16
H index
21
i10 index
1191
Citations
Dagfinn Rime : Citation Profile
BI Handelshøyskolen (80% share) | RESEARCH PRODUCTION: 18 Articles 48 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
21 years (2000 - 2021). Relations with other researchers
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:
|
Main data
Where Dagfinn Rime has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 5 |
| Journal of International Economics | 2 |
| BIS Quarterly Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| 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 |
| CESifo Working Paper Series / CESifo | 3 |
| Memorandum / Oslo University, Department of Economics | 3 |
Recent works citing Dagfinn Rime (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 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 |
| 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 |
| 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). Frömmel, Michael ; Baidoo, Edwin ; Frommel, Michael ; Zhang, Qisi. 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). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. 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 |
| 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 |
| 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 |
| 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). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. 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 |
| 2024 | The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan. 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 |
| 2024 | More than words: Fed Chairs’ communication during congressional testimonies. (2024). Zhang, XU ; Kryvtsov, Oleksiy ; Alexopoulos, Michelle. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022. 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 | 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 | 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 | 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 | . 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 |
Works by Dagfinn Rime:
| 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 | 74 |
| 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: 74 | 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 | 145 |
| 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: 145 | 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: 145 | 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 | 226 |
| 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: 226 | 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: 226 | 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: 226 | 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 | 146 |
| 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: 146 | 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: 146 | 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 | 44 |
| 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: 44 | 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: 44 | 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 | 16 |
| 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: 16 | 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 | 49 |
| 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: 49 | 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: 49 | 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. [Citation analysis] This paper has nother 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 nother 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 nother 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 nother version. Agregated cites: 29 | chapter | |
| 2019 | Covered Interest Parity Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 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 | 21 |
| 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: 21 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team