Dagfinn Rime's research interests are on financial market behavior, and in particular the microstructure of foreign exchange markets. His work has been published in leading journals. Dagfinn has held positions both as manager and as policy advisor in Norges Bank, and as adjunct professor at the Norwegian University of Science and Technology (NTNU).
NEWS! I will take a position at Department of financial economics, BI Norwegian School of Business, from March 1st.
Click here for new homepage: http://home.bi.no/a9610552
The 10th Central Bank Workshop on the Microstrucuture of Financial Markets will be arranged by the Einaudi Institute for Economics and Finance, Rome, October 2-3 2014. Submission deadline: June 1st, 2014.
Work in progress/Recent Working papers
- "Carry Trades, Order Flow and the Forward Bias Puzzle",
with Francis Breedon and Paolo Vitale. NB WP (2010/26); CEPR DP 7791.
- UPDATED! (Feb 2011) "Sources of Information Advantage in the Foreign Exchange Market",
with Geir Bjønnes (BI) and Carol Osler (Brandeis). NB WP (2008/25).
- "The anatomy of the global FX market through the lens of the 2013 Triennial Survey"
with Andreas Schrimpf. BIS Quarterly Review, December, pp. 27--43. Link
- "The market microstructure approach to foreign exchange: Looking back and looking forward"
with Michael R. King and Carol L. Osler. Journal of International Money and Finance, vol. 38, pp. 95--119.
- "`Large' vs. `Small' Players: A Closer Look at the Dynamics of Speculative Attacks",
with Geir Bjønnes, Steinar Holden and Haakon Solheim. Forthcoming in Scandinavian Journal of Economics.
- "Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence"
with Hans Jørgen Tranvåg. Pacificic Economic Review, vol 17, issue 3 (August 2012), pp. 434-466.
- "Foreign exchange market structure, players and evolution"
with Michael R. King and Carol L. Osler. In James, Marsh and Sarno (eds.), Handbook of Exchange Rates, Wiley, 2012.
- "Micro Approaches to Foreign Exchange Determination",
with Martin D.D. Evans. In James, Marsh and Sarno (eds.), Handbook of Exchange Rates, Wiley, 2012.
- "The $4 trillion question: what explains FX growth since the 2007 survey?",
with Michael King. BIS Quaterly Review (December 2010). Link to BIS | VOX-entry | Econbrowser blog-comment
- "Exchange Rate Forecasting, Order Flow and Macroeconomic Information",
with Lucio Sarno and Elvira Sojli. Journal of International Economics, vol. 80, issue 1 (January 2010), pp. 72-88.
- "Does the law of one price hold in international financial markets? Evidence from tick data",
with Farooq Akram and Lucio Sarno. Journal of Banking and Finance, vol. 33, issue 10 (June 2009), pp. 1741-1754.
- "Arbitrage in the Foreign Exchange Market: Turning on the Microscope",
with Farooq Akram and Lucio Sarno, Journal of International Economics, vol. 76, (November 2008), pp. 237-253. VOX-entry