Saskia ter Ellen

Oil price dynamics: A behavioral finance approach with heterogeneous agents

Saskia ter Ellen, Remco C. J. Zwinkels · Energy Economics · 2010 · 113 citations

Econophysics, Dynamic Economic Model, Economics +9

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market

Carl Chiarella, Saskia ter Ellen, Xue‐Zhong He et al. · Journal of Empirical Finance · 2014 · 62 citations

Market Microstructure, Empirical Finance, Economics +9

Dynamic expectation formation in the foreign exchange market

Saskia ter Ellen, Willem F. C. Verschoor, Remco C. J. Zwinkels · Journal of International Money and Finance · 2013 · 57 citations

Economics, International Finance, Exchange Rate Movement +5

ECB Spillovers and domestic monetary policy effectiveness in small open economies

Saskia ter Ellen, