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Details about Jacob Gyntelberg

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Postal address:Nordea Grønjordsvej 10, F2 2300 Copenhagen S Denmark
Workplace:Økonomisk Institut (Department of Economics), Københavns Universitet (University of Copenhagen), (more information at EDIRC)

Access statistics for papers by Jacob Gyntelberg.

Last updated 2020-04-16. Update your information in the RePEc Author Service.

Short-id: pgy10


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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 Downloads View citations (2)

2015

  1. Private information, capital flows, and exchange rates
    Working Papers, Swiss National Bank Downloads View citations (1)
    Also in IMF Working Papers, International Monetary Fund (2012) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2018)

2013

  1. Intraday dynamics of euro area sovereign CDS and bonds
    BIS Working Papers, Bank for International Settlements Downloads View citations (19)

2012

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

2009

  1. International portfolio rebalancing and exchange rate fluctuations in Thailand
    BIS Working Papers, Bank for International Settlements Downloads View citations (11)
  2. Private information, stock markets, and exchange rates
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)
    Also in Working Papers, Monetary Policy Group, Bank of Thailand (2009) Downloads View citations (5)

    See also Chapter (2010)
  3. Subjective Expected Utility Theory with “Small Worlds”
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
  4. The Asian crisis: what did local stock markets expect?
    Working Papers, BBVA Bank, Economic Research Department Downloads
    Also in BIS Working Papers, Bank for International Settlements (2008) Downloads

2007

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

2005

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

1999

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

Journal Articles

2019

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

2018

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

2014

  1. Exchange rate fluctuations and international portfolio rebalancing
    Emerging Markets Review, 2014, 18, (C), 34-44 Downloads View citations (7)

2013

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

2011

  1. FX strategies in periods of distress
    BIS Quarterly Review, 2011 Downloads View citations (8)

2009

  1. Central counterparties for over-the-counter derivatives
    BIS Quarterly Review, 2009 Downloads View citations (29)

2008

  1. Interbank rate fixings during the recent turmoil
    BIS Quarterly Review, 2008 Downloads View citations (33)

2007

  1. Developing Asia Pacific Non-government Fixed Income Markets
    SBP Research Bulletin, 2007, 3, 7-26 Downloads
  2. Risk in carry trades: a look at target currencies in Asia and the Pacific
    BIS Quarterly Review, 2007 Downloads View citations (38)

2006

  1. Forward currency markets in Asia: lessons from the Australian experience
    BIS Quarterly Review, 2006 Downloads View citations (26)
  2. Securitisation in Asia and the Pacific: implications for liquidity and credit risks
    BIS Quarterly Review, 2006 Downloads View citations (14)
  3. The role of government-supported housing finance agencies in Asia
    BIS Quarterly Review, 2006 Downloads View citations (16)

2005

  1. CDS index tranches and the pricing of credit risk correlations
    BIS Quarterly Review, 2005 Downloads View citations (27)
  2. Corporate bond markets in Asia
    BIS Quarterly Review, 2005 Downloads View citations (20)

2004

  1. The Danish mortgage market
    BIS Quarterly Review, 2004 Downloads View citations (10)

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 Downloads
    See also Working Paper (2009)

2006

  1. Developing corporate bond markets in Asia
    A chapter in Developing corporate bond markets in Asia, 2006, vol. 26, pp 13-21 Downloads View citations (11)
 
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