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Dagfinn Rime
Researcher 
E-mail: dagfinn.rime@norges-bank.no
Phone: +47-22 31 67 57
Fax: +47 22 42 40 62
Norges Bank
Bankplassen 2
P.O.Box 1179 Sentrum
0107 Oslo
Norway
CV | Research
Dagfinn Rime joined Norges Bank in 2001 and is Special Advisor in the research department. Rime obtained his PhD at the Norwegian School of Management (BI) in 2001. He is adjunct associate professor at Department of economics, the Norwegian University of Science and Technology (NTNU).
Research interests
Rime's research interests is on financial market behavior under heterogeneous information and how financial markets aggregate information. His current research focuses on foreign exchange rates and microstructure, and in particular (i) dealer behavior in foreign exchange markets, (ii) the behavior and determination of exchange rates and its relationship to aggregate order flow, (iii) volatility and speculative attacks in foreign exchange markets, (iv) forecasting of exchange rates based on order flow and order flows relation to macro.
Rime's  and SSRN entries
Work in progress/Recent Working papers
- "Annotated Bibliography of Foreign Exchange Microstructure"
 (Work in progress. Please send me suggestions)
- "Exchange Rate Forecasting, Order Flow and Macroeconomic Information",
with Lucio Sarno and Elvira Sojli (both U Warwick).
 NB WP (2007/2)
- "Arbitrage in the Foreign Exchange Market: Turning on the Microscope",
with Farooq Akram (Norges Bank) and Lucio Sarno (U Warwick).
Updated February 2007 NB WP (2005/12)
- "`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).
Updated March 2007 NB WP (2005/13)
Recent publications
- "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.
 NB WP (2004/13)>> (519 kB)
- "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.
NB WP (2003/10)>> (475 kB)
- "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.
NB WP (2003/7)>> (345 kB) MIT Press link
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