Sven Klingler

BI Norwegian Business School

Assistant Professor

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 20,672

in Total Papers Citations

37

CROSSREF CITATIONS

11

Scholarly Papers (7)

An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 28 Jul 2016 Last Revised: 21 Feb 2018
Sven Klingler and Suresh M. Sundaresan
BI Norwegian Business School and Columbia Business School - Finance and Economics
Downloads 561 (57,402)
Citation 9

Abstract:

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Pension funds, liability-driven investment, swap spreads, pension protection act, swap rates, limits of arbitrage

An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans

BIS Working Paper No. 705
Number of pages: 64 Posted: 19 Feb 2018
Sven Klingler and Suresh M. Sundaresan
BI Norwegian Business School and Columbia Business School - Finance and Economics
Downloads 66 (404,195)
Citation 12

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duration, swap spreads, balance sheet constraints, funding status of pension plans, defined benefits, repo, LIBOR

2.

Safe-Haven CDS Premiums

Number of pages: 82 Posted: 12 Dec 2014 Last Revised: 26 Jan 2018
Sven Klingler and David Lando
BI Norwegian Business School and Copenhagen Business School
Downloads 354 (100,888)
Citation 8

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CDS premiums, Capital charges, CVA, CDS-bond basis

3.

High Funding Risk, Low Return

Number of pages: 60 Posted: 11 Nov 2016 Last Revised: 24 Dec 2019
Sven Klingler
BI Norwegian Business School
Downloads 319 (113,181)

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Funding Risk, Hedge Funds, Interbank Risk, Libor, Liquidity

4.

Active Loan Trading

Number of pages: 59 Posted: 07 Jul 2017 Last Revised: 24 Dec 2019
EDHEC Business School, BI Norwegian Business School, Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 228 (159,565)

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Active management, Collateralized loan obligations (CLOs), Market efficiency, Structured finance, Syndicated loans

5.

Life After LIBOR

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 06 Jun 2019 Last Revised: 21 Oct 2020
Sven Klingler and Olav Syrstad
BI Norwegian Business School and Norges Bank
Downloads 163 (215,901)
Citation 1

Abstract:

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Benchmark Rates, Financial Regulation, Libor, Repo Rates, Collateral

6.

Diminishing Treasury Convenience Premiums: Effects of Dealers' Excess Demand in Auctions

Number of pages: 66 Posted: 13 Apr 2020 Last Revised: 24 Oct 2020
Sven Klingler and Suresh M. Sundaresan
BI Norwegian Business School and Columbia Business School - Finance and Economics
Downloads 126 (265,485)
Citation 2

Abstract:

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Convenience premium, Treasury auctions, tender-cover ratios, primary dealers, risk-free rates, OIS, VIX

7.

Cash Is Not King: Evidence from the Commercial Paper Market

Number of pages: 68 Posted: 13 Apr 2021
Sven Klingler, Olav Syrstad and Guillaume Vuillemey
BI Norwegian Business School, Norges Bank and HEC Paris
Downloads 9 (688,027)

Abstract:

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Cash, Commercial Paper, Adverse Selection, Disclosure, Window Dressing