Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Jacob Gyntelberg"'
Publikováno v:
Thimsen, C, Dick-Nielsen, J & Gyntelberg, J 2021, ' The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts ', Journal of Finance .
We extract cost of capital measures for banks using analyst earnings forecasts, which we show are unbiased. We find that the cost of equity and the cost of debt decrease in the Tier 1 ratio, whereas total cost of capital is uncorrelated with the Tier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::03225d708574401be3f98024626cb1d2
https://pure.au.dk/portal/da/publications/the-cost-of-capital-for-banks-evidence-from-analyst-earnings-forecasts(5d1b7d56-4d9c-4cf5-a88d-7dbbbb32468a).html
https://pure.au.dk/portal/da/publications/the-cost-of-capital-for-banks-evidence-from-analyst-earnings-forecasts(5d1b7d56-4d9c-4cf5-a88d-7dbbbb32468a).html
Publikováno v:
Journal of Banking & Finance. 96:106-125
The sovereign debt crisis in the euro area saw credit spreads on sovereign bonds and credit default swaps (CDS) surge for a number of member states. The rise in sovereign yields was accompanied by a significant increase in sovereign CDS market activi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bed580d95dd9bf15578556ad527359ec
https://doi.org/10.1016/j.jbankfin.2018.08.008
https://doi.org/10.1016/j.jbankfin.2018.08.008
Publikováno v:
SSRN Electronic Journal.
We extract cost of capital measures for banks using analyst earnings forecasts, which we show are unbiased. We find that the cost of equity and the cost of debt capital decreases in the Tier 1 ratio, whereas the total cost of capital is uncorrelated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::945477db04fe07800e427e41f6b84658
https://doi.org/10.2139/ssrn.3360923
https://doi.org/10.2139/ssrn.3360923
Autor:
Kammersgaard, Lars Peter, Jørgensen, Henrik Stig, Reith, Jakob, Nakayama, Hirofumi, Houth, Jacob Gyntelberg, Weber, Uno Jakob, Pedersen, Palle Møller, Olsen, Tom Skyhøj
Publikováno v:
In Journal of Stroke and Cerebrovascular Diseases September-October 2001 10(5):217-221
Publikováno v:
Emerging Markets Review. 18:34-44
We present empirical evidence for several hypotheses of how exchange rates are affected by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive, daily-frequency datasets of foreign exchange market tra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::500f0ba1ea37e5d3b16827b416f73ef9
https://doi.org/10.1016/j.ememar.2013.11.004
https://doi.org/10.1016/j.ememar.2013.11.004
Autor:
Jens Dick-Nielsen, Jacob Gyntelberg
Publikováno v:
Quarterly Journal of Finance. 10:2050001
We show that pass-through funding of mortgages with covered bonds supported by strong creditor rights is one way of providing highly liquid mortgage bonds. Despite a 30% drop in house prices during the 2008 crisis, these mortgage bonds remained as li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0271fddf565b143d8115aab3cfecb32
https://doi.org/10.1142/s2010139220500019
https://doi.org/10.1142/s2010139220500019
Publikováno v:
SSRN Electronic Journal.
We find evidence that in the market for euro area sovereign credit risk, arbitrageurs engage in basis trades between credit default swap (CDS) and bond markets only when the CDS-bond basis exceeds a certain threshold. This threshold effect is likely
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd4a4c2bdf3a921a7143bb0c2b65f8bd
https://doi.org/10.2139/ssrn.2866893
https://doi.org/10.2139/ssrn.2866893
Autor:
Andreas Schrimpf, Jacob Gyntelberg
Publikováno v:
The Journal of Investment Strategies. 1:3-21
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec780e6dc296b57a29dcf99f92705ecb
https://doi.org/10.21314/jois.2012.001
https://doi.org/10.21314/jois.2012.001
Publikováno v:
Global Housing Markets: Crises, Policies, and Institutions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9969fafb1673c91b21daa298358464c2
https://doi.org/10.1002/9781119200505.ch3
https://doi.org/10.1002/9781119200505.ch3
Autor:
Tom Skyhøj Olsen, Henrik Stig Jørgense, Palle Møller Pedersen, Hans Otto Raaschou, Hirofumi Nakayama, Jacob Gyntelberg Houth
Publikováno v:
Topics in Stroke Rehabilitation. 6:1-19
Knowledge of neurological and functional outcome is essential when dealing with the treatment and rehabilitation of patients with stroke. This article describes functional and neurological outcome and speed of recovery in relation to initial stroke s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74f1455568faf3456edce543687d04c4
https://doi.org/10.1310/bt7j-2n6u-vd53-e1qu
https://doi.org/10.1310/bt7j-2n6u-vd53-e1qu