The Dane is a former Hoops star and would welcome the chance to manage the club in the future.
He told the Scottish Sun: "I loved my time in Scotland. I had three good years at Dundee and the six I had at Celtic were the best of my career. They are a huge club and I loved my time there. I still have friends at Celtic Park and I'm always welcomed back.
"It is a pleasure to have represented a club of that size, they have a support that is worldwide.
"Who knows if I will ever come back to Scotland to manage? You can never plan that kind of thing but at the same time I would not rule it out.
"I had a great time in Scotland. Just being abroad was a huge attraction to me.
"That's why I came to Swansea as I'm part of a major league here and an interesting team.
"Celtic would be a big job, of course. Who knows? But Neil seems to be doing pretty well at the moment."