Olav Syrstad

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

7

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Top 30,269

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2,473

SSRN CITATIONS
Rank 9,336

SSRN RANKINGS

Top 9,336

in Total Papers Citations

53

CROSSREF CITATIONS

82

Scholarly Papers (7)

1.
Downloads 1,772 ( 14,417)
Citation 32

Covered Interest Parity Arbitrage

Review of Financial Studies (forthcoming)
Number of pages: 116 Posted: 05 Dec 2016 Last Revised: 11 Jan 2022
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank
Downloads 1,434 (19,533)
Citation 21

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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
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank
Downloads 236 (188,728)
Citation 16

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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 98 (386,378)

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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
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank
Downloads 4 (933,865)
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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 303 (147,303)
Citation 2

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

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 Norges Bank
Downloads 115 (346,140)

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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, Norges Bank and HEC Paris
Downloads 1 (979,465)
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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: 11 Aug 2022
Olav Syrstad and Ganesh Viswanath-Natraj
Norges Bank and Warwick Business School
Downloads 107 (361,869)

Abstract:

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

5.

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 79 (437,212)

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

6.

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 52 (539,317)
Citation 1

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

7.

Benchmark Transition Spreads

Number of pages: 33 Posted: 12 Jul 2022
Sven Klingler and Olav Syrstad
BI Norwegian Business School and Norges Bank
Downloads 44 (577,713)

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