Director of Research

E-mail: dagfinn.rime@norges-bank.no

Phone: +47-22 31 67 57
Norges Bank
Bankplassen 2
P.O.Box 1179 Sentrum
0107 Oslo
Norway

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 6th Annual Central Bank Workshop on the Microstructure of Financial Markets, New York Fed, October 7-8, 2010.

Work in progress/Recent Working papers

• "A Transaction Data Study of The Forward Bias Puzzle",
  with Francis Breedon and Paolo Vitale. Coming soon.
• "Asymmetric Information in the Interbank Foreign Exchange Market",
  with Geir Bjønnes (BI) and Carol Osler (Brandeis). NB WP (2008/25).
  
  
• "`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). Updated March 2007.
   

Recent publications

• "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
    
• "Exchange Rate Volatility and the Mixture of Distribution Hypothesis"
  with Luc Bauwens and Genaro Sucarrat, Empirical Economics, (October 2005), pp. 1-23.
  
• "Liquidity Provision in the Overnight Foreign Exchange Market"
  with Geir H. Bjønnes and Haakon O.Aa. Solheim, Journal of International Money and Finance, vol. 24, issue 2 (March 2005), pp. 177-198.
       
• "Dealer Behavior and Trading Systems in the Foreign Exchange Market"
  with Geir H. Bjønnes, Journal of Financial Economics, vol. 75, issue 3 (March 2005), pp. 571-605.
       
• "Volume and volatility in the FX market: Does it matter who you are?"
  with Geir H. Bjønnes and Haakon O.Aa. Solheim, in Paul De Grauwe (ed.), Exchange Rate Economics: Where do we Stand?, MIT Press, 2005. Link