Dagfinn Rime : Citation Profile


Are you Dagfinn Rime?

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

15

H index

18

i10 index

972

Citations

RESEARCH PRODUCTION:

18

Articles

49

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 46
   Journals where Dagfinn Rime has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 43 (4.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri21
   Updated: 2022-05-21    RAS profile: 2022-03-04    
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Relations with other researchers


Works with:

Evans, Martin (3)

Schrimpf, Andreas (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)

Mende, Alexander (22)

Osler, Carol (22)

Claessens, Stijn (20)

Lyons, Richard (20)

Kose, Ayhan (20)

Ranaldo, Angelo (19)

Schrimpf, Andreas (19)

Cites to:

Lyons, Richard (79)

Evans, Martin (64)

Sarno, Lucio (32)

Menkhoff, Lukas (24)

Bjønnes, Geir (22)

Moore, Michael (22)

Payne, Richard (21)

Cheung, Yin-Wong (20)

Melvin, Michael (17)

Chinn, Menzie (16)

Osler, Carol (15)

Main data


Where Dagfinn Rime has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Georgetown University, Department of Economics4
SIFR Research Report Series / Institute for Financial Research4
Memorandum / Oslo University, Department of Economics3
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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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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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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2021Quantitative or Qualitative Forward Guidance: Does it Matter?. (2021). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gundaalexandra. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:491-503.

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2021Model?Free International Stochastic Discount Factors. (2021). Vedolin, Andrea ; Trojani, Fabio ; Sandulescu, Mirela. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:935-976.

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2021Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803.

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2021How do multilingual users search? An investigation of query and result list language choices. (2021). Lowe, Ryan ; Steichen, Ben. In: Journal of the Association for Information Science & Technology. RePEc:bla:jinfst:v:72:y:2021:i:6:p:759-776.

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2022Central bank securities and foreign exchange market intervention in a developing economy. (2022). Khemraj, Tarron ; Direye, Eli. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:280-297.

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2020Carry trade and forward premium puzzle from the perspective of a safe?haven currency. (2020). Nitschka, Thomas ; Haab, David R. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:376-394.

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2020Covered Interest Parity in long-dated securities. (2020). Syrstad, Olav. In: Working Paper. RePEc:bno:worpap:2020_11.

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2020Price-setting in the foreign exchange swap market: Evidence from order flow. (2020). Viswanath-Natraj, Ganesh ; Syrstad, Olav. In: Working Paper. RePEc:bno:worpap:2020_16.

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2020Contesting Hyperglobal Framings: An Analytical Approach. (2020). Rachel, Harvey. In: New Global Studies. RePEc:bpj:nglost:v:14:y:2020:i:3:p:237-261:n:10.

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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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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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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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2021Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-11.

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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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2021Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625.

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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). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2021Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function. (2021). Frömmel, Michael ; Midili, Murat ; Frommel, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:461-476.

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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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2021A filtered currency carry trade. (2021). Suh, Sangwon ; Ho, Jin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000930.

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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2021Deposit concentration at financial intermediaries. (2021). Juelsrud, Ragnar E. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304791.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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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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2021Intraday indirect arbitrage between European index ETFs. (2021). Tooma, Eskandar ; Bassiouny, Aliaa. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000806.

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2021The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Almaharmeh, Mohammad I ; Vigne, Samuel A ; Shehadeh, Ali A. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003.

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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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2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

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2021Currency returns and FX dealer balance sheets. (2021). Reitz, Stefan ; Umlandt, Dennis. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001215.

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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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2021Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342.

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2021Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2021Interest arbitrage under capital controls: Evidence from reported entrepôt trades. (2021). Yuan, Haishan ; Hu, Jiafei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s037842662100087x.

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2021Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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2022Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2021Long-run equilibrium in international assets and goods markets: Why is the law of one price required?. (2021). le Van, Cuong ; Fontaine, Patrice ; Bosi, Stefano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:891-904.

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2021Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia. (2021). Taylor, Mark P ; Filippou, Ilias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:66-77.

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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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2021What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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2021Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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2021Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:217-233.

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2021Network structure and pricing in the FX market. (2021). Levich, Richard M ; Hasbrouck, Joel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:705-729.

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2021Volatility and the cross-section of returns on FX options. (2021). Marsh, Ian W ; James, Jessica ; Fullwood, Jonathan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1262-1284.

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2021Hedging demand and market intraday momentum. (2021). Martens, Martin ; Lammers, Sten ; Da, Zhi ; Baltussen, Guido. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:377-403.

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2022Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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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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2022FX spot and swap market liquidity spillovers. (2022). Sushko, Vladyslav ; Krohn, Ingomar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001273.

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2022The macroeconomic effects of forward communication. (2022). Xu, Hong ; Robstad, Orjan ; Ellen, Saskia Ter ; Brubakk, Leif. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s026156062100187x.

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2022Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x.

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2022Foreign exchange markets: Price response and spread impact. (2022). Guhr, Thomas ; Henao-Londono, Juan C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008591.

