Jacob Gyntelberg : Citation Profile


Are you Jacob Gyntelberg?

Københavns Universitet

11

H index

11

i10 index

297

Citations

RESEARCH PRODUCTION:

16

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 14
   Journals where Jacob Gyntelberg has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 8 (2.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgy10
   Updated: 2020-09-26    RAS profile: 2020-07-07    
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Relations with other researchers


Works with:

Hördahl, Peter (2)

Loretan, Mico (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jacob Gyntelberg.

Is cited by:

McCauley, Robert (13)

Ma, Guonan (10)

Packer, Frank (7)

Remolona, Eli (7)

Funke, Michael (7)

BORIO, Claudio (5)

Rime, Dagfinn (5)

Chen, Yu-Fu (4)

Metrick, Andrew (4)

SHIM, ILHYOCK (4)

MacDonald, Ronald (3)

Cites to:

Rime, Dagfinn (9)

Cheung, Yin-Wong (9)

Chinn, Menzie (9)

Remolona, Eli (7)

Fleming, Michael (7)

Mayordomo, Sergio (6)

Hau, Harald (6)

Garcia Pascual, Antonio (5)

Rey, Helene (5)

Cao, Huining (5)

Duffie, Darrell (4)

Main data


Where Jacob Gyntelberg has published?


Journals with more than one article published# docs
BIS Quarterly Review11

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements7
Discussion Papers / University of Copenhagen. Department of Economics3
IMF Working Papers / International Monetary Fund2

Recent works citing Jacob Gyntelberg (2020 and 2019)


YearTitle of citing document
2019Beyond LIBOR: a primer on the new benchmark rates. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903e.

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2019The evolution of OTC interest rate derivatives markets. (2019). Hardy, Bryan ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912i.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

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2020Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. (2020). Urban, Jorg ; Ters, Kristyna. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119300084.

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2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2020How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

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2019An enhanced decision support approach for learning and tracking derivative index. (2019). Wu, Desheng Dash. In: Omega. RePEc:eee:jomega:v:88:y:2019:i:c:p:63-76.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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2019Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model. (2019). Atukeren, Erdal ; Jang, Jae Young. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3603-:d:244413.

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2019A Guarantee – Does the Obligee Agree? A Risk Premium Decomposition of Sub-Sovereign Bond Spreads. (2019). Nordstrom, Martin ; Kruger, Niclas ; Knezevic, David. In: Working Papers. RePEc:hhs:oruesi:2019_012.

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2019The Malaysian Domestic Bond Market: Growing into its Rightful Role. (2019). Goh, Kim-Leng ; Lee, Meng-Wai ; Yap, Michael Meow-Chung. In: Capital Markets Review. RePEc:mfa:journl:v:27:y:2019:i:1:p:34-52.

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2019Integrity of Financial Benchmarks. (2019). Beres, Daniel. In: Financial and Economic Review. RePEc:mnb:finrev:v:18:y:2019:i:1:p:33-59.

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2019Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis. (2019). Schienle, Melanie ; Urban, Jorg ; Buse, Rebekka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201990.

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Works by Jacob Gyntelberg:


YearTitleTypeCited
2009The Asian crisis: what did local stock markets expect? In: Working Papers.
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paper0
2008The Asian crisis: what did local stock markets expect?.(2008) In: BIS Working Papers.
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This paper has another version. Agregated cites: 0
paper
2006Developing corporate bond markets in Asia In: BIS Papers chapters.
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chapter11
2010Private information, stock markets, and exchange rates In: BIS Papers chapters.
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chapter6
2009Private information, stock markets, and exchange rates.(2009) In: BIS Working Papers.
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This paper has another version. Agregated cites: 6
paper
2009Private information, stock markets, and exchange rates.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2004The Danish mortgage market In: BIS Quarterly Review.
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article9
2005CDS index tranches and the pricing of credit risk correlations In: BIS Quarterly Review.
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article26
2005Corporate bond markets in Asia In: BIS Quarterly Review.
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article20
2006Securitisation in Asia and the Pacific: implications for liquidity and credit risks In: BIS Quarterly Review.
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article12
2006Forward currency markets in Asia: lessons from the Australian experience In: BIS Quarterly Review.
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article26
2006The role of government-supported housing finance agencies in Asia In: BIS Quarterly Review.
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article15
2007Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review.
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article37
2008Interbank rate fixings during the recent turmoil In: BIS Quarterly Review.
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article34
2009Central counterparties for over-the-counter derivatives In: BIS Quarterly Review.
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article29
2011FX strategies in periods of distress In: BIS Quarterly Review.
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article8
2013The OTC interest rate derivatives market in 2013 In: BIS Quarterly Review.
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article4
2007Housing finance agencies in Asia In: BIS Working Papers.
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paper1
2009International portfolio rebalancing and exchange rate fluctuations in Thailand In: BIS Working Papers.
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paper11
2012Liquidity in Government versus Covered Bond Markets In: BIS Working Papers.
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paper6
2013Intraday dynamics of euro area sovereign CDS and bonds In: BIS Working Papers.
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paper20
2017Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets In: BIS Working Papers.
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paper2
2014Exchange rate fluctuations and international portfolio rebalancing In: Emerging Markets Review.
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article6
2018Price discovery in euro area sovereign credit markets and the ban on naked CDS In: Journal of Banking & Finance.
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article2
2018Private information, capital flows, and exchange rates In: Journal of International Money and Finance.
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article4
2012Private Information, Capital Flows, and Exchange Rates.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 4
paper
2015Private information, capital flows, and exchange rates.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2012Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand In: IMF Working Papers.
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paper0
2005Expected utility theory with ”small worlds” In: Discussion Papers.
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paper7
2004Expected Utility Theory with “Small Worlds”.(2004) In: FRU Working Papers.
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This paper has another version. Agregated cites: 7
paper
2009Subjective Expected Utility Theory with “Small Worlds” In: Discussion Papers.
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paper0
1999Ownership Structure as a Signal of Managerial Ability In: Discussion Papers.
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paper1
2007Developing Asia Pacific Non-government Fixed Income Markets In: SBP Research Bulletin.
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article0
2019Highly Liquid Mortgage Bonds Using the Match Funding Principle In: Quarterly Journal of Finance (QJF).
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article0

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