Dagfinn Rime : Citation Profile


Are you Dagfinn Rime?

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

15

H index

18

i10 index

867

Citations

RESEARCH PRODUCTION:

17

Articles

47

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 45
   Journals where Dagfinn Rime has often published
   Relations with other researchers
   Recent citing documents: 167.    Total self citations: 42 (4.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri21
   Updated: 2020-08-01    RAS profile: 2020-04-08    
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Relations with other researchers


Works with:

Evans, Martin (4)

Schrimpf, Andreas (4)

Cheung, Yin-Wong (3)

Vitale, Paolo (3)

Breedon, Francis (3)

Zinna, Gabriele (2)

Fratzscher, Marcel (2)

King, Michael (2)

Sarno, Lucio (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 (32)

Evans, Martin (24)

Osler, Carol (22)

Claessens, Stijn (20)

Kose, Ayhan (20)

Lyons, Richard (20)

Schrimpf, Andreas (19)

Moore, Michael (16)

Taylor, Mark (15)

Cites to:

Lyons, Richard (80)

Evans, Martin (65)

Sarno, Lucio (32)

Cheung, Yin-Wong (22)

Payne, Richard (22)

Moore, Michael (21)

Bjønnes, Geir (21)

Menkhoff, Lukas (21)

Melvin, Michael (18)

Chinn, Menzie (18)

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 (2020 and 2019)


YearTitle of citing document
2018Realizing Correlations Across Asset Classes. (2018). Vander Elst, Harry ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-37.

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2018Concentration and Liquidity Costs in Emerging Commodity Exchanges. (2018). Trujillo-Barrera, Andres ; Costa, Geraldo. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:276504.

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2019Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R. In: Working Papers. RePEc:apc:wpaper:156.

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

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

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2019Bank foreign currency funding and currency markets: the case of Mexico post GFC. (2019). Georgia, Bush. In: Working Papers. RePEc:bdm:wpaper:2019-01.

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2018An Auction-Based Test of Private Information in an Interdealer FX Market. (2018). Villamizar-Villegas, mauricio ; Bonaldi, Jean. In: Borradores de Economia. RePEc:bdr:borrec:1049.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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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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2019Sizing up global foreign exchange markets. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912f.

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2019FX trade execution: complex and highly fragmented. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912g.

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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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2019THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0741.

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2019Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Bank of England working papers. RePEc:boe:boeewp:0779.

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2017The Renminbi central parity : An empirical investigation. (2017). Tsang, Andrew ; Cheung, Yin-Wong ; 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). Turnbull, Alasdair ; Osler, Carol . In: Working Papers. RePEc:brd:wpaper:101r.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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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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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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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7124.

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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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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1816.

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2019Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan. In: Documentos de Trabajo CIEF. RePEc:col:000122:017468.

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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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2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13003.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019Covered Interest Parity deviations: Macrofinancial determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13886.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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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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2017Liquidity in FX spot and forward markets. (2017). Sushko, Vladyslav ; Krohn, Ingomar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

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2018The RMB Central Parity Formation Mechanism: August 2015 to December 2016. (2018). Tsang, Andrew ; Cheung, Yin-Wong ; Hui, Cho-Hoi. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_010.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2018Long-run determination of the nominal exchange rate in the presence of national debts: Evidence from the yen-dollar exchange rate. (2018). Litsios, I ; Pilbeam, K. In: Working Papers. RePEc:cty:dpaper:18/01.

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

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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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). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

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2019A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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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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2020An online stochastic algorithm for a dynamic nurse scheduling problem. (2020). Omer, Jeremy ; Legrain, Antoine ; Rosat, Samuel . In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:196-210.

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2019Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets. (2019). Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:12.

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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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2018Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156.

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2019Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108.

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2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

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2019Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market. (2019). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:1-12.

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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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2019Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume. (2019). Liu, Zhangxin ; Godfrey, Keith ; Cahill, Daniel ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:78-92.

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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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2019Exchange rate disconnect and private information: What can we learn from Euro-Dollar tweets?. (2019). van Wincoop, Eric ; Gholampour, Vahid . In: Journal of International Economics. RePEc:eee:inecon:v:119:y:2019:i:c:p:111-132.

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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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2019Unexploited currency carry trade profit opportunity. (2019). Suh, Sangwon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:236-254.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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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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2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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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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2018About the fear of reputational loss: Social trading and the disposition effect. (2018). Pelster, Matthias ; Hofmann, Annette. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:75-88.

