Dagfinn Rime : Citation Profile

Are you Dagfinn Rime?

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

16

H index

21

i10 index

1130

Citations

RESEARCH PRODUCTION:

18

Articles

47

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 53
   Journals where Dagfinn Rime has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 42 (3.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri21
   Updated: 2023-11-04    RAS profile: 2023-02-12    
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Relations with other researchers

Works with:

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 (53)

Sarno, Lucio (33)

Schmeling, Maik (33)

Evans, Martin (25)

Schrimpf, Andreas (25)

Ranaldo, Angelo (25)

Claessens, Stijn (25)

Kose, Ayhan (25)

Osler, Carol (21)

Mende, Alexander (20)

Lyons, Richard (20)

Cites to:

Lyons, Richard (85)

Evans, Martin (73)

Sarno, Lucio (35)

Moore, Michael (26)

Menkhoff, Lukas (25)

Bjønnes, Geir (23)

Cheung, Yin-Wong (22)

Payne, Richard (22)

Chinn, Menzie (21)

Melvin, Michael (20)

Rebelo, Sergio (18)

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
SIFR Research Report Series / Institute for Financial Research4
Working Papers / Georgetown University, Department of Economics4
Memorandum / Oslo University, Department of Economics3
CESifo Working Paper Series / CESifo3

Recent works citing Dagfinn Rime (2023 and 2022)

YearTitle of citing document
2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023Bank positions in FX swaps: insights from CLS. (2023). Sushko, Vladyslav ; Ranaldo, Angelo ; McGuire, Patrick ; Kloks, Pteris. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309b.

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2022Quantitative forward guidance through interest rate projections. (2022). Xia, Fan Dora ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:1009.

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2022What drives repo haircuts? Evidence from the UK market. (2022). Pinter, Gabor ; Yuan, Kathy ; Todorov, Karamfil ; Julliard, Christian. In: BIS Working Papers. RePEc:bis:biswps:1027.

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2023Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080.

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2023The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094.

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2022Early inventory management practices in the foreign exchange market: Insights from sixteenth?century Lyon. (2022). Matringe, Nadia. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:739-778.

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2023The impacts of RMB internationalization on onshore and offshore RMB markets. (2023). Huang, Yiying ; Li, Shushu ; Tsai, Juijung ; Wang, Yangchao. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:502-523.

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2022Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647.

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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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2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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2023Testing the validity of purchasing power parity for China: Evidence from the Fourier quantile unit root test. (2023). Lai, Jennifer ; Liang, Xiaoyi ; Chan, Kenneth S. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:464-492.

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2022Central bank swap lines: micro-level evidence. (2022). Wang, Junxuan ; Viswanath-Natraj, Ganesh ; Mueller, Philippe ; Ferrara, Gerardo. In: Bank of England working papers. RePEc:boe:boeewp:0977.

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2022What drives repo haircuts? Evidence from the UK market. (2022). Todorov, Karamfil ; Pinter, Gabor ; Yuan, Kathy ; Julliard, Christian. In: Bank of England working papers. RePEc:boe:boeewp:0985.

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2022THE LAW OF ONE PRICE, BORDERS AND PURCHASING POWER PARITY. (2022). Pippenger, John. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt5b17d1dr.

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2022Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065.

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2022Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic. (2022). Schellekens, Kai ; Duijm, Patty. In: Working Papers. RePEc:dnb:dnbwpp:752.

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2022Momentum and the Cross-section of Stock Volatility. (2022). Liu, Jiadong ; Kearney, Fearghal ; Fan, Minyou. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287.

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2022Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414.

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2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

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2022Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Li, BO ; Chen, SU ; Zhang, Ziyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s105752192200031x.

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2022The impact of provider-specific factors on the profitability of contract for difference traders. (2022). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002567.

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2022The dollar’s ”Convenience Yield”. (2022). Robe, Michel A. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001477.

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2022Do terrorist attacks matter for currency excess returns?. (2022). Yin, Libo ; Wu, You ; Han, Liyan ; Liu, Yiye. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003130.

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2022Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation. (2022). Milo, Orit ; Kedar-Levy, Haim ; Hauser, Shmuel . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000015.

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2022Realizing correlations across asset classes. (2022). Elst, Harry Vander ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000222.

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2022The visible hand: benchmarks, regulation, and liquidity. (2022). Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga ; Aquilina, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000271.

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2023Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150.

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2022Global banks, dollar funding, and regulation. (2022). Aldasoro, Iñaki ; Eren, Egemen ; Ehlers, Torsten. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000411.

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2022Common and idiosyncratic movements in Latin-American exchange rates. (2022). Romero, Jose Vicente ; Gamboa-Estrada, Fredy. In: International Economics. RePEc:eee:inteco:v:171:y:2022:i:c:p:174-190.

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2022Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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2022The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?. (2022). Sato, Kiyotaka ; Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000695.

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2023Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

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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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2022Shrouding and the FX trades of global custody bank. (2022). Savaser, Tanseli ; Osler, Carol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426622000140.

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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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2022Dissecting currency momentum. (2022). Zhang, Shaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:154-173.

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2022Competition and manipulation in derivative contract markets. (2022). Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:396-413.

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2022Price-setting in the foreign exchange swap market: Evidence from order flow. (2022). Viswanath-Natraj, Ganesh ; Syrstad, Olav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:119-142.

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2022Liquidity in the global currency market. (2022). de Magistris, Paolo Santucci ; Ranaldo, Angelo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883.

