Saskia ter Ellen : Citation Profile

Are you Saskia ter Ellen?

Norges Bank

4

H index

3

i10 index

135

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 13
   Journals where Saskia ter Ellen has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (3.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pte291
   Updated: 2020-11-09    RAS profile: 2020-10-05    
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Relations with other researchers

Works with:

Verschoor, Willem (3)

Zwinkels, Remco (3)

Thorsrud, Leif (2)

Larsen, Vegard (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 (10)

He, Xuezhong (9)

Joëts, Marc (8)

Reitz, Stefan (6)

Cifarelli, Giulio (6)

Baruník, Jozef (6)

Kukacka, Jiri (6)

Assenza, Tiziana (4)

Frijns, Bart (4)

Filipozzi, Fabio (3)

Cites to:

Zwinkels, Remco (37)

Hommes, Cars (26)

Verschoor, Willem (18)

He, Xuezhong (18)

Chiarella, Carl (18)

Shleifer, Andrei (13)

Menkhoff, Lukas (10)

Summers, Lawrence (10)

Sarno, Lucio (9)

Wolff, Christian (9)

Frijns, Bart (8)

Main data

Where Saskia ter Ellen has published?

Recent works citing Saskia ter Ellen (2020 and 2019)

YearTitle of citing document
2020How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981.

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2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

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2020Does publication of interest rate paths provide guidance?. (2020). Rime, Dagfinn ; Syrstad, Olav ; Natvik, Gisle J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560618303760.

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2019Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour. (2019). Awan, Obaid A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318300060.

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2020Fluctuation and volatility dynamics of stochastic interacting energy futures price model. (2020). Wang, Jun ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315353.

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2019Carry trades, agent heterogeneity and the exchange rate. (2019). Tong, Bin ; Zhou, Chun-Yang ; Li, Xiao-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:343-358.

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2020Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019.

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2020Should central banks communicate uncertainty in their projections?. (2020). Petersen, Luba ; Rholes, Ryan. In: Discussion Papers. RePEc:sfu:sfudps:dp20-01.

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2019Does Forward Guidance Matter in Small Open Economies? Examples from Europe. (2019). Rybacki, Jakub. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:1:p:1-26.

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2020Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

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2020Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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2019Spillover across Eurozone credit market sectors and determinants. (2019). Bouri, Elie ; Bekiros, Stelios ; Roubaud, David ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349.

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2020ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:20-02.

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2019The formation of forward freight agreement rates in dry bulk shipping: Spot rates, risk premia, and heterogeneous expectations. (2019). Nomikos, Nikos K ; Moutzouris, Ioannis C. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:8:p:1008-1031.

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2019Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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2019Carry trades, agent heterogeneity and the exchange rate. (2019). Tong, Bin ; Zhou, Chun-Yang ; Li, Xiao-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:343-358.

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Works by Saskia ter Ellen:

YearTitleTypeCited
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
[Full Text][Citation analysis]		paper3
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2017Forward guidance through interest rate projections: does it work? In: Working Paper.
[Full Text][Citation analysis]		paper9
2017Comparing behavioural heterogeneity across asset classes In: Working Paper.
[Full Text][Citation analysis]		paper4
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]		paper1
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: 1		article
2019Narrative monetary policy surprises and the media In: Working Paper.
[Full Text][Citation analysis]		paper0
2019Narrative monetary policy surprises and the media.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019The macroeconomic effects of forward communication In: Working Paper.
[Full Text][Citation analysis]		paper0
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article23
2010Oil price dynamics: A behavioral finance approach with heterogeneous agents In: Energy Economics.
[Full Text][Citation analysis]		article62
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article31

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