This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Dagfinn Rime

Personal Details | Affiliation | Works
This is information that was supplied by Dagfinn Rime in registering through RePEc. If you are Dagfinn Rime , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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 |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank. [Downloadable!]

  2. Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank. [Downloadable!]
    Published as:

  3. Dagfinn Rime & Genaro Sucarrat, 2007. "Exchange rate variability, market activity and heterogeneity," Economics Working Papers we077039, Universidad Carlos III, Departamento de Economía. [Downloadable!]

  4. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank. [Downloadable!]
    Other versions:

  5. 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:
    Published as:

  6. 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, Institute for Financial Research. [Downloadable!]
    Other versions:

  7. Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005. "Exchange Rate Volatility and the Mixture of Distribution Hypothesis," Discussion Papers (ECON - Département des Sciences Economiques) 2005043, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    Other versions:
    Published as:

  8. 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:

  9. 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:

  10. 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:

  11. 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:

  12. Rime, Dagfinn, 2001. "U.S. Exchange Rates and Currency Flows," SIFR Research Report Series 4, Institute for Financial Research. [Downloadable!]

  13. 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!]

  14. Bjonnes,H. & Rime,D., 2000. "Customer trading and information in foreign exchange markets," Memorandum 30/2000, Oslo University, Department of Economics. [Downloadable!]

  15. Rime,D., 2000. "Private or public information in foreign exchange markets? : an empirical analysis," Memorandum 14/2000, Oslo University, Department of Economics. [Downloadable!]

Articles

  1. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October. [Downloadable!] (restricted)
    Other versions:

  2. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December. [Downloadable!] (restricted)
    Other versions:

  3. 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:

  4. 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:

  5. 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:

  6. 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

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2007-10-27 2009-01-17
  2. NEP-BEC: Business Economics (1) 2005-11-12
  3. NEP-CBA: Central Banking (5) 2006-03-25 2007-05-04 2008-06-27 2009-01-03 2009-03-22 Author is listed
  4. NEP-CFN: Corporate Finance (2) 2004-03-07 2009-01-03
  5. NEP-CTA: Contract Theory & Applications (1) 2009-01-17
  6. 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
  7. 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
  8. NEP-FOR: Forecasting (2) 2007-05-04 2009-03-22
  9. NEP-IFN: International Finance (15) 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 2009-01-03 2009-01-17 2009-03-22 Author is listed
  10. NEP-MAC: Macroeconomics (1) 2009-03-22
  11. NEP-MON: Monetary Economics (2) 2009-01-17 2009-03-22
  12. NEP-MST: Market Microstructure (5) 2007-05-04 2008-06-27 2009-01-03 2009-01-17 2009-03-22 Author is listed
  13. NEP-OPM: Open MacroEconomics (1) 2008-06-27
  14. NEP-RMG: Risk Management (4) 2004-03-07 2004-03-07 2005-11-12 2006-03-25
Did you know? IDEAS uses the data collected within the RePEc project, the largest online bibliographic database in Economics.

This page was last updated on 2009-11-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.