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Jacob Gyntelberg

Personal Details

First Name:Jacob
Middle Name:
Last Name:Gyntelberg
Suffix:
RePEc Short-ID:pgy10
Nordea Grønjordsvej 10, F2 2300 Copenhagen S Denmark
Terminal Degree:2000 Økonomisk Institut; Københavns Universitet (from RePEc Genealogy)

Affiliation

Økonomisk Institut
Københavns Universitet

København, Denmark
http://www.econ.ku.dk/
RePEc:edi:okokudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Jacob Gyntelberg & Peter Hördahl & Kristyna Ters & Jörg Urban, 2017. "Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets," BIS Working Papers 631, Bank for International Settlements.
  2. Jacob Gyntelberg & Dr. Mico Loretan & Tientip Subhanij, 2015. "Private information, capital flows, and exchange rates," Working Papers 2015-12, Swiss National Bank.
  3. Jacob Gyntelberg & Peter Hördahl & Kristyna Ters & Jörg Urban, 2013. "Intraday dynamics of euro area sovereign CDS and bonds," BIS Working Papers 423, Bank for International Settlements.
  4. Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand," IMF Working Papers 2012/214, International Monetary Fund.
  5. Jens Dick-Nielsen & Jacob Gyntelberg & Thomas Sangill, 2012. "Liquidity in Government versus Covered Bond Markets," BIS Working Papers 392, Bank for International Settlements.
  6. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "International portfolio rebalancing and exchange rate fluctuations in Thailand," BIS Working Papers 287, Bank for International Settlements.
  7. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
  8. Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008. "The Asian crisis: what did local stock markets expect?," BIS Working Papers 261, Bank for International Settlements.
  9. Michael Davies & Jacob Gyntelberg & Eric Chan, 2007. "Housing finance agencies in Asia," BIS Working Papers 241, Bank for International Settlements.
  10. Jacob Gyntelberg & Frank Hansen, 2004. "Expected utility theory with ”small worlds”," Discussion Papers 04-20, University of Copenhagen. Department of Economics, revised Jan 2005.
  11. Jacob Gyntelberg & Frank Hansen, 2004. "Subjective Expected Utility Theory with “Small Worlds”," Discussion Papers 09-26, University of Copenhagen. Department of Economics, revised Dec 2009.
  12. Jacob Gyntelberg & Søren Kyhl, 1999. "Ownership Structure as a Signal of Managerial Ability," Discussion Papers 99-17, University of Copenhagen. Department of Economics.

Articles

  1. Jens Dick‐Nielsen & Jacob Gyntelberg & Christoffer Thimsen, 2022. "The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts," Journal of Finance, American Finance Association, vol. 77(5), pages 2577-2611, October.
  2. Jens Dick-Nielsen & Jacob Gyntelberg, 2019. "Highly Liquid Mortgage Bonds Using the Match Funding Principle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-37, December.
  3. Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg, 2018. "Price discovery in euro area sovereign credit markets and the ban on naked CDS," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 106-125.
  4. Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018. "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 40-55.
  5. Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip & Chan, Eric, 2014. "Exchange rate fluctuations and international portfolio rebalancing," Emerging Markets Review, Elsevier, vol. 18(C), pages 34-44.
  6. Jacob Gyntelberg & Christian Upper, 2013. "The OTC interest rate derivatives market in 2013," BIS Quarterly Review, Bank for International Settlements, December.
  7. Jacob Gyntelberg & Andreas Schrimpf, 2011. "FX strategies in periods of distress," BIS Quarterly Review, Bank for International Settlements, December.
  8. Stephen G Cecchetti & Jacob Gyntelberg & Marc Hollanders, 2009. "Central counterparties for over-the-counter derivatives," BIS Quarterly Review, Bank for International Settlements, September.
  9. Jacob Gyntelberg & Philip Wooldridge, 2008. "Interbank rate fixings during the recent turmoil," BIS Quarterly Review, Bank for International Settlements, March.
  10. Jacob Gyntelberg & Eli M Remolona, 2007. "Risk in carry trades: a look at target currencies in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, December.
  11. Jacob Gyntelberg, 2007. "Developing Asia Pacific Non-government Fixed Income Markets," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 7-26.
  12. Jacob Gyntelberg & Eli M Remolona, 2006. "Securitisation in Asia and the Pacific: implications for liquidity and credit risks," BIS Quarterly Review, Bank for International Settlements, June.
  13. Guy Debelle & Jacob Gyntelberg & Michael Plumb, 2006. "Forward currency markets in Asia: lessons from the Australian experience," BIS Quarterly Review, Bank for International Settlements, September.
  14. Eric Chan & Michael Davies & Jacob Gyntelberg, 2006. "The role of government-supported housing finance agencies in Asia," BIS Quarterly Review, Bank for International Settlements, December.
  15. Jacob Gyntelberg & Guonan Ma & Eli M Remolona, 2005. "Corporate bond markets in Asia," BIS Quarterly Review, Bank for International Settlements, December.
  16. Jeffery D Amato & Jacob Gyntelberg, 2005. "CDS index tranches and the pricing of credit risk correlations," BIS Quarterly Review, Bank for International Settlements, March.
  17. Allen Frankel & Jacob Gyntelberg & Kristian Kjeldsen & Mattias Persson, 2004. "The Danish mortgage market," BIS Quarterly Review, Bank for International Settlements, March.

Chapters

  1. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010. "Private information, stock markets, and exchange rates," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210, Bank for International Settlements.
  2. Jacob Gyntelberg & Guonan Ma & Eli Remolona, 2006. "Developing corporate bond markets in Asia," BIS Papers chapters, in: Bank for International Settlements (ed.), Developing corporate bond markets in Asia, volume 26, pages 13-21, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-SEA: South East Asia (5) 2008-02-02 2008-09-29 2009-03-07 2009-09-05 2015-11-15. Author is listed
  2. NEP-FIN: Finance (2) 2004-11-07 2004-11-22
  3. NEP-FMK: Financial Markets (2) 2008-09-29 2013-09-24
  4. NEP-IFN: International Finance (2) 2009-03-07 2009-09-05
  5. NEP-MST: Market Microstructure (2) 2009-03-07 2017-05-07
  6. NEP-CBA: Central Banking (1) 2009-03-07
  7. NEP-CTA: Contract Theory and Applications (1) 2009-03-07
  8. NEP-EEC: European Economics (1) 2013-09-24
  9. NEP-OPM: Open Economy Macroeconomics (1) 2015-11-15
  10. NEP-UPT: Utility Models and Prospect Theory (1) 2010-01-10
  11. NEP-URE: Urban and Real Estate Economics (1) 2008-02-02

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