anatomy of the global FX market through the lens of the 2013 Triennial Survey In: BIS Quarterly Review.
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article18
2017Segmented money markets and covered interest parity arbitrage In: BIS Working Papers.
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paper3
2017Segmented money markets and covered interest parity arbitrage.(2017) In: Working Paper.
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This paper has another version. Agregated cites: 3
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2002Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets In: Economic Policy.
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article7
2002Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets.(2002) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 7
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2002Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets.(2002) In: FMG Discussion Papers.
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2012FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE In: Pacific Economic Review.
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article5
2014“Large” versus “Small” Players: A Closer Look at the Dynamics of Speculative Attacks In: Scandinavian Journal of Economics.
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article0
2003Volume and Volatility in the FX Market: Does it matter who you are? In: Working Paper.
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2002Volume and Volatility in the FX-Market: Does it matter who you are?.(2002) In: CESifo Working Paper Series.
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2003Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper.
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2005Dealer behavior and trading systems in foreign exchange markets.(2005) In: Journal of Financial Economics.
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2003Dealer Behavior and Trading Systems in Foreign Exchange Markets.(2003) In: SIFR Research Report Series.
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2004Liquidity provision in the overnight foreign exchange market In: Working Paper.
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2005Liquidity provision in the overnight foreign exchange market.(2005) In: Journal of International Money and Finance.
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2004Liquidity provision in the overnight foreign exchange market.(2004) In: Discussion Papers.
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2005Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper.
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2008Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers.
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2008Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics.
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2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series.
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2005“Large” vs. “small” players: A closer look at the dynamics of speculative attacks In: Working Paper.
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2009Large vs. Small Players: A Closer Look at the Dynamics of Speculative Attacks.(2009) In: CESifo Working Paper Series.
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2005Large vs. Small Players: A Closer Look at the Dynamics of Speculative Attacks.(2005) In: SIFR Research Report Series.
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2007Exchange rate forecasting, order flow and macroeconomic information In: Working Paper.
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2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
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2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
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2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
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2009Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance.
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2009Asymmetric information in the interbank foreign exchange market In: Working Paper.
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2010A Transaction Data Study of the Forward Bias Puzzle In: Working Paper.
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2010A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers.
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2011Micro approaches to foreign exchange determination In: Working Paper.
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2010Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers.
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2011Foreign exchange market structure, players and evolution In: Working Paper.
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2012The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence In: Working Paper.
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2012The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence.(2012) In: Working Paper Series.
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2013The market microstructure approach to foreign exchange - Looking back and looking forward In: Working Paper.
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2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward.(2012) In: Working Papers.
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2013The market microstructure approach to foreign exchange: Looking back and looking forward.(2013) In: Journal of International Money and Finance.
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2017Exchange rates, interest rates and the global carry trade In: Working Paper.
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2014The offshore renminbi exchange rate: Microstructure and links to the onshore market In: BOFIT Discussion Papers.
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2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market.(2014) In: CESifo Working Paper Series.
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2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Journal of International Money and Finance.
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2005Exchange rate volatility and the mixture of distribution hypothesis In: CORE Discussion Papers.
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2006Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: CORE Discussion Papers RP.
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2005Exchange Rate Volatility and the Mixture of Distribution Hypothesis.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques).
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2006Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: Empirical Economics.
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2007Exchange rate variability, market activity and heterogeneity In: UC3M Working papers. Economics.
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2016Order flow information and spot rate dynamics In: Journal of International Money and Finance.
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2015Order Flow Information and Spot Rate Dynamics.(2015) In: Working Papers.
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2017Order Flow Information and Spot Rate Dynamics.(2017) In: World Scientific Book Chapters.
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2000Private or public information in foreign exchange markets? : an empirical analysis In: Memorandum.
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2000FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets In: Memorandum.
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