Dagfinn Rime : Citation Profile


Are you Dagfinn Rime?

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

15

H index

18

i10 index

886

Citations

RESEARCH PRODUCTION:

17

Articles

48

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 44
   Journals where Dagfinn Rime has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 41 (4.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri21
   Updated: 2021-02-20    RAS profile: 2021-01-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Schrimpf, Andreas (3)

Evans, Martin (3)

Natvik, Gisle (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)

Sarno, Lucio (33)

Schmeling, Maik (32)

Evans, Martin (25)

Osler, Carol (22)

Lyons, Richard (20)

Kose, Ayhan (20)

Claessens, Stijn (20)

Schrimpf, Andreas (19)

Moore, Michael (18)

Beckmann, Joscha (17)

Cites to:

Lyons, Richard (77)

Evans, Martin (61)

Sarno, Lucio (32)

Menkhoff, Lukas (21)

Cheung, Yin-Wong (20)

Moore, Michael (20)

Bjønnes, Geir (20)

Payne, Richard (19)

Melvin, Michael (17)

Chinn, Menzie (16)

Taylor, Mark (15)

Main data


Where Dagfinn Rime has published?


Journals with more than one article published# docs
Journal of International Money and Finance5
Journal of International Economics2
BIS Quarterly Review2

Working Papers Series with more than one paper published# docs
Working Papers / Georgetown University, Department of Economics4
CESifo Working Paper Series / CESifo3

Recent works citing Dagfinn Rime (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets. (2020). Takayasu, Misako ; Christensen, Kim ; Sueshige, Takumi ; Ciacci, Alberto. In: Papers. RePEc:arx:papers:2002.02583.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2020Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound. (2020). Moessner, Richhild ; Galati, Gabriele. In: BIS Working Papers. RePEc:bis:biswps:873.

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2020A forecast evaluation of the Riksbanks policy‐rate projections. (2020). Nordstrom, Martin. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12167.

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2020THE LAW OF ONE PRICE, PURCHASING POWER PARITY AND EXCHANGE RATES. (2020). Pippenger, John. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt8x04p85k.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2020Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2020Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound. (2020). Moessner, Richhild ; Galati, Gabriele. In: DNB Working Papers. RePEc:dnb:dnbwpp:690.

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2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. (2020). Wang, Shouyang ; Zheng, Jiali ; Bao, Qin ; Sun, Yuying. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20300730.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Xu, Yahua ; Ma, Diandian ; Gong, XU ; Wen, Zhuzhu. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2020Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates. (2020). Altiti, Omar ; Miah, Fazlul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300640.

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2020Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2020Arbitrage detection using max plus product iteration on foreign exchange rate graphs. (2020). Taylor, Stephen ; Cui, Zhenyu. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304362.

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2020Can the intermediary capital risk predict foreign exchange rates?. (2020). Yin, Libo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305367.

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2020Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. (2020). Abid, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305781.

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2020Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. (2020). Pan, Wenqiang ; Melvin, Michael ; Wikstrom, Petra. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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2020Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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2020Credit migration and covered interest rate parity. (2020). Liao, Gordon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:504-525.

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2020Information rigidities and exchange rate expectations. (2020). Reitz, Stefan ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560618301414.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2020Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134.

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2021Conditional volatility persistence and volatility spillovers in the foreign exchange market. (2021). Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920301094.

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2020Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin. In: IHS Working Paper Series. RePEc:ihs:ihswps:17.

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2020News announcements and price discovery in the RMB–USD market. (2020). Chen, Yu-Lun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00832-5.

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2020Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets. (2020). Takayasu, Hideki ; Yamada, Kenta ; Ito, Takatoshi. In: NBER Working Papers. RePEc:nbr:nberwo:26706.

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2020What Keeps Stablecoins Stable?. (2020). Lyons, Richard ; Viswanath-Natraj, Ganesh. In: NBER Working Papers. RePEc:nbr:nberwo:27136.

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2020Foreign Exchange Order Flow as a Risk Factor. (2020). cerrato, mario ; Burnside, Craig ; Zhang, Zhekai. In: NBER Working Papers. RePEc:nbr:nberwo:27199.

