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Dagfinn Rime

Personal Details

First Name:Dagfinn
Middle Name:
Last Name:Rime
Suffix:
RePEc Short-ID:pri21
http://home.bi.no/dagfinn.rime/
BI Norwegian Business School, Nydalsveien 37, 0484 Oslo, Norway.
+47-46410507
Twitter: @dagfinnrime
Terminal Degree:2001 Institutt for finansiell økonomi; BI Handelshøyskolen (from RePEc Genealogy)

Affiliation

(80%) Institutt for finansiell økonomi
BI Handelshøyskolen

Oslo, Norway
http://www.bi.edu/research/research-departments/Finance/

: +47 6755 7100
47 6755 7675
Nydalsveien 37, N-0442 Oslo
RePEc:edi:dfebino (more details at EDIRC)

(20%) Norges Bank

Oslo, Norway
http://www.norges-bank.no/

: +47 22 31 60 00
+47 22 41 31 05
Postboks 1179 Sentrum, 0107 Oslo
RePEc:edi:nbgovno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Martin D.D. Evans & Dagfinn Rime, 2017. "Exchange rates, interest rates and the global carry trade," Working Paper 2017/14, Norges Bank.
  2. Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017. "Segmented money markets and covered interest parity arbitrage," BIS Working Papers 651, Bank for International Settlements.
  3. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015. "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers 761, Queen Mary University of London, School of Economics and Finance.
  4. Martin Evans & Dagfinn Rime, 2015. "Order Flow Information and Spot Rate Dynamics," Working Papers gueconwpa~15-15-02, Georgetown University, Department of Economics.
  5. Yin-Wong Cheung & Dagfinn Rime, 2014. "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series 4850, CESifo Group Munich.
  6. Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
  7. 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.
  8. Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Businesss School.
  9. Michael R. King & Carol Osler & Dagfinn Rime, 2011. "Foreign exchange market structure, players and evolution," Working Paper 2011/10, Norges Bank.
  10. Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
  11. 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.
  12. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank.
  13. 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.
  14. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  15. Rime, Dagfinn & Sucarrat, Genaro, 2007. "Exchange rate variability, market activity and heterogeneity," UC3M Working papers. Economics we077039, Universidad Carlos III de Madrid. Departamento de Economía.
  16. 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.
  17. Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
  18. 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.
  19. Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004. "Liquidity provision in the overnight foreign exchange market," Discussion Papers 391, Statistics Norway, Research Department.
  20. Geir Hoidal Bjonnes & Dagfinn Rime, 2003. "Dealer Behavior and Trading Systems in Foreign Exchange Markets," Working Paper 2003/10, Norges Bank.
  21. 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.
  22. 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.
  23. Rime, Dagfinn, 2001. "U.S. Exchange Rates and Currency Flows," SIFR Research Report Series 4, Institute for Financial Research.
  24. Rime,D., 2000. "Private or public information in foreign exchange markets? : an empirical analysis," Memorandum 14/2000, Oslo University, Department of Economics.
  25. 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.
  26. Bjonnes,H. & Rime,D., 2000. "Customer trading and information in foreign exchange markets," Memorandum 30/2000, Oslo University, Department of Economics.

Articles

  1. Evans, Martin D.D. & Rime, Dagfinn, 2016. "Order flow information and spot rate dynamics," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 45-68.
  2. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016. "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
  3. Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  4. Cheung, Yin-Wong & Rime, Dagfinn, 2014. "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 170-189.
  5. Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim, 2014. "“Large” versus “Small” Players: A Closer Look at the Dynamics of Speculative Attacks," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(2), pages 506-538, April.
  6. Dagfinn Rime & Andreas Schrimpf, 2013. "The anatomy of the global FX market through the lens of the 2013 Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
  7. King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013. "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 95-119.
  8. Dagfinn Rime & Hans Jørgen Tranvåg, 2012. "Flows Of The Pacific: Asian Foreign Exchange Markets Through Tranquility And Turbulence," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 434-466, August.
  9. Michael R King & Dagfinn Rime, 2011. "The $4 trillion question: what explains FX growth since the 2007 survey?," BIS Quarterly Review, Bank for International Settlements, March.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.

Chapters

  1. Martin D. D. Evans & Dagfinn Rime, 2017. "Order Flow Information and Spot Rate Dynamics," World Scientific Book Chapters,in: Studies in Foreign Exchange Economics, chapter 17, pages 725-776 World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. Closeness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (21) 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 2017-09-17. Author is listed
  2. NEP-MST: Market Microstructure (14) 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 2012-11-17 2014-11-17 2015-05-30 2015-12-20 2016-06-09. Author is listed
  3. NEP-MON: Monetary Economics (12) 2009-01-17 2009-03-22 2011-05-24 2011-09-16 2012-01-25 2012-02-08 2012-11-17 2014-11-17 2015-01-19 2016-06-09 2017-07-16 2017-09-17. Author is listed
  4. 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
  5. 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
  6. NEP-FMK: Financial Markets (8) 2000-08-26 2004-03-07 2004-03-07 2005-03-13 2005-11-12 2005-12-01 2006-01-24 2006-03-25. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (5) 2008-06-27 2015-01-19 2015-05-30 2017-07-16 2017-09-17. Author is listed
  8. NEP-RMG: Risk Management (4) 2004-03-07 2004-03-07 2005-11-12 2006-03-25
  9. NEP-MAC: Macroeconomics (3) 2009-03-22 2017-07-16 2017-09-17
  10. NEP-BAN: Banking (2) 2007-10-27 2009-01-17
  11. NEP-CFN: Corporate Finance (2) 2004-03-07 2009-01-03
  12. NEP-FOR: Forecasting (2) 2007-05-04 2009-03-22
  13. NEP-SEA: South East Asia (2) 2012-01-25 2012-02-08
  14. NEP-BEC: Business Economics (1) 2005-11-12
  15. NEP-CNA: China (1) 2016-06-09
  16. NEP-CTA: Contract Theory & Applications (1) 2009-01-17
  17. NEP-TRA: Transition Economics (1) 2014-11-17

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