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
Jump to Journal Articles Chapters
Working Papers
2017
- 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
- 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
- Intraday dynamics of euro area sovereign CDS and bonds
BIS Working Papers, Bank for International Settlements View citations (39)
2012
- Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand
IMF Working Papers, International Monetary Fund View citations (1)
- Liquidity in Government versus Covered Bond Markets
BIS Working Papers, Bank for International Settlements View citations (10)
2009
- International portfolio rebalancing and exchange rate fluctuations in Thailand
BIS Working Papers, Bank for International Settlements View citations (15)
- Private information, stock markets, and exchange rates
BIS Working Papers, Bank for International Settlements View citations (11)
Also in Working Papers, Monetary Policy Group, Bank of Thailand (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)
- Subjective Expected Utility Theory with “Small Worlds”
Discussion Papers, University of Copenhagen. Department of Economics
- 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
- Housing finance agencies in Asia
BIS Working Papers, Bank for International Settlements View citations (1)
2005
- 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
- Ownership Structure as a Signal of Managerial Ability
Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
Journal Articles
2022
- The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts
Journal of Finance, 2022, 77, (5), 2577-2611 View citations (4)
2019
- Highly Liquid Mortgage Bonds Using the Match Funding Principle
Quarterly Journal of Finance (QJF), 2019, 10, (01), 1-37
2018
- 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 (12)
- 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
- Exchange rate fluctuations and international portfolio rebalancing
Emerging Markets Review, 2014, 18, (C), 34-44 View citations (12)
2013
- The OTC interest rate derivatives market in 2013
BIS Quarterly Review, 2013 View citations (4)
2011
- FX strategies in periods of distress
BIS Quarterly Review, 2011 View citations (9)
2009
- Central counterparties for over-the-counter derivatives
BIS Quarterly Review, 2009 View citations (36)
2008
- Interbank rate fixings during the recent turmoil
BIS Quarterly Review, 2008 View citations (53)
2007
- Developing Asia Pacific Non-government Fixed Income Markets
SBP Research Bulletin, 2007, 3, 7-26 View citations (2)
- Risk in carry trades: a look at target currencies in Asia and the Pacific
BIS Quarterly Review, 2007 View citations (44)
2006
- Forward currency markets in Asia: lessons from the Australian experience
BIS Quarterly Review, 2006 View citations (30)
- Securitisation in Asia and the Pacific: implications for liquidity and credit risks
BIS Quarterly Review, 2006 View citations (14)
- The role of government-supported housing finance agencies in Asia
BIS Quarterly Review, 2006 View citations (18)
2005
- CDS index tranches and the pricing of credit risk correlations
BIS Quarterly Review, 2005 View citations (35)
- Corporate bond markets in Asia
BIS Quarterly Review, 2005 View citations (29)
2004
- The Danish mortgage market
BIS Quarterly Review, 2004 View citations (17)
Chapters
2010
- 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, Bank for International Settlements (2009) View citations (11) (2009)
2006
- Developing corporate bond markets in Asia
A chapter in Developing corporate bond markets in Asia, 2006, vol. 26, pp 13-21 View citations (14)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|