Jacob Gyntelberg : Citation Profile


Are you Jacob Gyntelberg?

Københavns Universitet

10

H index

11

i10 index

311

Citations

RESEARCH PRODUCTION:

16

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 15
   Journals where Jacob Gyntelberg has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 8 (2.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgy10
   Updated: 2021-11-28    RAS profile: 2021-05-04    
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Relations with other researchers


Works with:

Hördahl, Peter (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 (9)

Remolona, Eli (7)

Funke, Michael (7)

Packer, Frank (7)

BORIO, Claudio (5)

Rime, Dagfinn (5)

Metrick, Andrew (4)

SHIM, ILHYOCK (4)

Chen, Yu-Fu (4)

Mizen, Paul (3)

Cites to:

Chinn, Menzie (10)

Cheung, Yin-Wong (9)

Rime, Dagfinn (9)

Remolona, Eli (7)

Fleming, Michael (7)

Mayordomo, Sergio (6)

Hau, Harald (6)

Garcia Pascual, Antonio (5)

Rey, Helene (5)

Cao, Huining (5)

Passmore, Wayne (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 (2021 and 2020)


YearTitle of citing document
2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2020Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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2021Evaluating Euribor Manipulation: Effects on Mortgage Borrowers. (2021). Sanz-Gomez, Jose-Antonio ; Rojo-Garcia, Jose-Luis ; Rodriguez-Fernandez, Jose-Miguel ; Mate-Garcia, Jorge-Julio ; Fernandez-Abascal, Hermenegildo ; Rodriguez-Lopez, Araceli. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320316093.

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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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2020Empirical analysis and forecasting of multiple yield curves. (2020). Lutkebohmert, Eva ; Gerhart, Christoph. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:59-78.

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2021Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

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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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2020Dealers’ insurance, market structure, and liquidity. (2020). Monnet, Cyril ; Carapella, Francesca. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:725-753.

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2021The relative pricing of sovereign credit risk after the Eurozone crisis. (2021). Ruggiero, Francesco ; Corvino, Raffaele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s026156062030293x.

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2021Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097.

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2020Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102846.

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2020.

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2021Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate. (2021). Vo, Xuan Vinh ; Umar, Zaghum ; Zhao, Yanping. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1843-1860.

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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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chapter10
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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article27
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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article28
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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article36
2009Central counterparties for over-the-counter derivatives In: BIS Quarterly Review.
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article30
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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paper4
2014Exchange rate fluctuations and international portfolio rebalancing In: Emerging Markets Review.
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article7
2018Price discovery in euro area sovereign credit markets and the ban on naked CDS In: Journal of Banking & Finance.
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article4
2018Private information, capital flows, and exchange rates In: Journal of International Money and Finance.
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article8
2012Private Information, Capital Flows, and Exchange Rates.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 8
paper
2015Private information, capital flows, and exchange rates.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 8
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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