17
H index
21
i10 index
1219
Citations
BI Handelshøyskolen (80% share) | 17 H index 21 i10 index 1219 Citations RESEARCH PRODUCTION: 18 Articles 48 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dagfinn Rime. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 5 |
| BIS Quarterly Review | 2 |
| Journal of International Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
| Working Papers / Georgetown University, Department of Economics | 4 |
| SIFR Research Report Series / Institute for Financial Research | 4 |
| Memorandum / Oslo University, Department of Economics | 3 |
| CESifo Working Paper Series / CESifo | 3 |
| Year | Title of citing document |
|---|---|
| 2024 | Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161. Full description at Econpapers || Download paper |
| 2024 | Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364. Full description at Econpapers || Download paper |
| 2024 | The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114. Full description at Econpapers || Download paper |
| 2025 | An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852. Full description at Econpapers || Download paper |
| 2024 | Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931. Full description at Econpapers || Download paper |
| 2025 | The implications of CIP deviations for international capital flows. (2025). Kubitza, Christian ; Vandeweyer, Quentin ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017. Full description at Econpapers || Download paper |
| 2024 | Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963. Full description at Econpapers || Download paper |
| 2025 | Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612. Full description at Econpapers || Download paper |
| 2025 | Covered interest parity: A forecasting approach to estimate the neutral band. (2025). Hernandez, Juan ; Hernndez, Juan R. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000719. Full description at Econpapers || Download paper |
| 2025 | The role of investor participation on sovereign debt markets: Evidence from an emerging economy. (2025). Villamizar-Villegas, mauricio ; Orozco-Vanegas, Camilo ; Botero-Ramrez, Oscar ; Fajardo-Baquero, Nicols ; Orbegozo-Rodrguez, Germn ; Ocampo, Jos Antonio. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000330. Full description at Econpapers || Download paper |
| 2024 | Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455. Full description at Econpapers || Download paper |
| 2024 | Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222. Full description at Econpapers || Download paper |
| 2024 | Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917. Full description at Econpapers || Download paper |
| 2024 | Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. Full description at Econpapers || Download paper |
| 2024 | The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941. Full description at Econpapers || Download paper |
| 2024 | Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253. Full description at Econpapers || Download paper |
| 2024 | Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046. Full description at Econpapers || Download paper |
| 2025 | EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567. Full description at Econpapers || Download paper |
| 2025 | Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511. Full description at Econpapers || Download paper |
| 2024 | Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x. Full description at Econpapers || Download paper |
| 2025 | Forecasting the daily exchange rate of the UK pound sterling against the US dollar. (2025). Darvas, Zsolt ; Schepp, Zoltn. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014806. Full description at Econpapers || Download paper |
| 2025 | Wish or reality? On the exploitability of triangular arbitrage in cryptocurrency markets. (2025). Muck, Matthias ; Schmidl, Thomas ; Wolf, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401537x. Full description at Econpapers || Download paper |
| 2024 | Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187. Full description at Econpapers || Download paper |
| 2025 | The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134. Full description at Econpapers || Download paper |
| 2024 | The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage. (2024). Nathan, Daniel ; ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001119. Full description at Econpapers || Download paper |
| 2025 | News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368. Full description at Econpapers || Download paper |
| 2024 | Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970. Full description at Econpapers || Download paper |
| 2024 | Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284. Full description at Econpapers || Download paper |
| 2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177. Full description at Econpapers || Download paper |
| 2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper |
| 2025 | Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364. Full description at Econpapers || Download paper |
| 2024 | The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299. Full description at Econpapers || Download paper |
| 2024 | Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578. Full description at Econpapers || Download paper |
| 2024 | Did interest rate guidance in emerging markets work?. (2024). Caballero, Julin ; Gadanecz, Blaise. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001992. Full description at Econpapers || Download paper |
