Personal Details
First Name: Dagfinn
Middle Name:
Last Name: Rime
Suffix:
RePEc Short-ID: pri21
Email:
Homepage:
http://www.norges-bank.no/research/rime/
Postal Address: Norges Bank, Research Department, P.O. Box 1197 Sentrum, N-0107 Oslo Norway
Phone: +47-22 31 67 57
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Dagfinn Rime & Genaro Sucarrat, 2007.
"Exchange rate variability, market activity and heterogeneity,"
Economics Working Papers
we077039, Universidad Carlos III, Departamento de Economía.
[Downloadable!]
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007.
"Exchange rate forecasting, order flow and macroeconomic information,"
Working Paper
2007/02, Norges Bank.
[Downloadable!]
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005.
"Arbitrage in the foreign exchange market: Turning on the microscope,"
Working Paper
2005/12, Norges Bank.
[Downloadable!]
Other versions:
- Akram, Qaisar Farooq & Rime, Dagfinn & Sarno, Lucio, 2008.
"Arbitrage in the Foreign Exchange Market: Turning on the Microscope,"
CEPR Discussion Papers
6878, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006.
"Arbitrage in the Foreign Exchange Market: Turning on the Microscope,"
SIFR Research Report Series
42, Swedish Institute for Financial Research.
[Downloadable!]
- Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005.
"'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks,"
SIFR Research Report Series
38, Swedish Institute for Financial Research.
[Downloadable!]
Other versions: - Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005.
"Exchange Rate Volatility and the Mixture of Distribution Hypothesis,"
Université catholique de Louvain, Département des Sciences Economiques Working Paper
2005043, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!]
Published as: - Geir Høidal Bjønnes, Dagfinn Rime and Haakon O.Aa. Solheim, 2004.
"Liquidity provision in the overnight foreign exchange market,"
Discussion Papers
391, Research Department of Statistics Norway.
[Downloadable!]
Other versions:
Published as: - Geir Hoidal Bjonnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2003.
"Volume and Volatility in the FX Market: Does it matter who you are?,"
Working Paper
2003/7, Norges Bank.
[Downloadable!]
Other versions: - Geir Hoidal Bjonnes & Dagfinn Rime, 2003.
"Dealer Behavior and Trading Systems in Foreign Exchange Markets,"
Working Paper
2003/10, Norges Bank.
[Downloadable!]
Other versions:
Published as: - Richard Payne & Charles Goodhart & Dagfinn Rime, 2002.
"Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets,"
FMG Discussion Papers
dp467, Financial Markets Group.
[Downloadable!] (restricted)
Published as: - Rime, Dagfinn, 2001.
"U.S. Exchange Rates and Currency Flows,"
SIFR Research Report Series
4, Swedish Institute for Financial Research.
[Downloadable!]
- Bjonnes,H. & Rime,D., 2000.
"FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets,"
Memorandum
29/2000, Oslo University, Department of Economics.
[Downloadable!]
- Bjonnes,H. & Rime,D., 2000.
"Customer trading and information in foreign exchange markets,"
Memorandum
30/2000, Oslo University, Department of Economics.
[Downloadable!]
- Rime,D., 2000.
"Private or public information in foreign exchange markets? : an empirical analysis,"
Memorandum
14/2000, Oslo University, Department of Economics.
[Downloadable!]
Articles
- Luc Bauwens & Dagfinn Rime & Genaro Sucarrat, 2006.
"Exchange rate volatility and the mixture of distribution hypothesis,"
Empirical Economics,
Springer, vol. 30(4), pages 889-911, January.
[Downloadable!] (restricted)
Other versions: - Bjonnes, Geir Hoidal & Rime, Dagfinn, 2005.
"Dealer behavior and trading systems in foreign exchange markets,"
Journal of Financial Economics,
Elsevier, vol. 75(3), pages 571-605, March.
[Downloadable!] (restricted)
Other versions: - Bjonnes, Geir Hoidal & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005.
"Liquidity provision in the overnight foreign exchange market,"
Journal of International Money and Finance,
Elsevier, vol. 24(2), pages 175-196, March.
[Downloadable!] (restricted)
Other versions: - Charles Goodhart & Ryan Love & Richard Payne & Dagfinn Rime, 2002.
"Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets,"
Economic Policy,
CEPR, CES, MSH, vol. 17(35), pages 535-552, October.
[Downloadable!] (restricted)
Other versions:
NEP Fields
14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BAN: Banking (1) 2007-10-27
- NEP-BEC: Business Economics (1) 2005-11-12
- NEP-CBA: Central Banking (3) 2006-03-25 2007-05-04 2008-06-27
- NEP-CFN: Corporate Finance (1) 2004-03-07
- NEP-FIN: Finance (9) 2002-12-09 2004-03-07 2004-03-07 2004-11-22 2005-03-13 2005-11-12 2005-12-01 2006-01-24 2006-03-25 Author is listed
- NEP-FMK: Financial Markets (7) 2004-03-07 2004-03-07 2005-03-13 2005-11-12 2005-12-01 2006-01-24 2006-03-25 Author is listed
- NEP-FOR: Forecasting (1) 2007-05-04
- NEP-IFN: International Finance (12) 2002-12-09 2003-12-14 2004-03-07 2004-03-07 2004-11-22 2005-03-13 2005-11-12 2005-12-14 2006-03-25 2007-05-04 2007-10-27 2008-06-27 Author is listed
- NEP-MST: Market Microstructure (2) 2007-05-04 2008-06-27
- NEP-OPM: Open MacroEconomics (1) 2008-06-27
- NEP-RMG: Risk Management (4) 2004-03-07 2004-03-07 2005-11-12 2006-03-25 Author is listed
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This page was last updated on 2008-10-4.
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