Author

Jacob Gyntelberg

Observed names: Gyntelberg, Jacob, JACOB GYNTELBERG

Institution: University of Copenhagen

Observed institutions: University of Copenhagen, International Monetary Fund, Bank for International Settlements

OpenAlex ID: A5041175355

Interbank rate fixings during the recent turmoil

2008 · Jacob Gyntelberg, Philip Wooldridge · RePEc: Research Papers in Economics · 67

CDS index tranches and the pricing of credit risk correlations

2005 · Jeffery D. Amato, Jacob Gyntelberg · RePEc: Research Papers in Economics · 49

Risk in carry trades: a look at target currencies in Asia and the Pacific

2007 · Jacob Gyntelberg, Eli M. Remolona · RePEc: Research Papers in Economics · 48

Central counterparties for over-the-counter derivatives

2009 · Stephen G. Cecchetti, Jacob Gyntelberg, et al. · RePEc: Research Papers in Economics · 40

The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts

2022 · JENS DICK‐NIELSEN, JACOB GYNTELBERG, et al. · The Journal of Finance · 35

Intraday dynamics of euro area sovereign CDS and bonds

2013 · Kristyna Ters, Peter Hoerdahl, et al. · SSRN Electronic Journal · 30

Price discovery in euro area sovereign credit markets and the ban on naked CDS

2018 · Jacob Gyntelberg, Peter Hördahl, et al. · Journal of Banking & Finance · 24

Developing corporate bond markets in Asia

2006 · Jacob Gyntelberg, Guonan Ma, et al. · RePEc: Research Papers in Economics · 22

The Danish mortgage market

2004 · Allen B. Frankel, Jacob Gyntelberg, et al. · RePEc: Research Papers in Economics · 21

International Portfolio Rebalancing and Exchange Rate Fluctuations in Thailand

2009 · Jacob Gyntelberg, Mico Loretan, et al. · SSRN Electronic Journal · 19

Forward currency markets in Asia: lessons from the Australian experience

2006 · Guy Debelle, Jacob Gyntelberg, et al. · RePEc: Research Papers in Economics · 19

Private information, capital flows, and exchange rates

2017 · Jacob Gyntelberg, Mico Loretan, et al. · Journal of International Money and Finance · 16

Arbitrage Costs and the Persistent Non-Zero CDS-Bond Basis: Evidence from Intraday Euro Area Sovereign Debt Markets

2016 · Jacob Gyntelberg, Kristyna Ters, et al. · SSRN Electronic Journal · 16

Liquidity in Government Versus Covered Bond Markets

2012 · Jens Dick-Nielsen, Jacob Gyntelberg, et al. · SSRN Electronic Journal · 16

Three market implications of the Lehman bankruptcy

2008 · Ingo Fender, Jacob Gyntelberg · 16

Corporate bond markets in Asia

2005 · Jacob Gyntelberg, Guonan Ma, et al. · RePEc: Research Papers in Economics · 16

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Exchange rate fluctuations and international portfolio rebalancing

2013 · Jacob Gyntelberg, Mico Loretan, et al. · Emerging Markets Review · 15

Intraday dynamics of euro area sovereign CDS and bonds

2013 · Jacob Gyntelberg, Peter Hördahl, et al. · RePEc: Research Papers in Economics · 14

Private Information, Stock Markets, and Exchange Rates

2009 · Jacob Gyntelberg, Mico Loretan, et al. · SSRN Electronic Journal · 14

Expected utility theory ⁄ with "small worlds"

2005 · Jacob Gyntelberg, Frank Hansen · RePEc: Research Papers in Economics · 13

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The International Financial Crisis and Policy Challenges in Asia and the Pacific

2010 · Jaime Caruana, Andrew Filardo, et al. · RePEc: Research Papers in Economics · 12

Securitisation in Asia and the Pacific: implications for liquidity and credit risks

2006 · Jacob Gyntelberg, Eli M. Remolona · RePEc: Research Papers in Economics · 12

The 2008 Financial Crisis and the Danish Mortgage Market

2012 · Jacob Gyntelberg, Kristian Kjeldsen, et al. · 11

The OTC interest rate derivatives market in 2013

2013 · Jacob Gyntelberg, Christian Upper · RePEc: Research Papers in Economics · 9

FX strategies in periods of distress

2011 · Jacob Gyntelberg, Andreas Schrimpf · RePEc: Research Papers in Economics · 9

Works count: 138

Citation count: 644

H-index: 16

I10-index: 23