Olav Syrstad

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 10,179

in Total Papers Citations

55

CROSSREF CITATIONS

68

Scholarly Papers (6)

1.
Downloads 1,330 ( 19,074)
Citation 29

Covered Interest Parity Arbitrage

Number of pages: 101 Posted: 05 Dec 2016 Last Revised: 02 Jul 2020
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank
Downloads 1,054 (26,527)
Citation 21

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Covered Interest Parity, Money Market Segmentation, Funding Liquidity Risk Premia, FX Swap Market, US 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
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank
Downloads 192 (201,032)
Citation 14

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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
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank
Downloads 80 (387,467)

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

Covered Interest Parity Arbitrage

Number of pages: 105 Posted: 01 Apr 2019
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank
Downloads 4 (805,829)
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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 Norges Bank
Downloads 234 (167,977)
Citation 2

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

3.

Covered Interest Parity in long-dated securities

Number of pages: 57 Posted: 23 Jun 2020 Last Revised: 18 Nov 2020
Olav Syrstad
Norges Bank
Downloads 51 (485,931)

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

4.

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 Norges Bank
Downloads 45 (511,988)
Citation 1

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

5.

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

WBS Finance Group Research Paper
Number of pages: 56 Posted: 28 Oct 2020 Last Revised: 30 Nov 2020
Olav Syrstad and Ganesh Viswanath-Natraj
Norges Bank and Warwick Business School
Downloads 38 (540,719)

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

6.

Cash is Not King: Evidence from the Commercial Paper Market

Number of pages: 70 Posted: 14 May 2021
BI Norwegian Business School, Norges Bank and HEC Paris
Downloads 1 (802,064)
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