Senior advisor
E-mail: dagfinn.rime@norges-bank.no
Phone: +47-22 31 67 57
Dagfinn Rime's research interests is on financial market behavior, and in particular the microstructure of foreign exchange markets. He is adjunct professor at Department of economics, the Norwegian University of Science and Technology (NTNU).
ANNOUNCEMENT! The 7th Annual Central Bank Workshop on the Microstructure of Financial Markets, Stavanger, Norway, August 22-23, 2011.
Key-note speakers are Prof. Chester Spatt and Prof. Harrison Hong.
Work in progress/Recent Working papers
- "A Transaction Data Study of 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).
- UPDATED! (Jan 2011) "`Large' vs. `Small' Players: A Closer Look at the Dynamics of Speculative Attacks",
with Geir Bjønnes (BI), Steinar Holden (UiO) and Haakon Solheim (Norges Bank). NB WP (2005/13).
Recent publications
- NEW! "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence"
with Hans Jørgen Tranvåg. Forthcoming in Pacificic Economic Review. NB WP (2012/1)
- "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. Forthcoming. NB WP (2011/10)
- "Micro Approaches to Foreign Exchange Determination",
with Martin D.D. Evans. In James, Marsh and Sarno (eds.), Handbook of Exchange Rates, Wiley. Forthcoming. NB WP (2011/05)
- "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