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Segmented money markets and covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2017

Persistent link: https://www.econbiz.de/10011721909

Segmented money markets and covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2017 - This version: 25th June 2017

Persistent link: https://www.econbiz.de/10011758354

Covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - In: The review of financial studies 35 (2022) 11, pp. 5185-5227

Persistent link: https://www.econbiz.de/10013400160

Does the law of one price hold in international financial markets? : evidence from tick data

Akram, Qaisar Farooq (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003777131

Micro approaches to foreign exchange determination

Evans, Martin D. D.; Rime, Dagfinn - 2011

Persistent link: https://www.econbiz.de/10009006703

Micro approaches to foreign exchange determination

Evans, Martin D. D.; Rime, Dagfinn - 2010

Persistent link: https://www.econbiz.de/10009010280

The flows of the Pacific : Asian foreign exchange markets through tranquility and turbulence

Rime, Dagfinn; Tranvåg, Hans Jørgen - 2012

Persistent link: https://www.econbiz.de/10009487079

Carry trades, order flow and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015

We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....

Persistent link: https://www.econbiz.de/10011396784

The anatomy of the global FX market through the lens of the 2013 Triennial Survey

Rime, Dagfinn; Schrimpf, Andreas - In: BIS quarterly review : international banking and … (2013), pp. 27-43

Persistent link: https://www.econbiz.de/10010226801

Order flow information and spot rate dynamics

Evans, Martin D. D.; Rime, Dagfinn - 2015 - First draft

Persistent link: https://www.econbiz.de/10011484832