13
H index
15
i10 index
424
Citations
Jacob Gyntelberg : Citation Profile
Københavns Universitet | RESEARCH PRODUCTION: 17 Articles 16 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1999 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jacob Gyntelberg. | Is cited by:
| Cites to:
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Main data
Where Jacob Gyntelberg has published?
| Journals with more than one article published | # docs |
|---|---|
| BIS Quarterly Review | 11 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| BIS Working Papers / Bank for International Settlements | 7 |
| Discussion Papers / University of Copenhagen. Department of Economics | 3 |
| IMF Working Papers / International Monetary Fund | 2 |
Recent works citing Jacob Gyntelberg (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Profitability, valuation and resilience of global banks - a tight link. (2023). Lewrick, Leonardo Ulf ; Caparusso, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:1144. Full description at Econpapers || Download paper |
| 2023 | Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision. (2023). Zadow, Frederick ; Jager, Maximilian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_445. Full description at Econpapers || Download paper |
| 2023 | The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303. Full description at Econpapers || Download paper |
| 2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper |
| 2023 | Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091. Full description at Econpapers || Download paper |
| 2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper |
| 2023 | Trimming extreme reports in preference aggregation. (2023). Xefteris, Dimitrios ; Nuñez, Matias ; Nuez, Matias ; Louis, Philippos. In: Games and Economic Behavior. RePEc:eee:gamebe:v:137:y:2023:i:c:p:116-151. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2023 | Bank funding costs during the COVID-19 pandemic: Evidence from China. (2023). Wen, Huiyu ; Li, Jinxuan ; Gao, Haoyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000720. Full description at Econpapers || Download paper |
| 2023 | Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market. (2023). Weigerding, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:244-264. Full description at Econpapers || Download paper |
| 2023 | Tunisian corporate bond market liquidity: a qualitative approach. (2023). Dabbou, Halim ; Berrich, Olfa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-04-2021-0057. Full description at Econpapers || Download paper |
| 2024 | Capital Structure Models and Contingent Convertible Securities. (2024). Reesor, Mark R ; Metzler, Adam ; Meng, DI. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:55-:d:1359001. Full description at Econpapers || Download paper |
| 2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
| 2023 | Liquidity Risk and Funding Cost. (2023). Ranaldo, Angelo ; Wrampelmeyer, Jan ; Bechtel, Alexander. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:399-422.. Full description at Econpapers || Download paper |
| 2024 | RMB exchange rate forecasting using machine learning methods: Can multimodel select powerful predictors?. (2024). Wang, Xinxin ; Li, Yanyan ; Yu, Xing. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:644-660. Full description at Econpapers || Download paper |
Works by Jacob Gyntelberg:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | The Asian crisis: what did local stock markets expect? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Asian crisis: what did local stock markets expect?.(2008) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Developing corporate bond markets in Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 14 |
| 2010 | Private information, stock markets, and exchange rates In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 13 |
| 2009 | Private information, stock markets, and exchange rates.(2009) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2009 | Private information, stock markets, and exchange rates.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2004 | The Danish mortgage market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 14 |
| 2005 | CDS index tranches and the pricing of credit risk correlations In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 34 |
| 2005 | Corporate bond markets in Asia In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 29 |
| 2006 | Securitisation in Asia and the Pacific: implications for liquidity and credit risks In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 12 |
| 2006 | Forward currency markets in Asia: lessons from the Australian experience In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 30 |
| 2006 | The role of government-supported housing finance agencies in Asia In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 17 |
| 2007 | Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 43 |
| 2008 | Interbank rate fixings during the recent turmoil In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 53 |
| 2009 | Central counterparties for over-the-counter derivatives In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 36 |
| 2011 | FX strategies in periods of distress In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 9 |
| 2013 | The OTC interest rate derivatives market in 2013 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
| 2007 | Housing finance agencies in Asia In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | International portfolio rebalancing and exchange rate fluctuations in Thailand In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Liquidity in Government versus Covered Bond Markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Intraday dynamics of euro area sovereign CDS and bonds In: BIS Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2017 | Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2022 | The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2014 | Exchange rate fluctuations and international portfolio rebalancing In: Emerging Markets Review. [Full Text][Citation analysis] | article | 9 |
| 2018 | Price discovery in euro area sovereign credit markets and the ban on naked CDS In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2018 | Private information, capital flows, and exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 16 |
| 2012 | Private Information, Capital Flows, and Exchange Rates.(2012) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2015 | Private information, capital flows, and exchange rates.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2012 | Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Expected utility theory with â€small worlds†In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Expected Utility Theory with “Small Worldsâ€.(2004) In: FRU Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | Subjective Expected Utility Theory with “Small Worlds†In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Ownership Structure as a Signal of Managerial Ability In: Discussion Papers. [Citation analysis] | paper | 1 |
| 2007 | Developing Asia Pacific Non-government Fixed Income Markets In: SBP Research Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2019 | Highly Liquid Mortgage Bonds Using the Match Funding Principle In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team