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Author

Olav Syrstad

Observed name: Syrstad, Olav
ORCID: 0000-0003-2453-013X
Observed ORCID: 0000-0003-2453-013X
OpenAlex ID: A5040355123
Covered Interest Parity Arbitrage
2022 · Dagfinn Rime, Andreas Schrimpf, et al. · Review of Financial Studies · 92
Segmented Money Markets and Covered Interest Parity Arbitrage
2017 · Dagfinn Rime, Andreas Schrimpf, et al. · SSRN Electronic Journal · 76
Burying LIBOR
2019 · Sven Klingler, Olav Syrstad · Journal of Financial Economics · 65
Segmented Money Markets and Covered Interest Parity Arbitrage
2017 · Dagfinn Rime, Andreas Schrimpf, et al. · SSRN Electronic Journal · 18
Does publication of interest rate paths provide guidance?
2019 · Gisle J. Natvik, Dagfinn Rime, et al. · Journal of International Money and Finance · 15
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Price-setting in the foreign exchange swap market: Evidence from order flow
2022 · Olav Syrstad, Ganesh Viswanath-Natraj · Journal of Financial Economics · 13
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The financial crisis in Norway: effects on financial markets and measures taken
2009 · Tom Bernhardsen, Arne Kloster, et al. · Financial markets and portfolio management · 7
The SOFR discount
2024 · Sven Klingler, Olav Syrstad · Journal of Financial Economics · 6
The Daily Liquidity Effect in a Floor System – Empirical Evidence from the Norwegian Market
2013 · Olav Syrstad · SSRN Electronic Journal · 5
The Impact of the Term Auction Facility on the Liquidity Risk Premium and Unsecured Interbank Spreads
2014 · Olav Syrstad · SSRN Electronic Journal · 4
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Risk Premiums in NIBOR and Other Countries’ Interbank Lending Rates
2012 · Tom Bernhardsen, Arne Kloster, et al. · BIBSYS Brage (BIBSYS (Norway)) · 3
Covered Interest Parity in long-dated securities
2020 · Olav Syrstad · RePEc: Research Papers in Economics · 2
Nibor, Libor and Euribor - all IBORs, but different
2019 · Arne Kloster, Olav Syrstad · BIBSYS Brage (BIBSYS (Norway)) · 1
Does Publication of Interest Rate Paths Provide Guidance
2019 · Gisle James Natvik, Dagfinn Rime, et al. · RePEc: Research Papers in Economics · 1
The last days of LIBOR
2026 · Matthias Fleckenstein, Sven Klingler, et al. · Journal of Empirical Finance
Triangular Pure Parity Deviations
2026 · Ljubica Georgievska, Benjamin Karner, et al. · SSRN Electronic Journal
Rebalancing of Currency Hedging and the Impact on Exchange Rates *
2025 · Elizaveta Sizova, Olav Syrstad, et al. · SSRN Electronic Journal
Benchmark Interest Rates in the SOFR Era
2025 · Matthias Fleckenstein, Sven Klingler, et al. · SSRN Electronic Journal
The Corporate Real Effects of CIP Deviations
2023 · Filippo Ippolito, Ragnar Juelsrud, et al. · SSRN Electronic Journal
Replication Data for: "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
2022 · Rime, Dagfinn, Schrimpf, Andreas, et al. · Harvard Dataverse
Disclosing the Undisclosed: Commercial Paper as Hidden Liquidity Buffer
2021 · Sven Klingler, Olav Syrstad · SSRN Electronic Journal
Bond market fire sales and turbulence in the Norwegian FX market in March 2020
2021 · Ragna Alstadheim, Kjell Bjørn Nordal, et al. · Econstor (Econstor)
Does Covered Interest Parity Hold in Long-Dated Securities?
2020 · Olav Syrstad · SSRN Electronic Journal
Does Publication of Interest Rate Paths Provide Guidance?
2018 · Gisle James James Natvik, Dagfinn Rime, et al. · SSRN Electronic Journal
Alternative virkemidler i pengepolitikken - den nødvendige monetære økosirk
2016 · Tom Bernhardsen, Arne Kloster, et al. · BIBSYS Brage (BIBSYS (Norway))
Works count: 41
Citation count: 308
H-index: 7
I10-index: 6
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