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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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2022The time-varying risk price of currency portfolios. (2022). Sakemoto, Ryuta ; Ibrahim, Boulis Maher ; Byrne, Joseph P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390.

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2023What keeps stablecoins stable?. (2023). Viswanath-Natraj, Ganesh ; Lyons, Richard K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001802.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2023The interactive CNY-CNH relationship: A wavelet analysis. (2023). Cai, Xiaojing ; Gao, Xiang ; Tian, Shuairu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s026156062300030x.

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2022Currency denomination and borrowing cost: Evidence from global bonds. (2022). Han, BO. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000329.

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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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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2022Macroeconomic determinants of foreign exchange rate exposure. (2022). Fuchs, Fabian U. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:77-102.

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2022Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps. (2022). Hattori, Takahiro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:224-240.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions. (2023). Qiu, Hong ; Wang, Xiangjin ; Hu, Genhua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:408-417.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis. (2023). Gamboa-Estrada, Fredy. In: IHEID Working Papers. RePEc:gii:giihei:heidwp12-2023.

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2023Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03.

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2022Exchange Rates and Sovereign Risk. (2022). Wagner, Christian ; Schmeling, Maik ; Sarno, Lucio ; della Corte, Pasquale. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:8:p:5591-5617.

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2023A master of two servants: lessons from the israeli experience about the effect of separation of powers on public accountability and social welfare. (2023). Schwarz, Mordechai E. In: Constitutional Political Economy. RePEc:kap:copoec:v:34:y:2023:i:1:d:10.1007_s10602-022-09363-z.

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2022Covered Interest Parity Arbitrage. (2022). Syrstad, Olav ; Schrimpf, Andreas ; Rime, Dagfinn. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:11:p:5185-5227..

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2023Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis. (2023). Cao, Ziqiu ; Xiong, Xianyan ; Wang, Liang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01928-z.

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2022Exchange Rate Uncertainty and the Interest Rate Parity. (2022). Fernandez, Julian. In: MPRA Paper. RePEc:pra:mprapa:116010.

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2022Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:73481.

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2022Technology shocks and covered interest parity deviations in emerging market economies. (2022). Ibhagui, Oyakhilome ; Cokun, Sevgi. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02164-7.

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2023Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3.

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2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

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2023Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stockl, Sebastian ; Hanke, Michael ; Kotlarz, Piotr. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w.

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2022Trade Balance and Exchange Rate: The J-Curve. (2022). Kallianiotis, Ioannis N. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:2:f:12_2_3.

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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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2022The Janus view: Do market participants looking into the past impact foreign exchange volatility?. (2022). Trivedi, Smita Roy. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3990-4001.

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2022Hedging pressure and liquidity provision in commodity options markets. (2022). Zhang, Tianyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1212-1233.

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2022The information effect of order flows in foreign currency futures and spot markets. (2022). Gau, YinFeng ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1549-1572.

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2022Chinese Exchange Rate Policy: Lessons for Global Investors. (2022). Westermann, Frank ; Melvin, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:145-168.

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2022The Term Structure of Currency Futures Risk Premia. (2022). Bernoth, Kerstin ; de Vries, Casper ; von Hagen, Jurgen ; Vonhagen, Jurgen. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:5-38.

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2022.

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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).
[Full Text][Citation analysis]		paper63
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: 63		article
2011The $4 trillion question: what explains FX growth since the 2007 survey? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article15
2013The anatomy of the global FX market through the lens of the 2013 Triennial Survey In: BIS Quarterly Review.
[Full Text][Citation analysis]		article36
2017Segmented money markets and covered interest parity arbitrage In: BIS Working Papers.
[Full Text][Citation analysis]		paper57
2017Segmented money markets and covered interest parity arbitrage.(2017) In: Working Paper.
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This paper has another version. Agregated cites: 57		paper
2012FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE In: Pacific Economic Review.
[Full Text][Citation analysis]		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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This paper has another version. Agregated cites: 6		paper
2014“Large” versus “Small” Players: A Closer Look at the Dynamics of Speculative Attacks In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article2
2003Volume and Volatility in the FX Market: Does it matter who you are? In: Working Paper.
[Full Text][Citation analysis]		paper11
2002Volume and Volatility in the FX-Market: Does it matter who you are?.(2002) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper.
[Full Text][Citation analysis]		paper144
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: 144		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: 144		paper
2004Liquidity provision in the overnight foreign exchange market In: Working Paper.
[Full Text][Citation analysis]		paper68
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: 68		article
2004Liquidity provision in the overnight foreign exchange market.(2004) In: Discussion Papers.
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This paper has another version. Agregated cites: 68		paper
2005Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper.
[Full Text][Citation analysis]		paper212
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: 212		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: 212		article
2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212		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.
[Full Text][Citation analysis]		paper139
2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
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2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
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2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
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2009Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance.
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2009Asymmetric information in the interbank foreign exchange market In: Working Paper.
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2010A Transaction Data Study of the Forward Bias Puzzle In: Working Paper.
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2010A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers.
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2011Micro approaches to foreign exchange determination In: Working Paper.
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2010Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers.
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2011Foreign exchange market structure, players and evolution In: Working Paper.
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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: Santa Cruz Department of Economics, Working Paper Series.
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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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2008Exchange rate volatility and the mixture of distribution hypothesis.(2008) In: Studies 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 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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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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2016Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking.
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2015Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers.
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2021Price discovery in two?tier markets In: International Journal of Finance & Economics.
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