Saskia ter Ellen

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

9

DOWNLOADS

485

CITATIONS

0

Scholarly Papers (9)

1.

Fear or Fundamentals? Heterogeneous Beliefs in the European Sovereign CDS Market

Number of pages: 46 Posted: 16 Nov 2013 Last Revised: 14 Jul 2015
Carl Chiarella, Saskia ter Ellen, Xuezhong He and Eliza Wu
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Norges Bank, University of Technology Sydney (UTS) - Finance Discipline Group, Business School and The University of Sydney - Business School
Downloads 83 (293,516)
Citation 9

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sovereign credit risk, European debt crisis, heterogeneous beliefs, momentum, CDS pricing

2.

Dynamic Expectation Formation in the Foreign Exchange Market

Journal of International Money and Finance, Vol. 37, 2013
Number of pages: 41 Posted: 12 May 2011 Last Revised: 01 Feb 2016
Norges Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 82 (295,675)
Citation 12

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foreign exchange expectations, investor sentiment, market anomalies, survey data

3.

Agreeing on Disagreement: Heterogeneity or Uncertainty?

Journal of Financial Markets, Forthcoming
Number of pages: 34 Posted: 24 Feb 2016 Last Revised: 21 Feb 2019
Norges Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 71 (321,330)

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foreign exchange markets, disagreement, heterogeneous expectations, uncertainty

4.

Comparing Behavioural Heterogeneity Across Asset Classes

Number of pages: 43 Posted: 01 Apr 2017 Last Revised: 15 Sep 2017
Saskia ter Ellen, Cars H. Hommes and Remco C. J. Zwinkels
Norges Bank, University of Amsterdam - Amsterdam School of Economics (ASE) and Vrije Universiteit Amsterdam
Downloads 69 (326,348)
Citation 1

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financial markets, heterogeneous expectations, market stability

Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence

Norges Bank Working Paper 22
Number of pages: 39 Posted: 09 Oct 2017 Last Revised: 04 Nov 2017
Saskia ter Ellen and Willem F. C. Verschoor
Norges Bank and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 36 (443,019)
Citation 1

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Expectations, Heterogeneous Agent Models, Bounded Rationality, Asset Price Dynamics

Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence

Norges Bank Working Paper 22/2017
Number of pages: 39 Posted: 20 Nov 2017
Saskia ter Ellen and Willem F. C. Verschoor
Norges Bank and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 28 (481,776)

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Expectations, Heterogeneous Agent Models, Bounded Rationality, Asset Price Dynamics

6.

Agreeing on Disagreement: Heterogeneity or Uncertainty?

Norges Bank Working Paper 4/2016, 29th Australasian Finance and Banking Conference 2016
Number of pages: 28 Posted: 26 Aug 2016 Last Revised: 03 Aug 2018
Norges Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 48 (388,501)

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foreign exchange markets, disagreement, heterogeneous expectations, uncertainty

7.

Forward Guidance Through Interest Rate Projections: Does It Work?

Norges Bank Working Paper 6/2017
Number of pages: 36 Posted: 02 May 2017
Leif Brubakk, Saskia ter Ellen and Hong Xu
Independent, Norges Bank and Norges Bank
Downloads 34 (441,460)
Citation 13

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monetary policy, forward guidance, interest rates

8.

Comparing Behavioural Heterogeneity Across Asset Classes

Norges Bank Working Paper 12/17
Number of pages: 43 Posted: 08 Sep 2017
Saskia ter Ellen, Cars H. Hommes and Remco C. J. Zwinkels
Norges Bank, University of Amsterdam - Amsterdam School of Economics (ASE) and Vrije Universiteit Amsterdam
Downloads 28 (468,952)
Citation 1

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Financial Markets, Heterogeneous Expectations, Market Stability

9.

ECB Spillovers and Domestic Monetary Policy Effectiveness in Small Open Economies

Norges Bank Working Paper 9/2018; ISBN 978-82-8379-052-8
Number of pages: 39 Posted: 15 Feb 2019
Saskia ter Ellen, Edvard Jansen and Nina L. Midthjell
Norges Bank, Formuesforvaltning and Norges Bank
Downloads 6 (596,141)

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monetary policy, forward guidance, international spillovers, asset prices, small open economies