Jacob Gyntelberg

Jacob Gyntelberg

Principal Economist
Monetary and Economic Department, Financial markets

Jacob Gyntelberg is a Principal economist in the Financial Markets group of the Monetary and Economic Department. He joined the BIS in 2001, after having worked as a Senior Credit Analyst at Nykredit Bank and in the capital markets department of the Danish Central Bank. He received a PhD in Economics from Copenhagen University in 2000. His research is currently focused on determinants of covered and government bond market liquidity, foreign currency reserve management, pricing of sovereign credit risk and OTC derivatives markets.


BIS Research papers

Date Research papers
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

Working Papers No 423

Other authors: Peter Hördahl, Kristyna Ters and Jörg Urban

Nov 2012

Liquidity in Government versus Covered Bond Markets

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

Working Papers No 287

Other authors: Mico Loretan, Tientip Subhanij and Eric Chan

Feb 2009

Private information, stock markets, and exchange rates

Working Papers No 271

Other authors: Mico Loretan, Tientip Subhanij and Eric Chan

Sep 2008

The Asian crisis: what did local stock markets expect?

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

Dec 2007

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

BIS Quarterly Review December 2007

Other authors: Eli M Remolona