| 2025 | The role of hedge funds in the Swiss franc foreign exchange market. (2025). Gentner, Jessica. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000464. Full description at Econpapers || Download paper |
| 2024 | More than words: Fed Chairs’ communication during congressional testimonies. (2024). Kryvtsov, Oleksiy ; Han, Xinfen ; Alexopoulos, Michelle ; Zhang, XU. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022. Full description at Econpapers || Download paper |
| 2024 | Overreaction and underreaction to new information and the directional forecast of exchange rates. (2024). Semenov, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006683. Full description at Econpapers || Download paper |
| 2024 | Quantities and Covered-Interest Parity. (2024). Moskowitz, Tobias J ; Ross, Sharon Y ; Vasudevan, Kaushik. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-61. Full description at Econpapers || Download paper |
| 2025 | The Evolution of Inflation Targeting from the 1990s to 2020s: Developments and New Challenges. (2025). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-25. Full description at Econpapers || Download paper |
| 2025 | How Large is Excess Volatility of the EUR/USD Exchange Rate? Evidence from a GAS Approach. (2025). Bargigli, Leonardo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2025_13.rdf. Full description at Econpapers || Download paper |
| 2024 | Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973. Full description at Econpapers || Download paper |
| 2024 | South African Real Estate Investment Trusts Prefer Tuesdays. (2024). Ajayi, Oluwaseun Damilola ; Gavu, Emmanuel Kofi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:214-:d:1398215. Full description at Econpapers || Download paper |
| 2025 | Long-Run Interest Rate Differentials and the Profitability of Currency Carry. (2025). Ferreira Batista Martins, Igor ; Kaebi, Mohammed Mehdi. In: Working Papers. RePEc:hhs:oruesi:2025_010. Full description at Econpapers || Download paper |
| 2024 | Measuring Riksbank Monetary Policy: Shocks and Macroeconomic Transmission. (2024). Almerud, Jakob ; Njie, Mambuna ; Lundvall, Henrik ; Krygier, Dominika. In: Working Paper Series. RePEc:hhs:rbnkwp:0445. Full description at Econpapers || Download paper |
| 2025 | An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0125. Full description at Econpapers || Download paper |
| 2025 | On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso. (2025). Garca-Figal, Alejandro ; Mulet, R ; Amaro, Daniel A ; Lage-Castellanos, Alejandro. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10638-w. Full description at Econpapers || Download paper |
| 2025 | Decoupling Dollar and Treasury Privilege. (2025). Schreger, Jesse ; Keerati, Ritt ; Du, Wenxin. In: SocArXiv. RePEc:osf:socarx:7u9kn_v1. Full description at Econpapers || Download paper |
| 2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
| 2024 | Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence. (2024). Brice, Mbakob Gilles ; Ma, Mandeng. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:9:d:10.1007_s43546-024-00698-3. Full description at Econpapers || Download paper |
| 2024 | Uncertainty and the uncovered interest parity condition: How are they related?. (2024). Terrones, Marco ; Ramírez-Rondán, Nelson R. ; Ramrez-Rondn, Nelson R. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:4:d:10.1007_s10290-024-00539-3. Full description at Econpapers || Download paper |
| 2024 | Exchange Rate Narratives. (2024). Ristolainen, Kim ; Cormun, Vito. In: Discussion Papers. RePEc:tkk:dpaper:dp167. Full description at Econpapers || Download paper |
| 2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
| 2024 | Exchange rate narratives. (2024). Ristolainen, Kim ; Cormun, Vito. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:306349. Full description at Econpapers || Download paper |
| 2024 | Global portfolio network and currency risk premia. (2024). de Boer, Jantke. In: Ruhr Economic Papers. RePEc:zbw:rwirep:312406. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 79 |
| 2015 | The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
| 2011 | The $4 trillion question: what explains FX growth since the 2007 survey? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 15 |
| 2013 | The anatomy of the global FX market through the lens of the 2013 Triennial Survey In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 38 |
| 2017 | Segmented money markets and covered interest parity arbitrage In: BIS Working Papers. [Full Text][Citation analysis] | paper | 57 |
| 2017 | Segmented money markets and covered interest parity arbitrage.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2012 | FLOWS OF THE PACIFIC: ASIAN FOREIGN EXCHANGE MARKETS THROUGH TRANQUILITY AND TURBULENCE In: Pacific Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2012 | The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother 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] | article | 2 |
| 2003 | Volume and Volatility in the FX Market: Does it matter who you are? In: Working Paper. [Full Text][Citation analysis] | paper | 11 |
| 2002 | Volume 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 nother version. Agregated cites: 11 | paper | |
| 2003 | Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper. [Full Text][Citation analysis] | paper | 147 |
| 2005 | Dealer behavior and trading systems in foreign exchange markets.(2005) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | article | |
