Jacob Gyntelberg : Citation Profile


Are you Jacob Gyntelberg?

Københavns Universitet

11

H index

11

i10 index

281

Citations

RESEARCH PRODUCTION:

15

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 14
   Journals where Jacob Gyntelberg has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 7 (2.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgy10
   Updated: 2019-10-15    RAS profile: 2019-04-17    
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Relations with other researchers


Works with:

Loretan, Mico (3)

Hördahl, Peter (3)

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)

Remolona, Eli (7)

Packer, Frank (7)

Funke, Michael (7)

BORIO, Claudio (5)

Rime, Dagfinn (5)

Chen, Yu-Fu (4)

Metrick, Andrew (4)

SHIM, ILHYOCK (4)

Tsatsaronis, Kostas (3)

Cites to:

Chinn, Menzie (9)

Rime, Dagfinn (9)

Cheung, Yin-Wong (9)

Remolona, Eli (7)

Hau, Harald (6)

Passmore, Wayne (6)

Mayordomo, Sergio (6)

Garcia Pascual, Antonio (5)

Cao, Huining (5)

Rey, Helene (5)

Marsh, Ian (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 (2018 and 2017)


YearTitle of citing document
2018Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1181_18.

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2017The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases. (2017). Ferrari, Massimo ; Ters, Kristyna. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-41.

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2018The credit default swap market: what a difference a decade makes. (2018). Ehlers, Torsten ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1806b.

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2018Clearing risks in OTC derivatives markets: the CCP-bank nexus. (2018). Faruqui, Umar ; Takats, Eld ; Huang, Wenqian. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812h.

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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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2017Channels of Sovereign Risk Spillovers and Investment in the Manufacturing Sector. (2017). Deininger, Sebastian ; Maringer, Dietmar . In: Working papers. RePEc:bsl:wpaper:2017/07.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2018Drivers of market liquidity - Regulation, monetary policy or new players?. (2018). Lelyveld, Iman ; van Lelyveld, Iman ; Brouwer, Eward ; Bonner, Clemens . In: DNB Working Papers. RePEc:dnb:dnbwpp:605.

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2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

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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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2017The role of the reference rate in an interbank market with imperfect information. (2017). Muto, Ichiro. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:16-31.

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2018Domestic and multilateral effects of capital controls in emerging markets. (2018). Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin ; Pasricha, Gurnain Kaur. In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:48-58.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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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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2017Interbank interest rates: Funding liquidity risk and XIBOR basis spreads. (2017). Gallitschke, Janek ; Seifried, Frank Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:142-152.

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2018The (dis)advantages of clearinghouses before the Fed. (2018). Jaremski, Matthew. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:435-458.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313.

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2018Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:123-142.

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2018Emerging market local currency sovereign bond yields: The role of exchange rate risk. (2018). Miyajima, Ken ; Gadanecz, Blaise ; Shu, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:371-401.

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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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2018Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

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2017Portfolio Rebalancing in Times of Stress. (2017). Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael . In: Globalization Institute Working Papers. RePEc:fip:feddgw:322.

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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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2017Counterparty risk, central counterparty clearing and aggregate risk. (2017). 邓, 彬斌 ; Deng, Binbin . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0308-x.

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2018Are International Fund Flows Related to Exchange Rate Dynamics?. (2018). de Haan, Jakob ; Scholtens, Bert ; Li, Suxiao. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9469-5.

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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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2018Recent advances in financial networks and agent-based model validation. (2018). Napoletano, Mauro ; Hanaki, Nobuyuki ; Guerci, Eric. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-018-0221-z.

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

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2018Ownership Networks Effects on Secured Borrowing. (2018). León, Carlos ; Cizek, Pavel ; Rincon, Carlos Leon ; Martinez, Constanza. In: Discussion Paper. RePEc:tiu:tiucen:acb00047-4136-4a18-b5a4-a32166b67aaa.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:2-2018.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:39.

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2018Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey. (2018). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-126.

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2017Competitive division of a mixed manna. (2017). Moulin, Herve ; Bogomolnaia, Anna ; Sandomirskiy, Fedor ; Yanovskaya, Elena. In: HSE Working papers. RePEc:hig:wpaper:158/ec/2017.

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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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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
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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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chapter5
2009Private information, stock markets, and exchange rates.(2009) In: BIS Working Papers.
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This paper has another version. Agregated cites: 5
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2009Private information, stock markets, and exchange rates.(2009) In: Working Papers.
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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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article25
2005Corporate bond markets in Asia In: BIS Quarterly Review.
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article19
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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article33
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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article3
2007Housing finance agencies in Asia In: BIS Working Papers.
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2009International portfolio rebalancing and exchange rate fluctuations in Thailand In: BIS Working Papers.
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2012Liquidity in Government versus Covered Bond Markets In: BIS Working Papers.
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2013Intraday dynamics of euro area sovereign CDS and bonds In: BIS Working Papers.
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paper16
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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paper1
2014Exchange rate fluctuations and international portfolio rebalancing In: Emerging Markets Review.
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article5
2018Price discovery in euro area sovereign credit markets and the ban on naked CDS In: Journal of Banking & Finance.
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2018Private information, capital flows, and exchange rates In: Journal of International Money and Finance.
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article3
2012Private Information, Capital Flows, and Exchange Rates.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 3
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2015Private information, capital flows, and exchange rates.(2015) In: Working Papers.
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2012Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand In: IMF Working Papers.
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2005Expected utility theory with ”small worlds” In: Discussion Papers.
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2004Expected Utility Theory with “Small Worlds”.(2004) In: FRU Working Papers.
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2009Subjective Expected Utility Theory with “Small Worlds” In: Discussion Papers.
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1999Ownership Structure as a Signal of Managerial Ability In: Discussion Papers.
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2007Developing Asia Pacific Non-government Fixed Income Markets In: SBP Research Bulletin.
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