Dagfinn Rime : Citation Profile

Are you Dagfinn Rime?

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

16

H index

21

i10 index

1169

Citations

RESEARCH PRODUCTION:

17

Articles

47

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 58
   Journals where Dagfinn Rime has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 42 (3.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri21
   Updated: 2024-12-03    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 (35)

Schmeling, Maik (33)

Ranaldo, Angelo (27)

Schrimpf, Andreas (26)

Evans, Martin (25)

Claessens, Stijn (25)

Kose, Ayhan (25)

Taylor, Mark (21)

Osler, Carol (21)

Beckmann, Joscha (20)

Cites to:

Lyons, Richard (84)

Evans, Martin (70)

Sarno, Lucio (35)

Moore, Michael (24)

Menkhoff, Lukas (22)

Bjønnes, Geir (21)

Cheung, Yin-Wong (21)

Chinn, Menzie (20)

Payne, Richard (20)

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
Journal of International Economics2
BIS Quarterly Review2

Working Papers Series with more than one paper published# docs
Working Papers / Georgetown University, Department of Economics4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
SIFR Research Report Series / Institute for Financial Research4
Memorandum / Oslo University, Department of Economics3
CESifo Working Paper Series / CESifo3

Recent works citing Dagfinn Rime (2024 and 2023)

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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2023Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23.

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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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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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2023Investor attention and the predictability of the volatility of CNY?CNH spreads: Evidence from a GARCH?MIDAS model. (2023). Zhang, Zhipeng ; Li, Xiaoping ; Duan, Jihong ; Pan, Junyu. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:4939-4959.

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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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2023Carry trade and forward premium puzzle from the perspective of a safe?haven currency. (2020). Nitschka, Thomas ; Haab, David R. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:376-394.

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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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2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

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2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

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2024Bonds, 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.

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2024Political 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.

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2024Donald 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.

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2024Dynamic 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.

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2023Bibliometric review of research on exchange rate predictability and fundamentals. (2023). Gulati, Vishal. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006001.

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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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2024Stabilizing 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.

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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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2023Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331.

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2023Cross-currency basis swap spreads and corporate dollar funding. (2023). Shapir, Offer Moshe ; Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000483.

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2024Are 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.

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2024On 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.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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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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2023Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134.

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2023Faking trade for capital control evasion: Evidence from dual exchange rate arbitrage in China. (2023). Sheng, Liugang ; Wang, Jian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:138:y:2023:i:c:s0261560623001274.

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2024The 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.

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2024More 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.

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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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2024Analysis 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.

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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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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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2023Inattentive Search for Currency Fundamentals. (2023). Verhoeks, Ralph C ; Markiewicz, Agnieszka P. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00195-3.

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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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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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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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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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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]		paper72
2015The 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: 72		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]		article38
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 nother 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.
[Full Text][Citation analysis]
This paper has nother 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 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]		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 nother version. Agregated cites: 11		paper
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets In: Working Paper.
[Full Text][Citation analysis]		paper145
2005Dealer behavior and trading systems in foreign exchange markets.(2005) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 145		article
2003Dealer 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
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 nother version. Agregated cites: 68		article
2004Liquidity provision in the overnight foreign exchange market.(2004) In: Discussion Papers.
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This paper has nother version. Agregated cites: 68		paper
2005Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper.
[Full Text][Citation analysis]		paper222
2008Arbitrage 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: 222		paper
2008Arbitrage 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: 222		article
2006Arbitrage 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: 222		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 nother 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 nother version. Agregated cites: 7		paper
2007Exchange rate forecasting, order flow and macroeconomic information In: Working Paper.
[Full Text][Citation analysis]		paper143
2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 143		paper
2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 143		article
2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
[Full Text][Citation analysis]		paper34
2009Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 34		article
2009Asymmetric information in the interbank foreign exchange market In: Working Paper.
[Full Text][Citation analysis]		paper21
2010A Transaction Data Study of the Forward Bias Puzzle In: Working Paper.
[Full Text][Citation analysis]		paper5
2010A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
2011Micro approaches to foreign exchange determination In: Working Paper.
[Full Text][Citation analysis]		paper7
2010Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2011Foreign exchange market structure, players and evolution In: Working Paper.
[Full Text][Citation analysis]		paper44
2013The market microstructure approach to foreign exchange - Looking back and looking forward In: Working Paper.
[Full Text][Citation analysis]		paper44
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 44		paper
2013The market microstructure approach to foreign exchange: Looking back and looking forward.(2013) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 44		article
2017Exchange rates, interest rates and the global carry trade In: Working Paper.
[Full Text][Citation analysis]		paper2
2019Does Publication of Interest Rate Paths Provide Guidance? In: Working Paper.
[Full Text][Citation analysis]		paper14
2020Does publication of interest rate paths provide guidance?.(2020) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 14		article
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper48
2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market.(2014) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 48		paper
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 48		article
2005Exchange rate volatility and the mixture of distribution hypothesis In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper29
2006Exchange rate volatility and the mixture of distribution hypothesis.(2006) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2005Exchange Rate Volatility and the Mixture of Distribution Hypothesis.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques).
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This paper has nother version. Agregated cites: 29		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 29		chapter
2019Covered Interest Parity Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2007Exchange rate variability, market activity and heterogeneity In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper2
2016Order flow information and spot rate dynamics In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article8
2015Order Flow Information and Spot Rate Dynamics.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2017Order Flow Information and Spot Rate Dynamics.(2017) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 8		chapter
2002Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2002Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets.(2002) In: Economic Policy.
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This paper has nother version. Agregated cites: 2		article
2018Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark In: Working Papers.
[Full Text][Citation analysis]		paper7
2019Microstructure of Foreign Exchange Markets In: Working Papers.
[Full Text][Citation analysis]		paper11
2000Private or public information in foreign exchange markets? : an empirical analysis In: Memorandum.
[Full Text][Citation analysis]		paper35
2000FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets In: Memorandum.
[Full Text][Citation analysis]		paper6
2000Customer trading and information in foreign exchange markets In: Memorandum.
[Full Text][Citation analysis]		paper4
2001U.S. Exchange Rates and Currency Flows In: SIFR Research Report Series.
[Full Text][Citation analysis]		paper15
2015Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers.
[Full Text][Citation analysis]		paper20
2016Carry 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: 20		article
2015Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers.
[Full Text][Citation analysis]		paper1

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