Jacob Gyntelberg

This author does not work for the BIS.

Date BIS research papers
Apr 2017

Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets

BIS Working Papers No 631

Other authors: Peter Hördahl, Kristyna Ters and Jörg Urban

Dec 2013

The OTC interest rate derivatives market in 2013

BIS Quarterly Review December 2013

Other authors: Christian Upper

Sep 2013

Intraday dynamics of euro area sovereign CDS and bonds

BIS Working Papers No 423

Other authors: Peter Hördahl, Kristyna Ters and Jörg Urban

Nov 2012

Liquidity in Government versus Covered Bond Markets

BIS Working Papers No 392

Other authors: Jens Dick-Nielsen and Thomas Sangill

Dec 2011

FX strategies in periods of distress

BIS Quarterly Review December 2011

Other authors: Andreas Schrimpf

Sep 2009

Central counterparties for over-the-counter derivatives

BIS Quarterly Review September 2009

Other authors: Stephen G Cecchetti and Marc Hollanders

Aug 2009

International portfolio rebalancing and exchange rate fluctuations in Thailand

BIS Working Papers No 287

Other authors: Mico Loretan, Tientip Subhanij and Eric Chan

Feb 2009

Private information, stock markets, and exchange rates

BIS Working Papers No 271

Other authors: Mico Loretan, Tientip Subhanij and Eric Chan

Sep 2008

The Asian crisis: what did local stock markets expect?

BIS Working Papers No 261

Other authors: Alicia García-Herrero and Andrea Tesei

Mar 2008

Interbank rate fixings during the recent turmoil

BIS Quarterly Review March 2008

Other authors: Philip Wooldridge