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2020A No-Arbitrage Perspective on Global Arbitrage Opportunities. (2020). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick ; Schmid, Lukas. In: NBER Working Papers. RePEc:nbr:nberwo:27231.

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2020Globalization – Reflective Outlook. (2020). Cirella, Giuseppe T ; Kumar, Polsitty R. In: Journal of Applied Management and Investments. RePEc:ods:journl:v:9:y:2020:i:1:p:42-50.

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2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

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2020Efectul Turn-of-the-Year pe piaţa valutară din România. (2020). Dumitriu, Ramona ; Stefanescu, Rzvan. In: MPRA Paper. RePEc:pra:mprapa:99365.

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2020The Conditional Risk and Return Trade-Off on Currency Portfolios. (2020). Sakemoto, Ryuta ; Byrne, Joseph ; Joseph, Byrne. In: MPRA Paper. RePEc:pra:mprapa:99497.

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2020A Master of Two Servants: The Effect of Separation of Powers on Public Accountability and Social Welfare. (2020). Schwarz, Mordechai E. In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:10612466.

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2020Short-term determinants of bilateral exchange rates: A decomposition model for the Swiss franc. (2020). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian. In: Working Papers. RePEc:snb:snbwpa:2020-21.

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2020The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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2020Performance and Cash Value of Taiwan Multinational Firms’ FDI in ASEAN. (2020). Lin, Cho-Min ; Duangnate, Kannika ; Chan, Min-Lee. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:2:f:10_2_2.

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2020The Effectiveness of the Single Mandate of the ECB and the Dual of the Fed. (2020). Petsas, Iordanis ; Kallianiotis, Ioannis N. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:4:f:10_4_11.

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2020An Alternative Version of Purchasing Power Parity. (2020). Afat, Dinçer ; Frommel, Michael. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:511-517.

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2020Exchange rate predictability and dynamic Bayesian learning. (2020). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421.

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2020Arbitrage opportunities, liquidity provision, and trader types in an index option market. (2020). Chiu, Junmao ; Chen, ChinHo ; Chung, Huimin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:279-307.

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2020Implicit currency carry trades of companies. (2020). Fuchs, Fabian U ; Entrop, Oliver. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b4120.

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2020Macroeconomic determinants of foreign exchange rate exposure. (2020). Fuchs, Fabian U. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b4220.

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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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paper56
2015The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics.
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article
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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article30
2017Segmented money markets and covered interest parity arbitrage In: BIS Working Papers.
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paper21
2017Segmented money markets and covered interest parity arbitrage.(2017) In: Working Paper.
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paper
2012FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE In: Pacific Economic Review.
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article6
2012The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence.(2012) In: Working Paper.
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This paper has another version. Agregated cites: 6
paper
2012The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence.(2012) In: Working Paper Series.
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paper
2014“Large” versus “Small” Players: A Closer Look at the Dynamics of Speculative Attacks In: Scandinavian Journal of Economics.
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article1
2003Volume and Volatility in the FX Market: Does it matter who you are? In: Working Paper.
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paper10
2002Volume and Volatility in the FX-Market: Does it matter who you are?.(2002) In: CESifo Working Paper Series.
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paper
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper.
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paper125
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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paper61
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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paper172
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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paper7
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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paper112
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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paper29
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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paper19
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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paper38
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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2019Does Publication of Interest Rate Paths Provide Guidance? In: Working Paper.
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2020Does publication of interest rate paths provide guidance?.(2020) In: Journal of International Money and Finance.
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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: LIDAM Discussion Papers CORE.
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2006Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: LIDAM Reprints CORE.
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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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2019Covered Interest Parity Arbitrage In: CEPR Discussion Papers.
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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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2002Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets In: LSE Research Online Documents on Economics.
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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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2002Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets.(2002) In: Economic Policy.
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2018Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark In: Working Papers.
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2019Microstructure of Foreign Exchange Markets In: Working Papers.
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paper3
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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2000Customer trading and information in foreign exchange markets In: Memorandum.
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2001U.S. Exchange Rates and Currency Flows In: SIFR Research Report Series.
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2015Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers.
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2015Carry Trades, Order Flow and the Forward Bias Puzzle.(2015) In: Working Papers.
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2016Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking.
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