Saskia ter Ellen : Citation Profile

Vrije Universiteit Amsterdam

9

H index

8

i10 index

260

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 26
   Journals where Saskia ter Ellen has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 6 (2.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte291
   Updated: 2025-12-13    RAS profile: 2024-12-07    
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Relations with other researchers

Works with:

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

Is cited by:

Hommes, Cars (14)

Li, Youwei (12)

He, Xuezhong (Tony) (9)

Joëts, Marc (8)

Ricchiuti, Giorgio (8)

Czudaj, Robert (8)

Kukacka, Jiri (6)

Baruník, Jozef (6)

Reitz, Stefan (6)

Cifarelli, Giulio (6)

Gusella, Filippo (5)

Cites to:

Zwinkels, Remco (41)

Hommes, Cars (32)

Verschoor, Willem (21)

Shleifer, Andrei (18)

He, Xuezhong (Tony) (18)

Brock, William (11)

Frijns, Bart (10)

Menkhoff, Lukas (10)

Sarno, Lucio (10)

Summers, Lawrence (10)

Wolff, Christian (10)

Main data

Where Saskia ter Ellen has published?

Recent works citing Saskia ter Ellen (2025 and 2024)

YearTitle of citing document
2077Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie . In: Discussion Papers. RePEc:ags:ubfred:172077.

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2024Coordinating the Message: Media Coverage of Fed News and Market Reactions. (2024). Istrefi, Klodiana ; Sagna, Baeatrice ; Herbert, Sylvaerie. In: Working papers. RePEc:bfr:banfra:983.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082.

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2024Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente. (2024). Galvis Ciro, Juan Camilo ; Anzoategui, Juan Camilo. In: Revista Finanzas y Politica Economica. RePEc:col:000443:021238.

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2025Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-23.

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2024Wall street watches Washington: Asset pricing implications of policy uncertainty. (2024). Verschoor, Willem ; Verhoeks, Ralph C. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000977.

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2024Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000927.

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2025Leaning against the wind in the New Keynesian model with heterogeneous expectations. (2025). Anufriev, Mikhail ; Radi, Davide ; Lamantia, Fabio ; Tichy, Tomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001854.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2024Media news and market expectations: Insights into the ECBs new data-dependent policy regime. (2024). Dragomirescu-Gaina, Catalin ; Salsano, Francesco ; Monticini, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004713.

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2025Mind your language: Market responses to central bank speeches. (2025). Neely, Christopher ; Yang, Xiye ; Ahrens, Maximilian ; Erdemlioglu, Deniz ; McMahon, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002720.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Can you hear me now? Identifying the effect of Chinese monetary policy announcements. (2024). Shieh, Harrison. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000652.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2025The valuation of economic recovery: The case for investment-led fiscal spending policies in open economies. (2025). García, Carlos ; Garca, Carlos J ; Gonzlez, Wildo ; Valenzuela, Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001765.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2024). Yang, Xiye ; Neely, Christopher ; McMahon, Michael ; Ahrens, Maximilian ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96270.

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2025The Impact of Monetary Policy on Loan and Deposit Rates in the Context of Limited Capital Mobility in Russia. (2025). Dobronravova, Elizaveta P. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250307:p:108-125.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

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2024Digital Currencies and Macroeconomic Performance: A Global Perspective. (2024). Oloko, Tirimisiyu ; Ogbonna, Ahamuefula ; Adediran, Idris. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:2g:p:351-394.

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2024INDIA AND THE REST OF THE WORLD: ANALYSES OF INTERNATIONAL MONETARY POLICY SPILLOVERS. (2024). Salisu, Afees. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3h:p:573-600.

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2025Volatility Dynamics of the Inflation Expectation. (2025). Erdoan, Mefule Findiki ; Alp, Elin Ayka ; Karagz, Hseyin. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:75:y:2025:i:1:p:246-265.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads. (2024). Alqaralleh, Huthaifa Sameeh. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00274-y.

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2024The effect of time-varying fundamentals in learning-to-forecast experiments. (2024). Ruiz-Buforn, Alba ; Alfarano, Simone ; Colasante, Annarita ; Camacho-Cuena, Eva. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-023-00397-6.

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2024Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

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2025Sovereign bonds risk‐based heterogeneity. (2025). Migiakis, Petros ; Georgoutsos, Dimitris A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2108-2129.

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2024Monetary Policy Communication: Perspectives from Former Policymakers at the ECB. (2024). Kedan, Danielle ; Ehrmann, Michael ; Holton, Sarah ; Phelan, Gillian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:4:p:837-864.

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Works by Saskia ter Ellen:

YearTitleTypeCited
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
[Full Text][Citation analysis]		paper9
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2017Forward guidance through interest rate projections: does it work? In: Working Paper.
[Full Text][Citation analysis]		paper19
2017Comparing behavioural heterogeneity across asset classes In: Working Paper.
[Full Text][Citation analysis]		paper13
2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper.
[Full Text][Citation analysis]		paper13
2018ECB spillovers and domestic monetary policy effectiveness in small open economies In: Working Paper.
[Full Text][Citation analysis]		paper21
2020ECB Spillovers and domestic monetary policy effectiveness in small open economies.(2020) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2019Narrative monetary policy surprises and the media In: Working Paper.
[Full Text][Citation analysis]		paper26
2019Narrative monetary policy surprises and the media.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2019The macroeconomic effects of forward communication In: Working Paper.
[Full Text][Citation analysis]		paper4
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article31
2010Oil price dynamics: A behavioral finance approach with heterogeneous agents In: Energy Economics.
[Full Text][Citation analysis]		article77
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article47

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