Details about Jacob Gyntelberg

Access statistics for papers by Jacob Gyntelberg.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pgy10

Working Papers

2017

1. Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets
   BIS Working Papers, Bank for International Settlements View citations (8)

2015

2. Private information, capital flows, and exchange rates
   Working Papers, Swiss National Bank View citations (2)
   Also in IMF Working Papers, International Monetary Fund (2012) View citations (4)
   See also Journal Article Private information, capital flows, and exchange rates, Journal of International Money and Finance, Elsevier (2018) View citations (10) (2018)

2013

3. Intraday dynamics of euro area sovereign CDS and bonds
   BIS Working Papers, Bank for International Settlements View citations (39)

2012

4. Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand
   IMF Working Papers, International Monetary Fund View citations (1)
5. Liquidity in Government versus Covered Bond Markets
   BIS Working Papers, Bank for International Settlements View citations (10)

2009

6. International portfolio rebalancing and exchange rate fluctuations in Thailand
   BIS Working Papers, Bank for International Settlements View citations (15)
7. Private information, stock markets, and exchange rates
   Working Papers, Monetary Policy Group, Bank of Thailand View citations (11)
   Also in BIS Working Papers, Bank for International Settlements (2009) View citations (11)
   See also Chapter Private information, stock markets, and exchange rates, BIS Papers chapters, Bank for International Settlements (2010) View citations (2) (2010)
8. Subjective Expected Utility Theory with “Small Worlds”
   Discussion Papers, University of Copenhagen. Department of Economics
9. The Asian crisis: what did local stock markets expect?
   Working Papers, BBVA Bank, Economic Research Department
   Also in BIS Working Papers, Bank for International Settlements (2008) View citations (1)

2007

10. Housing finance agencies in Asia
    BIS Working Papers, Bank for International Settlements View citations (1)

2005

11. Expected utility theory with ”small worlds”
    Discussion Papers, University of Copenhagen. Department of Economics View citations (4)
    Also in FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit (2004) View citations (3)

1999

12. Ownership Structure as a Signal of Managerial Ability
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)

Journal Articles

2022

1. The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts
   Journal of Finance, 2022, 77, (5), 2577-2611 View citations (5)

2019

2. Highly Liquid Mortgage Bonds Using the Match Funding Principle
   Quarterly Journal of Finance (QJF), 2019, 10, (01), 1-37

2018

3. Price discovery in euro area sovereign credit markets and the ban on naked CDS
   Journal of Banking & Finance, 2018, 96, (C), 106-125 View citations (13)
4. Private information, capital flows, and exchange rates
   Journal of International Money and Finance, 2018, 81, (C), 40-55 View citations (10)
   See also Working Paper Private information, capital flows, and exchange rates, Working Papers (2015) View citations (2) (2015)

2014

5. Exchange rate fluctuations and international portfolio rebalancing
   Emerging Markets Review, 2014, 18, (C), 34-44 View citations (12)

2013

6. The OTC interest rate derivatives market in 2013
   BIS Quarterly Review, 2013 View citations (4)

2011

7. FX strategies in periods of distress
   BIS Quarterly Review, 2011 View citations (9)

2009

8. Central counterparties for over-the-counter derivatives
   BIS Quarterly Review, 2009 View citations (36)

2008

9. Interbank rate fixings during the recent turmoil
   BIS Quarterly Review, 2008 View citations (53)

2007

10. Developing Asia Pacific Non-government Fixed Income Markets
    SBP Research Bulletin, 2007, 3, 7-26 View citations (2)
11. Risk in carry trades: a look at target currencies in Asia and the Pacific
    BIS Quarterly Review, 2007 View citations (44)

2006

12. Forward currency markets in Asia: lessons from the Australian experience
    BIS Quarterly Review, 2006 View citations (30)
13. Securitisation in Asia and the Pacific: implications for liquidity and credit risks
    BIS Quarterly Review, 2006 View citations (14)
14. The role of government-supported housing finance agencies in Asia
    BIS Quarterly Review, 2006 View citations (18)

2005

15. CDS index tranches and the pricing of credit risk correlations
    BIS Quarterly Review, 2005 View citations (35)
16. Corporate bond markets in Asia
    BIS Quarterly Review, 2005 View citations (29)

2004

17. The Danish mortgage market
    BIS Quarterly Review, 2004 View citations (17)

Chapters

2010

1. Private information, stock markets, and exchange rates
   A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 186-210 View citations (2)
   See also Working Paper Private information, stock markets, and exchange rates, Monetary Policy Group, Bank of Thailand (2009) View citations (11) (2009)

2006

2. Developing corporate bond markets in Asia
   A chapter in Developing corporate bond markets in Asia, 2006, vol. 26, pp 13-21 View citations (14)