Jacob Gyntelberg : Citation Profile

Are you Jacob Gyntelberg?

Københavns Universitet

12

H index

15

i10 index

418

Citations

RESEARCH PRODUCTION:

17

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 18
   Journals where Jacob Gyntelberg has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 12 (2.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgy10
   Updated: 2024-04-18    RAS profile: 2022-10-14    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jacob Gyntelberg.

Is cited by:

McCauley, Robert (13)

Wooldridge, Philip (11)

Remolona, Eli (10)

Funke, Michael (8)

Packer, Frank (8)

Ma, Guonan (8)

Mizen, Paul (6)

Metrick, Andrew (6)

Tsoukas, Serafeim (6)

Rime, Dagfinn (5)

Sushko, Vladyslav (5)

Cites to:

Hau, Harald (12)

Remolona, Eli (12)

Chinn, Menzie (11)

Rey, Helene (10)

Rime, Dagfinn (10)

Cheung, Yin-Wong (10)

Fleming, Michael (7)

Mayordomo, Sergio (7)

Ho, Corrinne (6)

Cao, Huining (6)

Garcia Pascual, Antonio (5)

Main data

Where Jacob Gyntelberg has published?

Journals with more than one article published# docs
BIS Quarterly Review11

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements7
Discussion Papers / University of Copenhagen. Department of Economics3
IMF Working Papers / International Monetary Fund2

Recent works citing Jacob Gyntelberg (2024 and 2023)

YearTitle of citing document
2023Profitability, valuation and resilience of global banks - a tight link. (2023). Lewrick, Leonardo Ulf ; Caparusso, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:1144.

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2023Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision. (2023). Zadow, Frederick ; Jager, Maximilian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_445.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2023Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Trimming extreme reports in preference aggregation. (2023). Xefteris, Dimitrios ; Nuñez, Matias ; Nuez, Matias ; Louis, Philippos. In: Games and Economic Behavior. RePEc:eee:gamebe:v:137:y:2023:i:c:p:116-151.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Bank funding costs during the COVID-19 pandemic: Evidence from China. (2023). Wen, Huiyu ; Li, Jinxuan ; Gao, Haoyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000720.

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2023Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market. (2023). Weigerding, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:244-264.

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2023Tunisian corporate bond market liquidity: a qualitative approach. (2023). Dabbou, Halim ; Berrich, Olfa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-04-2021-0057.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277.

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Works by Jacob Gyntelberg:

YearTitleTypeCited
2009The Asian crisis: what did local stock markets expect? In: Working Papers.
[Full Text][Citation analysis]		paper0
2008The Asian crisis: what did local stock markets expect?.(2008) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006Developing corporate bond markets in Asia In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter14
2010Private information, stock markets, and exchange rates In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter13
2009Private information, stock markets, and exchange rates.(2009) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2009Private information, stock markets, and exchange rates.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2004The Danish mortgage market In: BIS Quarterly Review.
[Full Text][Citation analysis]		article14
2005CDS index tranches and the pricing of credit risk correlations In: BIS Quarterly Review.
[Full Text][Citation analysis]		article32
2005Corporate bond markets in Asia In: BIS Quarterly Review.
[Full Text][Citation analysis]		article29
2006Securitisation in Asia and the Pacific: implications for liquidity and credit risks In: BIS Quarterly Review.
[Full Text][Citation analysis]		article12
2006Forward currency markets in Asia: lessons from the Australian experience In: BIS Quarterly Review.
[Full Text][Citation analysis]		article30
2006The role of government-supported housing finance agencies in Asia In: BIS Quarterly Review.
[Full Text][Citation analysis]		article17
2007Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review.
[Full Text][Citation analysis]		article43
2008Interbank rate fixings during the recent turmoil In: BIS Quarterly Review.
[Full Text][Citation analysis]		article53
2009Central counterparties for over-the-counter derivatives In: BIS Quarterly Review.
[Full Text][Citation analysis]		article36
2011FX strategies in periods of distress In: BIS Quarterly Review.
[Full Text][Citation analysis]		article8
2013The OTC interest rate derivatives market in 2013 In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2007Housing finance agencies in Asia In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2009International portfolio rebalancing and exchange rate fluctuations in Thailand In: BIS Working Papers.
[Full Text][Citation analysis]		paper12
2012Liquidity in Government versus Covered Bond Markets In: BIS Working Papers.
[Full Text][Citation analysis]		paper9
2013Intraday dynamics of euro area sovereign CDS and bonds In: BIS Working Papers.
[Full Text][Citation analysis]		paper35
2017Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2022The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts In: Journal of Finance.
[Full Text][Citation analysis]		article3
2014Exchange rate fluctuations and international portfolio rebalancing In: Emerging Markets Review.
[Full Text][Citation analysis]		article9
2018Price discovery in euro area sovereign credit markets and the ban on naked CDS In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2018Private information, capital flows, and exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2012Private Information, Capital Flows, and Exchange Rates.(2012) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2015Private information, capital flows, and exchange rates.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2005Expected utility theory with ”small worlds” In: Discussion Papers.
[Full Text][Citation analysis]		paper7
2004Expected Utility Theory with “Small Worlds”.(2004) In: FRU Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2009Subjective Expected Utility Theory with “Small Worlds” In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Ownership Structure as a Signal of Managerial Ability In: Discussion Papers.
[Citation analysis]		paper1
2007Developing Asia Pacific Non-government Fixed Income Markets In: SBP Research Bulletin.
[Full Text][Citation analysis]		article2
2019Highly Liquid Mortgage Bonds Using the Match Funding Principle In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0

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