Blar i Publikasjoner fra CRIStin - BI på forfatter "Rime, Dagfinn"
-
'Large' versus 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks
Bjønnes, Geir Høidal; Holden, Steinar; Rime, Dagfinn; Solheim, Haakon O. Aa (Journal article; Peer reviewed, 2014)What is the role of “large players” (e.g., hedge funds) in speculative attacks? Recent work suggests that large players move early to induce smaller agents to attack. However, many observers argue that large players move ... -
The impact of different players on the volume-volatility relation in the foreign exchange market
Bjønnes, Geir Høidal; Rime, Dagfinn; Solheim, Haakon (Journal article; Peer reviewed, 2019)We examine the volume-volatility relation in the foreign exchange (FX) market using a unique data set from the Swedish krona (SEK) market that contains observations of 90–95 percent of all transactions from 1995 until 2002. ... -
The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
Cheung, Yin-Wong; Rime, Dagfinn (Journal article; Peer reviewed, 2014)The offshore renminbi (CNH) exchange rate is the exchange rate of the Chinese currency transacted outside China. We study the CNH exchange rate dynamics and its links with onshore exchange rates. Using a specialized ...