Research

The SOFR Discount, with Sven Klingler, Journal of Financial Economics, 164, 2024

Covered Interest Parity Arbitrage, with Dagfinn Rime and Andreas Schrimpf, The Review of Financial Studies, 35(11), 2022

Price-setting in the Foreign Exchange Swap Market: Evidence from Order Flow, with Ganesh Viswanath-Natraj, Journal of Financial Economics, 146(1), 2022

Life After Libor, with Sven Klingler, Journal of Financial Economics, 141(2), 2021

Does Publication of Interest Rate Paths Provide Guidance?, with Gisle James Natvik and Dagfinn Rime, Journal of International Money and Finance, 103, 2020

The financial crisis in Norway: effects on financial markets and measures taken, with Tom Bernhardsen, Arne Kloster and Elisabeth Smith, Financial Market Portfolio Management, 23(4), 2009 

The Impact of the Term Auction Facility on the Liquidity Risk Premium and Unsecured Interbank Spreads

Derivatives in the Post-Libor Era, with Sven Klingler and Mathias Fleckenstein

Last Days of Libor, with Sven Klingler and Mathias Fleckenstein

Rebalancing FX hedging ratios and the effect on exchange rates, with Elizaveta Sizova and Ingebjørg Hansen  

Disclosing the undisclosed – Commercial paper as hidden liquidity buffer, with Klingler, Norges Bank Working Paper Series 

Covered Interest Parity in long-dated securities, Norges Bank Working Paper Series 

Virkemidler i pengepolitikken (Monetary policy instruments), with Tom Bernhardsen and Arne Kloster, Samfunnsøknomen Nr 4, 2017 (in Norwegian only) 

Alternative virkemidler i pengepolitikken – den nødvendige monetære økosirk (Alternative monetary policy instruments – the necessary monetary ecosystem), with Bernhardsen and Kloster, Staff Memo Norges Bank (in Norwegian only)

Norges Bank’s endogenous interest rate path and its impact on market interest rate expectations, with Dagfinn Rime, Staff Memo Norges Bank 

NIBOR- en norsk rente? (NIBOR – a Norwegian interest rate?), with Bernhardsen and Kloster, Actual commentaries Norges Bank (in Norwegian only) 

The Impact of the Term Auction Facility on the US Liquidity Risk Premium and Unsecured Interbank Spreads, Norges Bank Working Paper Series 

The daily liquidity effect in a floor system – Empirical evidence from the Norwegian market, Norges Bank Working Paper Series 

Risk premiums in NIBOR and other countries’ interbank lending rates, with Bernhardsen and Kloster, Staff Memo Norges Bank 

Systemer for likviditetsstyring; oppbygging og prinsipper (Liquidity management frameworks; structure and principles), Staff Memo Norges Bank (in Norwegian only)