Ansattprofil

Olav Syrstad

Førsteamanuensis

Institutt for finans

Bilde av Olav Syrstad

Biografi

Olav Syrstad earned his Phd. from Norwegian School of Economics and Business Administration in 2021. He served in various roles at the Central Bank of Norway (Norges Bank) from 2008 to 2023, including a oner-year secondment to the Swiss National Bank's markets department in 2012. In 2023, he joined BI Norwegian Business School. His research focuses on empirical asset pricing, banking and monetary economics.

Publikasjoner

Viser 5 av 5 publikasjon(er)

Artikkel Sven Klingler, Olav Syrstad (2024)

The SOFR discount

Journal of Financial Economics 164 Doi: https://doi.org/10.1016/j.jfineco.2024.103989

Artikkel Dagfinn Rime, Andreas Schrimpf, Olav Syrstad (2022)

Covered Interest Parity Arbitrage

The Review of financial studies Doi: https://doi.org/10.1093/rfs/hhac026

Artikkel Olav Syrstad, Ganesh Viswanath-Natraj (2022)

Price-setting in the foreign exchange swap market: Evidence from order flow

Journal of Financial Economics 146(1) s. 119-142 Doi: https://doi.org/10.1016/j.jfineco.2022.07.004

Artikkel Sven Klingler, Olav Syrstad (2021)

Life After Libor

Journal of Financial Economics 141(2) s. 783-801 Doi: https://doi.org/10.1016/j.jfineco.2021.04.017

Artikkel Gisle James Natvik, Dagfinn Rime, Olav Syrstad (2020)

Does publication of interest rate paths provide guidance?

Journal of International Money and Finance Doi: https://doi.org/10.1016/j.jimonfin.2019.102123

Viser 1 av 1 publikasjon(er)

Konferanseforedrag Elizaveta Sizova, Olav Syrstad, Ingebjørg Hansen Sævareid (2024)

Rebalancing of Currency Hedging and the Impact on Exchange Rates

IFABS 2024 Shanghai Conference

Akademisk grad
År Akademisk institusjon Grad
2021 Norwegian School of Economics and Business Administration (NHH) Doctor Philos