Saskia ter Ellen : Citation Profile

Are you Saskia ter Ellen?

Norges Bank

7

H index

5

i10 index

200

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 20
   Journals where Saskia ter Ellen has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 6 (2.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte291
   Updated: 2023-01-28    RAS profile: 2020-10-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Zwinkels, Remco (2)

Larsen, Vegard (2)

Brubakk, Leif (2)

Thorsrud, Leif (2)

Verschoor, Willem (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Saskia ter Ellen.

Is cited by:

Li, Youwei (12)

Hommes, Cars (12)

He, Xuezhong (Tony) (9)

Joëts, Marc (8)

Kukacka, Jiri (6)

Baruník, Jozef (6)

Reitz, Stefan (6)

Cifarelli, Giulio (6)

Karagedikli, Ozer (5)

Czudaj, Robert (5)

Uctum, Remzi (4)

Cites to:

Zwinkels, Remco (41)

Hommes, Cars (32)

Verschoor, Willem (19)

Chiarella, Carl (18)

He, Xuezhong (Tony) (18)

Shleifer, Andrei (13)

Brock, William (11)

Wolff, Christian (10)

Frijns, Bart (10)

Menkhoff, Lukas (10)

Summers, Lawrence (10)

Main data

Where Saskia ter Ellen has published?

Recent works citing Saskia ter Ellen (2022 and 2021)

YearTitle of citing document
2021The Exchange Rate Insulation Puzzle. (2021). Schmidt, Sebastian ; Müller, Gernot ; Corsetti, Giancarlo ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:060.

Full description at Econpapers || Download paper

2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

Full description at Econpapers || Download paper

2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

Full description at Econpapers || Download paper

2021Quantitative or Qualitative Forward Guidance: Does it Matter?. (2021). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gundaalexandra. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:491-503.

Full description at Econpapers || Download paper

2022Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673.

Full description at Econpapers || Download paper

2021The Exchange Rate Insulation Puzzle. (2021). Schmidt, Sebastian ; Corsetti, Giancarlo ; Mller, G J ; Kuester, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2109.

Full description at Econpapers || Download paper

2022The demand and supply of information about inflation. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-27.

Full description at Econpapers || Download paper

2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000071.

Full description at Econpapers || Download paper

2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

Full description at Econpapers || Download paper

2021Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

Full description at Econpapers || Download paper

2021Should central banks communicate uncertainty in their projections?. (2021). Petersen, Luba ; Rholes, Ryan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:320-341.

Full description at Econpapers || Download paper

2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

Full description at Econpapers || Download paper

2021Sentiment: The bridge between financial markets and macroeconomy. (2021). Chen, Zhenxi ; Lin, Yaheng ; Lien, Donald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1177-1190.

Full description at Econpapers || Download paper

2021Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

Full description at Econpapers || Download paper

2021Risk-adjusted valuation for real option decisions. (2021). Alexander, Carol ; Ward, Charles ; Chen, XI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1046-1064.

Full description at Econpapers || Download paper

2022The macroeconomic effects of forward communication. (2022). Xu, Hong ; Robstad, Orjan ; Ellen, Saskia Ter ; Brubakk, Leif. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s026156062100187x.

Full description at Econpapers || Download paper

2021Modelling reference dependence for repeated choices: A horse race between models of normalisation. (2021). Chernulich, Aleksei. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:87:y:2021:i:c:s0167487021000611.

Full description at Econpapers || Download paper

2022Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Manickavasagam, Jeevananthan ; Gkillas, Konstantinos. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003324.

Full description at Econpapers || Download paper

2021Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

Full description at Econpapers || Download paper

2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

Full description at Econpapers || Download paper

2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

Full description at Econpapers || Download paper

2022Navigating the well-being eects of monetary policy: Evidence from the European Central Bank. (2022). Leroy, Aurelien ; el Herradi, Mehdi. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2022-09.

Full description at Econpapers || Download paper

2021Oil Price Shocks, Real Economic Activity and Uncertainty. (2021). Suardi, Sandy ; Darné, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03284089.

