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Dagfinn Rime

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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


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Working papers

  1. Dagfinn Rime & Hans Jørgen Tranvåg, 2012. "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence," Working Paper 2012/01, Norges Bank.
  2. Michael R. King & Carol Osler & Dagfinn Rime, 2011. "Foreign exchange market structure, players and evolution," Working Paper 2011/10, Norges Bank.
  3. Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
  4. Breedon, Francis & Rime, Dagfinn & Vitale, Paolo, 2010. "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers 7791, C.E.P.R. Discussion Papers.
  5. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank.
  6. 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.
  7. Dagfinn Rime & Genaro Sucarrat, 2007. "Exchange rate variability, market activity and heterogeneity," Economics Working Papers we077039, Universidad Carlos III, Departamento de Economía.
  8. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  9. 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.
  10. Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
  11. 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.
  12. 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.
  13. 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.
  14. Geir Hoidal Bjonnes & Dagfinn Rime, 2003. "Dealer Behavior and Trading Systems in Foreign Exchange Markets," Working Paper 2003/10, Norges Bank.
  15. 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.
  16. Rime, Dagfinn, 2001. "U.S. Exchange Rates and Currency Flows," SIFR Research Report Series 4, Institute for Financial Research.
  17. 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.
  18. Rime,D., 2000. "Private or public information in foreign exchange markets? : an empirical analysis," Memorandum 14/2000, Oslo University, Department of Economics.
  19. Bjonnes,H. & Rime,D., 2000. "Customer trading and information in foreign exchange markets," Memorandum 30/2000, Oslo University, Department of Economics.

Articles

  1. Michael R King & Dagfinn Rime, 2010. "The $4 trillion question: what explains FX growth since the 2007 survey?," BIS Quarterly Review, Bank for International Settlements, December.
  2. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.

NEP Fields

23 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 (9) 2006-03-25 2007-05-04 2008-06-27 2009-01-03 2009-03-22 2010-12-23 2011-05-24 2011-07-13 2011-09-16 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 (20) 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 2010-12-23 2011-07-13 2011-09-16 2012-01-25 2012-02-08 Author is listed
  10. NEP-MAC: Macroeconomics (1) 2009-03-22
  11. NEP-MON: Monetary Economics (6) 2009-01-17 2009-03-22 2011-05-24 2011-09-16 2012-01-25 2012-02-08 Author is listed
  12. NEP-MST: Market Microstructure (9) 2007-05-04 2008-06-27 2009-01-03 2009-01-17 2009-03-22 2010-12-23 2011-05-24 2011-07-13 2011-09-16 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
  15. NEP-SEA: South East Asia (2) 2012-01-25 2012-02-08

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