16
H index
21
i10 index
1130
Citations
BI Handelshøyskolen (80% share) | 16 H index 21 i10 index 1130 Citations RESEARCH PRODUCTION: 18 Articles 47 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 |
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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 |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
SIFR Research Report Series / Institute for Financial Research | 4 |
Working Papers / Georgetown University, Department of Economics | 4 |
Memorandum / Oslo University, Department of Economics | 3 |
CESifo Working Paper Series / CESifo | 3 |
Year | Title of citing document |
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2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper |
2023 | Bank positions in FX swaps: insights from CLS. (2023). Sushko, Vladyslav ; Ranaldo, Angelo ; McGuire, Patrick ; Kloks, Pteris. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309b. Full description at Econpapers || Download paper |
2022 | Quantitative forward guidance through interest rate projections. (2022). Xia, Fan Dora ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:1009. Full description at Econpapers || Download paper |
2022 | What 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. Full description at Econpapers || Download paper |
2023 | Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080. Full description at Econpapers || Download paper |
2023 | The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094. Full description at Econpapers || Download paper |
2022 | Early 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2022 | Currency 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. Full description at Econpapers || Download paper |
2022 | Central 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. Full description at Econpapers || Download paper |
2023 | Carry 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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2022 | Central 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. Full description at Econpapers || Download paper |
2022 | What 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. Full description at Econpapers || Download paper |
2022 | THE 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. Full description at Econpapers || Download paper |
2022 | Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065. Full description at Econpapers || Download paper |
2022 | Effectiveness 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. Full description at Econpapers || Download paper |
2022 | Momentum 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. Full description at Econpapers || Download paper |
2022 | Why 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. Full description at Econpapers || Download paper |
2022 | Uncovered 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | The dollar’s ”Convenience Yield”. (2022). Robe, Michel A. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001477. Full description at Econpapers || Download paper |
2022 | Do 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. Full description at Econpapers || Download paper |
2022 | Price 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. Full description at Econpapers || Download paper |
2022 | Realizing 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Arbitrage 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. Full description at Econpapers || Download paper |
2022 | Global 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. Full description at Econpapers || Download paper |
2022 | Common 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. Full description at Econpapers || Download paper |
2022 | Informativeness 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Carry 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. Full description at Econpapers || Download paper |
2022 | Informed 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. Full description at Econpapers || Download paper |
2022 | Shrouding 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. Full description at Econpapers || Download paper |
2022 | Equity 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. Full description at Econpapers || Download paper |
2022 | Dissecting currency momentum. (2022). Zhang, Shaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:154-173. Full description at Econpapers || Download paper |
2022 | Competition 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. Full description at Econpapers || Download paper |
2022 | Price-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. Full description at Econpapers || Download paper |
2022 | Liquidity 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. Full description at Econpapers || Download paper |
2022 | FX 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Global 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | Currency 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2022 | Currency 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. Full description at Econpapers || Download paper |
2022 | Foreign 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. Full description at Econpapers || Download paper |
2022 | Testing 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. Full description at Econpapers || Download paper |
2022 | Macroeconomic 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Analyzing 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. Full description at Econpapers || Download paper |
2023 | Return–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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03. Full description at Econpapers || Download paper |
2022 | Exchange 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2022 | Covered 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.. Full description at Econpapers || Download paper |
2023 | Time-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. Full description at Econpapers || Download paper |
2022 | Exchange Rate Uncertainty and the Interest Rate Parity. (2022). Fernandez, Julian. In: MPRA Paper. RePEc:pra:mprapa:116010. Full description at Econpapers || Download paper |
2022 | Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:73481. Full description at Econpapers || Download paper |
2022 | Technology 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. Full description at Econpapers || Download paper |
2023 | Sovereign 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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2023 | Regime-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. Full description at Econpapers || Download paper |
2022 | Trade 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. Full description at Econpapers || Download paper |
2022 | Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Hedging 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Chinese 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 63 |
2015 | The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | 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 | 36 |
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 another 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 another 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 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] | 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 another version. Agregated cites: 11 | paper | |
2003 | Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper. [Full Text][Citation analysis] | paper | 144 |
2005 | Dealer behavior and trading systems in foreign exchange markets.(2005) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | article | |
2003 | Dealer Behavior and Trading Systems in Foreign Exchange Markets.(2003) In: SIFR Research Report Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | 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 another 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 another version. Agregated cites: 68 | paper | |
2005 | Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper. [Full Text][Citation analysis] | paper | 212 |
2008 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | 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 another version. Agregated cites: 212 | 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 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] | 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 another 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 another version. Agregated cites: 7 | paper | |
2007 | Exchange rate forecasting, order flow and macroeconomic information In: Working Paper. [Full Text][Citation analysis] | paper | 139 |
2009 | Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
2010 | Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | 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 another 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 another 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 another 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 | 41 |
2012 | The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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 another version. Agregated cites: 41 | 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 | 12 |
2020 | Does 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: 12 | 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 | 45 |
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 another version. Agregated cites: 45 | 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 another version. Agregated cites: 45 | article | |
2005 | Exchange rate volatility and the mixture of distribution hypothesis In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 29 |
2006 | Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | 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 another version. Agregated cites: 29 | paper | |
2006 | Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
2008 | Exchange rate volatility and the mixture of distribution hypothesis.(2008) In: Studies in Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 29 | chapter | |
2019 | Covered Interest Parity Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
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 | 8 |
2015 | Order Flow Information and Spot Rate Dynamics.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Order Flow Information and Spot Rate Dynamics.(2017) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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 | 1 |
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 another version. Agregated cites: 1 | 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 | 34 |
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 | 19 |
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 another version. Agregated cites: 19 | 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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