Jacob Gyntelberg | Bank for International Settlements

All BIS publications (7)

BIS Working Paper No 631 26 Apr 2017

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

We find evidence that in the market for euro area sovereign credit risk, arbitrageurs engage in basis trades between credit…

Jacob Gyntelberg

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BIS Working Paper No 423 4 Sep 2013

Intraday dynamics of euro area sovereign CDS and bonds

Abstract of BIS Working Papers No 423 The recent sovereign debt crisis in the euro area has seen credit spreads on sovereign…

Jacob Gyntelberg

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BIS Working Paper No 392 23 Nov 2012

Liquidity in Government versus Covered Bond Markets

BIS Working Papers No 392. We present findings on the secondary market liquidity of government and covered bonds in Denmark…

Jens Dick-Nielsen

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Jacob Gyntelberg

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BIS Working Paper No 287 26 Aug 2009

International portfolio rebalancing and exchange rate fluctuations in Thailand

Abstract of BIS Working Papers No 287

Jacob Gyntelberg

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Tientip Subhanij

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BIS Working Paper No 271 27 Feb 2009

Private information, stock markets, and exchange rates

Abstract of BIS Working Papers No 271

Jacob Gyntelberg

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Tientip Subhanij

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BIS Working Paper No 261 24 Sep 2008

The Asian crisis: what did local stock markets expect?

Abstract of BIS Working Papers No 261

Jacob Gyntelberg

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Alicia García-Herrero

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BIS Working Paper No 241 31 Dec 2007

Housing finance agencies in Asia

Abstract of BIS Working Papers No 241 by Michael Davies, Jacob Gyntelberg and Eric Chan

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Jacob Gyntelberg

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All external publications (1)

External publication 1 Nov 2018

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

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Jacob Gyntelberg

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