Jacob Gyntelberg - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

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

Bank for International Settlements Working papers [View] (Paper: 631, 26.04.2017)

JEL: G12, G14, G15

Private information, capital flows, and exchange rates

Swiss National Bank Working Papers [View] (Paper: 2015-12, 06.11.2015)

JEL: C22, E58, F31, F37, G14

The OTC interest rate derivatives market in 2013

Bank for International Settlements Quarterly Review [View] (Paper: 1312h, 27.03.2014)

Intraday dynamics of euro area sovereign CDS and bonds

Bank for International Settlements Working papers [View] (Paper: 423, 05.09.2013)

Liquidity in Government versus Covered Bond Markets

Bank for International Settlements Working papers [View] (Paper: 392, 22.07.2013)

Liquidity in Government versus Covered Bond Markets

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP83/2012, 22.11.2012)

FX strategies in periods of distress by Jacob Gyntelberg and Andreas Schrimpf

Bank for International Settlements Quarterly Review [View] (Paper: 1112e, 12.12.2011)

Liquidity of Danish Government and Covered Bonds - Before, During and After the Financial Crisis - Preliminary Findings

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP70/2010, 30.09.2010)

Central counterparties for over-the-counter derivatives

Bank for International Settlements Quarterly Review [View] (Paper: 0909f, 14.09.2009)

International portfolio rebalancing and exchange rate fluctuations in Thailand

Bank for International Settlements Working papers [View] (Paper: 287, 26.08.2009)

Private information, stock markets, and exchange rates

Bank for International Settlements Working papers [View] (Paper: 271, 27.02.2009)

JEL: C22, E58, F31, F37, G14

The Asian crisis: what did local stock markets expect?

Bank for International Settlements Working papers [View] (Paper: 261, 24.09.2008)

JEL: F31, G14, G15

Interbank rate fixings during the recent turmoil

Bank for International Settlements Quarterly Review [View] (Paper: 0803g, 03.03.2008)

JEL: F30, G12, G15

Housing finance agencies in Asia

Bank for International Settlements Working papers [View] (Paper: 241, 01.01.2008)

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

Bank for International Settlements Quarterly Review [View] (Paper: 0712h, 10.12.2007)

The role of government-supported housing finance agencies in Asia

Bank for International Settlements Quarterly Review [View] (Paper: 0612h, 11.12.2006)

JEL: G15, G18, G21, G28, H81, O16

Forward currency markets in Asia: lessons from the Australian experience

Bank for International Settlements Quarterly Review [View] (Paper: 0609g, 11.09.2006)

JEL: F31, G15, G18, N25

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

Bank for International Settlements Quarterly Review [View] (Paper: 0606f, 23.06.2006)

JEL: G15, G18, G21, O16

Corporate bond markets in Asia

Bank for International Settlements Quarterly Review [View] (Paper: 0512g, 05.12.2005)

JEL: G14, G18, M40, O16

CDS index tranches and the pricing of credit risk correlations

Bank for International Settlements Quarterly Review [View] (Paper: 0503g, 09.03.2005)

JEL: G12, G13, G14

The Danish mortgage market

Bank for International Settlements Quarterly Review [View] (Paper: 0403h, 08.03.2004)

JEL: G18, G28, L89

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