Jacob Gyntelberg

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Eli RemolonaBangko Sentral ng PilipinasVerified email at bsp.gov.ph
Peter HördahlBank for International SettlementsVerified email at bis.org
Tientip SubhanijChulalongkorn UniveristyVerified email at chula.ac.th
Mico LoretanEconomic Advisor, Swiss National BankVerified email at snb.ch
Ingo FenderBank for International Settlements (BIS), Banking Department, Basel, SwitzerlandVerified email at bis.org
Kristyna TersProfessor of Credit Risk and Finance, FHNW, School of Business, Institute for FinanceVerified email at fhnw.ch
Stephen CecchettiBrandeis UniversityVerified email at brandeis.edu
Patrick McGuireBank for International Settlements (BIS)Verified email at bis.org
Jens Dick-NielsenCopenhagen Business SchoolVerified email at cbs.dk
Frank HansenProfessor emeritus, Copenhagen UniversityVerified email at math.ku.dk
Christian UpperBank for International SettlementVerified email at bis.org
Andreas SchrimpfBank for International SettlementsVerified email at bis.org
Camilo E. TovarInternational Monetary FundVerified email at imf.org
Michael R KingGustavson Business School, Univ of VictoriaVerified email at uvic.ca
Alicia Garcia HerreroSenior Research Fellow Bruegel, Adjunct Professor at HKUSTVerified email at bruegel.org
Andrea TeseiProfessor of Economics, Queen Mary University of London and CEPRVerified email at qmul.ac.uk
Nicholas VauseBank of EnglandVerified email at bankofengland.co.uk

Jacob Gyntelberg

University of Copenhagen and Jyske Bank

Verified email at ku.dk

Banking and Finance International Economics Mathematical Economics


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Central counterparties for over-the-counter derivatives SG Cecchetti, J Gyntelberg, M Hollanders BIS Quarterly Review, September, 2009	145	2009
CDS index tranches and the pricing of credit risk correlations JD Amato, J Gyntelberg BIS Quarterly Review, March, 2005	141	2005
Interbank rate fixings during the recent turmoil J Gyntelberg, PD Wooldridge BIS Quarterly Review, March, 2008	132	2008
Risk in carry trades: a look at target currencies in Asia and the Pacific J Gyntelberg, EM Remolona BIS Quarterly Review, December, 2007	131	2007
Overview: global financial crisis spurs unprecedented policy actions I Fender, J Gyntelberg BIS Quarterly Review 13 (4), 1-24, 2008	74	2008
The Danish mortgage market A Frankel, J Gyntelberg, K Kjeldsen, M Persson BIS Quarterly Review 19, 95-109, 2004	69	2004
Intraday dynamics of euro area sovereign CDS and bonds J Gyntelberg, P Hördahl, K Ters, J Urban BIS working paper, 2013	67	2013
Corporate bond markets in Asia J Gyntelberg, G Ma, EM Remolona BIS Quarterly Review, December, 2005	55	2005
Forward currency markets in Asia: lessons from the Australian experience G Debelle, J Gyntelberg, M Plumb BIS Quarterly Review, 53-64, 2006	51	2006
The role of government-supported housing finance agencies in Asia EHP Chan, MRL Davies, J Gyntelberg BIS Quarterly Review, December, 2006	39	2006
Securitisation in Asia and the Pacific: implications for liquidity and credit risks J Gyntelberg, EM Remolona BIS Quarterly Review, June, 2006	38	2006
Developing Corporate Bond Markets in Asia J Gyntelberg, G Ma, E Remolona Developing Corporate Bond Markets in Asia,” BIS Developing Corporate Bond …, 2006	38	2006
International portfolio rebalancing and exchange rate fluctuations in Thailand J Gyntelberg, M Loretan, T Subhanij, EHP Chan BIS Working Paper, 2009	32	2009
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets J Gyntelberg, P Hördahl, K Ters, J Urban BIS working paper, 2017	30	2017
Price discovery in euro area sovereign credit markets and the ban on naked CDS J Gyntelberg, P Hördahl, K Ters, J Urban Journal of Banking & Finance 96, 106-125, 2018	29	2018
Liquidity in government versus covered bond markets J Dick-Nielsen, J Gyntelberg, T Sangill BIS Working Paper, 2012	29	2012
FX strategies in periods of distress J Gyntelberg, A Schrimpf BIS Quarterly Review, December, 2011	29	2011
Liquidity of Danish Government and Covered Bonds – Before, During and After the Financial Crisis – Preliminary Findings BV Buchholst, J Gyntelberg, T Sangill Danmarks Nationalbank, 2010	29	2010
The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts J Dick-Nielsen, J Gyntelberg, C Thimsen The Journal of Finance 77 (5), 2577-2611, 2022	27	2022
Private information, capital flows, and exchange rates J Gyntelberg, M Loretan, T Subhanij Journal of International Money and Finance 81, 40-55, 2018	26	2018

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