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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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2021Monetary policy transmission with two exchange rates of a single currency: The Chinese experience. (2021). Qian, Zongxin ; Korhonen, Iikka ; He, Qing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:558-576.

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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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2021Arbitrage Capital of Global Banks. (2021). Schlusche, Bernd ; Du, Wenxin ; Anderson, Alyssa G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-32.

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2021Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-03330856.

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2021Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong. In: Post-Print. RePEc:hal:journl:hal-03330856.

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2021Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-03330856.

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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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2021What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?. (2021). Rhee, Changyong ; Kang, Kenneth H ; Oeking, Anne ; Hong, Gee Hee. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:2:d:10.1007_s11079-020-09594-3.

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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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2021Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283.

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2021Central bank securities and FX market intervention in a developing economy. (2021). Khemraj, Tarron ; Direye, Eli. In: MPRA Paper. RePEc:pra:mprapa:111533.

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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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2021Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2021). Wagner, Martin ; Sogner, Leopold ; Reynolds, Julia. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:2:p:105-146.

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2021Has publication of a repo path provided guidance. (2021). Steenkamp, Daan ; Soobyah, Luchelle. In: Occasional Bulletin of Economic Notes. RePEc:rbz:oboens:11019.

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2020.

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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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2021A model of market making with heterogeneous speculators. (2021). Bargigli, Leonardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00283-5.

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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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2022Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056.

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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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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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paper58
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: 58
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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article33
2017Segmented money markets and covered interest parity arbitrage In: BIS Working Papers.
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paper25
2017Segmented money markets and covered interest parity arbitrage.(2017) In: Working Paper.
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This paper has another version. Agregated cites: 25
paper
2012FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE In: Pacific Economic Review.
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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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article2
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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This paper has another version. Agregated cites: 10
paper
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper.
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paper132
2005Dealer behavior and trading systems in foreign exchange markets.(2005) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 132
article
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets.(2003) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 132
paper
2004Liquidity provision in the overnight foreign exchange market In: Working Paper.
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paper64
2005Liquidity provision in the overnight foreign exchange market.(2005) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 64
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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paper189
2008Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 189
paper
2008Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics.
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This paper has another version. Agregated cites: 189
article
2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 189
paper
2005“Large” vs. “small” players: A closer look at the dynamics of speculative attacks In: Working Paper.
[Full Text][Citation analysis]
paper7
2009Large vs. Small Players: A Closer Look at the Dynamics of Speculative Attacks.(2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005Large vs. Small Players: A Closer Look at the Dynamics of Speculative Attacks.(2005) In: SIFR Research Report Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2007Exchange rate forecasting, order flow and macroeconomic information In: Working Paper.
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paper123
2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 123
paper
2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
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This paper has another version. Agregated cites: 123
article
2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
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paper34
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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This paper has another version. Agregated cites: 34
article
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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paper5
2010A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2011Micro approaches to foreign exchange determination In: Working Paper.
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paper6
2010Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2011Foreign exchange market structure, players and evolution In: Working Paper.
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paper40
2013The market microstructure approach to foreign exchange - Looking back and looking forward In: Working Paper.
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paper35
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 35
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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This paper has another version. Agregated cites: 35
article
2017Exchange rates, interest rates and the global carry trade In: Working Paper.
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paper1
2019Does Publication of Interest Rate Paths Provide Guidance? In: Working Paper.
[Full Text][Citation analysis]
paper6
2020Does publication of interest rate paths provide guidance?.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market In: BOFIT Discussion Papers.
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paper34
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Santa Cruz Department of Economics, Working Paper Series.
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This paper has another version. Agregated cites: 34
paper
2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market.(2014) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 34
paper
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2005Exchange rate volatility and the mixture of distribution hypothesis In: LIDAM Discussion Papers CORE.
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paper26
2006Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: LIDAM Reprints CORE.
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This paper has another version. Agregated cites: 26
paper
2005Exchange Rate Volatility and the Mixture of Distribution Hypothesis.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques).
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paper
2006Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: Empirical Economics.
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article
2008Exchange rate volatility and the mixture of distribution hypothesis.(2008) In: Studies in Empirical Economics.
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chapter
2019Covered Interest Parity Arbitrage In: CEPR Discussion Papers.
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paper8
2007Exchange rate variability, market activity and heterogeneity In: UC3M Working papers. Economics.
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paper1
2016Order flow information and spot rate dynamics In: Journal of International Money and Finance.
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article7
2015Order Flow Information and Spot Rate Dynamics.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2017Order Flow Information and Spot Rate Dynamics.(2017) In: World Scientific Book Chapters.
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chapter
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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paper4
2002Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets.(2002) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2002Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets.(2002) In: Economic Policy.
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This paper has another version. Agregated cites: 4
article
2018Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark In: Working Papers.
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paper2
2019Microstructure of Foreign Exchange Markets In: Working Papers.
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paper8
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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paper16
2015Carry Trades, Order Flow and the Forward Bias Puzzle.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 16
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: 16
article
2021Price discovery in two?tier markets In: International Journal of Finance & Economics.
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