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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte291
   Updated: 2020-11-09    RAS profile: 2020-10-05    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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]
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team