Full description at Econpapers || Download paper

2021Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). Lebaron, Blake. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

Full description at Econpapers || Download paper

2021Coordinating expectations through central bank projections. (2021). Petersen, Luba ; Mokhtarzadeh, Fatemeh. In: Experimental Economics. RePEc:kap:expeco:v:24:y:2021:i:3:d:10.1007_s10683-020-09684-6.

Full description at Econpapers || Download paper

2021Do Central and Eastern Countries benefit from ECB’s unconventional monetary policies?. (2021). Ionescu, Adrian-Marius ; Ianc, Nicolae-Bogdan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2898.

Full description at Econpapers || Download paper

2021Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia. (2021). Karagedikli, Ozer ; Ho, Sui-Jade. In: MAGKS Papers on Economics. RePEc:mar:magkse:202126.

Full description at Econpapers || Download paper

2022The Nexus between Monetary Policy and Commercial Lending Rates: Comprehensive Evidence from Czechia during Different Policy Stances. (2022). Vágnerová Linnertová, Dagmar ; Linnertova, Dagmar Vagnerova ; Kajurova, Veronika. In: Eastern European Economics. RePEc:mes:eaeuec:v:60:y:2022:i:4:p:330-351.

Full description at Econpapers || Download paper

2022Perceived monetary policy uncertainty. (2022). Beckmann, Joscha ; Czudaj, Robert L. In: MPRA Paper. RePEc:pra:mprapa:114964.

Full description at Econpapers || Download paper

2022International Monetary Spillovers to Frontier Financial Markets: Evidence from Bangladesh. (2022). Schaffer, Matthew ; Sardar, Rashedur. In: UNCG Economics Working Papers. RePEc:ris:uncgec:2022_005.

Full description at Econpapers || Download paper

2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

Full description at Econpapers || Download paper

2021Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia. (2021). Karagedikli, Ozer ; Ho, Sui-Jade. In: Working Papers. RePEc:sea:wpaper:wp44.

Full description at Econpapers || Download paper

2022Responses of Swiss bond yields and stock prices to ECB policy surprises. (2022). Nitschka, Thomas ; Hager, Diego M. In: Working Papers. RePEc:snb:snbwpa:2022-08.

Full description at Econpapers || Download paper

2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic. (2022). Potì, Valerio ; Matkovskyy, Roman ; Bredin, Don ; Chen, Yuting ; Poti, Valerio. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00045-3.

Full description at Econpapers || Download paper

2022Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Xiong, Xiong ; Zhang, Wei ; Li, Jie ; Zhou, Zhong-Qiang. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

Full description at Econpapers || Download paper

2021Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep050.

Full description at Econpapers || Download paper

2022Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056.

Full description at Econpapers || Download paper

2022The influence of policy uncertainty on exchange rate forecasting. (2022). Smales, Lee A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016.

Full description at Econpapers || Download paper

2022Narrative Monetary Policy Surprises and the Media. (2022). Thorsrud, Leif Anders ; Larsen, Vegard H ; Ellen, Saskia Ter. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1525-1549.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

Works by Saskia ter Ellen:

YearTitleTypeCited
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
[Full Text][Citation analysis]		paper6
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2017Forward guidance through interest rate projections: does it work? In: Working Paper.
[Full Text][Citation analysis]		paper18
2017Comparing behavioural heterogeneity across asset classes In: Working Paper.
[Full Text][Citation analysis]		paper8
2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper.
[Full Text][Citation analysis]		paper2
2018ECB spillovers and domestic monetary policy effectiveness in small open economies In: Working Paper.
[Full Text][Citation analysis]		paper13
2020ECB Spillovers and domestic monetary policy effectiveness in small open economies.(2020) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2019Narrative monetary policy surprises and the media In: Working Paper.
[Full Text][Citation analysis]		paper7
2019Narrative monetary policy surprises and the media.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2019The macroeconomic effects of forward communication In: Working Paper.
[Full Text][Citation analysis]		paper2
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article30
2010Oil price dynamics: A behavioral finance approach with heterogeneous agents In: Energy Economics.
[Full Text][Citation analysis]		article72
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article42

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team