Olav Syrstad

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 7,285

in Total Papers Citations

153

CROSSREF CITATIONS

86

Scholarly Papers (8)

1.
Downloads 2,071 (14,507)
Citation 52

Covered Interest Parity Arbitrage

Review of Financial Studies (forthcoming)
Number of pages: 116 Posted: 05 Dec 2016 Last Revised: 11 Jan 2022
Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and BI Norwegian Business School
Downloads 1,579 (21,731)
Citation 25

Abstract:

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Covered interest parity; Money market segmentation; Funding liquidity; FX swap market; U.S. dollar funding

Segmented Money Markets and Covered Interest Parity Arbitrage

Norges Bank Working Paper 15/17; ISBN: 978-82-7553-995-1
Number of pages: 75 Posted: 24 Oct 2017
Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and BI Norwegian Business School
Downloads 364 (152,579)
Citation 21

Abstract:

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Covered Interest Parity; Money Market Segmentation; Funding Liquidity Premia; FX Swap Market; U.S. Dollar Funding

Segmented Money Markets and Covered Interest Parity Arbitrage

BIS Working Paper No. 651
Number of pages: 81 Posted: 12 Jul 2017
Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and BI Norwegian Business School
Downloads 124 (420,000)

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Covered interest parity, money market segmentation, funding liquidity premia, FX swap market, U.S. dollar funding

Covered Interest Parity Arbitrage

CEPR Discussion Paper No. DP13637
Number of pages: 105 Posted: 01 Apr 2019
Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and BI Norwegian Business School
Downloads 4 (1,151,149)
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Covered Interest Parity, Funding Liquidity Premia, FX Swap Market, U.S. Dollar Funding

2.

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 BI Norwegian Business School
Downloads 402 (138,001)
Citation 2

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

3.

The SOFR Discount

Number of pages: 70 Posted: 12 Jul 2022 Last Revised: 23 Feb 2024
Sven Klingler and Olav Syrstad
BI Norwegian Business School and BI Norwegian Business School
Downloads 244 (232,878)

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Benchmark rates, floating rates, financial regulation, Libor, SOFR

4.

Price-Setting in the Foreign Exchange Swap Market: Evidence from Order Flow

WBS Finance Group Research Paper , Journal of Financial Economics (JFE), Vol. 146, No. 1, 2022
Number of pages: 70 Posted: 28 Oct 2020 Last Revised: 13 Nov 2023
Olav Syrstad and Ganesh Viswanath-Natraj
BI Norwegian Business School and Warwick Business School
Downloads 203 (277,092)
Citation 4

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interest rate parity, exchange rates, currency swaps, order flow, dollar funding

Disclosing the Undisclosed: Commercial Paper as Hidden Liquidity Buffer

Number of pages: 65 Posted: 10 Mar 2022
Sven Klingler and Olav Syrstad
BI Norwegian Business School and BI Norwegian Business School
Downloads 160 (341,896)

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Commercial paper, balance sheet management, disclosure, cash management, window dressing

Cash is Not King: Evidence from the Commercial Paper Market

CEPR Discussion Paper No. DP16043
Number of pages: 70 Posted: 14 May 2021
BI Norwegian Business School, BI Norwegian Business School and HEC Paris
Downloads 1 (1,177,700)
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6.

Covered Interest Parity in long-dated securities

Number of pages: 57 Posted: 23 Jun 2020 Last Revised: 18 Nov 2020
Olav Syrstad
BI Norwegian Business School
Downloads 133 (396,774)

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Covered Interest Parity, FX-swaps, Libor, Corporate bonds, Arbitrage, Securities Lending

7.

Does Publication of Interest Rate Paths Provide Guidance?

Journal of International Money and Finance, Volume 103, May 2020, 102123.
Number of pages: 42 Posted: 05 Dec 2018 Last Revised: 19 Jun 2020
BI Norwegian Business School - Department of Economics, BI Norwegian Business School and BI Norwegian Business School
Downloads 86 (538,847)
Citation 1

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monetary policy, interest rate paths, forward guidance, high-frequency data, forecasts

8.

The Corporate Real Effects of CIP Deviations

Number of pages: 40 Posted: 29 Nov 2023 Last Revised: 01 Apr 2024
Universitat Pompeu Fabra - Faculty of Economic and Business SciencesBarcelona Graduate School of Economics, Norges Bank, ESSEC Business School, Imperial College London and BI Norwegian Business School
Downloads 68 (616,052)

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CIP deviations, bank lending channel, global banks