| 2003 | Dealer Behavior and Trading Systems in Foreign Exchange Markets.(2003) In: SIFR Research Report Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
| 2004 | Liquidity provision in the overnight foreign exchange market In: Working Paper. [Full Text][Citation analysis] | paper | 68 |
| 2005 | Liquidity provision in the overnight foreign exchange market.(2005) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
| 2004 | Liquidity provision in the overnight foreign exchange market.(2004) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2005 | Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper. [Full Text][Citation analysis] | paper | 230 |
| 2008 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | paper | |
| 2008 | Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | article | |
| 2006 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | paper | |
| 2005 | “Large†vs. “small†players: A closer look at the dynamics of speculative attacks In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Large 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 nother version. Agregated cites: 7 | paper | |
| 2005 | Large 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 nother version. Agregated cites: 7 | paper | |
| 2007 | Exchange rate forecasting, order flow and macroeconomic information In: Working Paper. [Full Text][Citation analysis] | paper | 150 |
| 2009 | Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | paper | |
| 2010 | Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | article | |
| 2008 | Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper. [Full Text][Citation analysis] | paper | 34 |
| 2009 | Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2009 | Asymmetric information in the interbank foreign exchange market In: Working Paper. [Full Text][Citation analysis] | paper | 21 |
| 2010 | A Transaction Data Study of the Forward Bias Puzzle In: Working Paper. [Full Text][Citation analysis] | paper | 5 |
| 2010 | A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Micro approaches to foreign exchange determination In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Foreign exchange market structure, players and evolution In: Working Paper. [Full Text][Citation analysis] | paper | 44 |
| 2013 | The market microstructure approach to foreign exchange - Looking back and looking forward In: Working Paper. [Full Text][Citation analysis] | paper | 47 |
| 2012 | The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2013 | The market microstructure approach to foreign exchange: Looking back and looking forward.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
| 2017 | Exchange rates, interest rates and the global carry trade In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Does Publication of Interest Rate Paths Provide Guidance? In: Working Paper. [Full Text][Citation analysis] | paper | 18 |
| 2020 | Does publication of interest rate paths provide guidance?.(2020) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2014 | The offshore renminbi exchange rate: Microstructure and links to the onshore market In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 50 |
| 2014 | The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2014 | The 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 nother version. Agregated cites: 50 | article | |
| 2005 | Exchange rate volatility and the mixture of distribution hypothesis In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 30 |
| 2006 | Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2005 | Exchange Rate Volatility and the Mixture of Distribution Hypothesis.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2006 | Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2008 | Exchange rate volatility and the mixture of distribution hypothesis.(2008) In: Studies in Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 30 | chapter | |
| 2019 | Covered Interest Parity Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
| 2007 | Exchange rate variability, market activity and heterogeneity In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Order flow information and spot rate dynamics In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 2015 | Order Flow Information and Spot Rate Dynamics.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Order Flow Information and Spot Rate Dynamics.(2017) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | chapter | |
| 2002 | Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | ||
| 2002 | Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets.(2002) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2018 | Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Microstructure of Foreign Exchange Markets In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2000 | Private or public information in foreign exchange markets? : an empirical analysis In: Memorandum. [Full Text][Citation analysis] | paper | 35 |
| 2000 | FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets In: Memorandum. [Full Text][Citation analysis] | paper | 6 |
| 2000 | Customer trading and information in foreign exchange markets In: Memorandum. [Full Text][Citation analysis] | paper | 4 |
| 2001 | U.S. Exchange Rates and Currency Flows In: SIFR Research Report Series. [Full Text][Citation analysis] | paper | 15 |
| 2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2016 | Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Price discovery in two‐tier markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
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