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2019Should retail investors’ leverage be limited?. (2019). Simsek, Alp ; Heimer, Rawley . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:1-21.

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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 ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018The RMB central parity formation mechanism: August 2015 to December 2016. (2018). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:223-243.

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2018Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:1-24.

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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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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2019Dollar-weighted return on aggregate corporate sector: How is it distributed across countries?. (2019). Lee, Dongwook ; Sun, Lingxia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300277.

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2018Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

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2019Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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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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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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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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2018Central bank swap lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90374.

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2019US Equity Tail Risk and Currency Risk Premia. (2019). Xiao, Xiao ; Londono, Juan M ; Fan, Zhenzhen. In: International Finance Discussion Papers. RePEc:fip:fedgif:1253.

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2018FX Trading and Exchange Rate Disconnect Puzzle. (2018). , Martin ; Martin, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~18-18-21.

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2019Front-Running and Collusion in Forex Trading. (2019). , Martin ; Martin, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~19-19-02.

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More than 100 citations found, this list is not complete...

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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paper48
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
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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paper
2002Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets.(2002) In: FMG Discussion Papers.
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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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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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paper9
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper.
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paper116
2005Dealer behavior and trading systems in foreign exchange markets.(2005) In: Journal of Financial Economics.
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article
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets.(2003) In: SIFR Research Report Series.
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paper
2004Liquidity provision in the overnight foreign exchange market In: Working Paper.
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paper57
2005Liquidity provision in the overnight foreign exchange market.(2005) In: Journal of International Money and Finance.
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article
2004Liquidity provision in the overnight foreign exchange market.(2004) In: Discussion Papers.
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paper
2005Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper.
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paper165
2008Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers.
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paper
2008Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics.
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article
2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series.
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paper
2005“Large” vs. “small” players: A closer look at the dynamics of speculative attacks In: Working Paper.
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paper6
2005Large vs. Small Players: A Closer Look at the Dynamics of Speculative Attacks.(2005) In: SIFR Research Report Series.
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paper
2007Exchange rate forecasting, order flow and macroeconomic information In: Working Paper.
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paper106
2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
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article
2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
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paper
2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
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paper28
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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article
2009Asymmetric information in the interbank foreign exchange market In: Working Paper.
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paper18
2010A Transaction Data Study of the Forward Bias Puzzle In: Working Paper.
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paper5
2010A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers.
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paper
2011Micro approaches to foreign exchange determination In: Working Paper.
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paper4
2010Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
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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paper28
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward.(2012) In: Working Papers.
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paper
2013The market microstructure approach to foreign exchange: Looking back and looking forward.(2013) In: Journal of International Money and Finance.
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article
2017Exchange rates, interest rates and the global carry trade In: Working Paper.
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paper1
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market In: BOFIT Discussion Papers.
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paper25
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Journal of International Money and Finance.
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article
2009Large vs. Small Players: A Closer Look at the Dynamics of Speculative Attacks In: CESifo Working Paper Series.
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paper1
2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market In: CESifo Working Paper Series.
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paper28
2002Volume and Volatility in the FX-Market: Does it matter who you are? In: CESifo Working Paper Series.
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paper1
2005Exchange rate volatility and the mixture of distribution hypothesis In: CORE Discussion Papers.
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paper25
2006Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: CORE Discussion Papers RP.
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paper
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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article
2019Covered Interest Parity Arbitrage In: CEPR Discussion Papers.
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paper2
2007Exchange rate variability, market activity and heterogeneity In: UC3M Working papers. Economics.
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paper1
2020Does publication of interest rate paths provide guidance? In: Journal of International Money and Finance.
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2016Order flow information and spot rate dynamics In: Journal of International Money and Finance.
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article6
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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chapter
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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paper1
2000Private or public information in foreign exchange markets? : an empirical analysis In: Memorandum.
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paper32
2000FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets In: Memorandum.
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paper5
2000Customer trading and information in foreign exchange markets In: Memorandum.
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paper3
2001U.S. Exchange Rates and Currency Flows In: SIFR Research Report Series.
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paper15
2015Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers.
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paper13
2015Carry Trades, Order Flow and the Forward Bias Puzzle.(2015) In: Working Papers.
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paper
2016Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 13
article

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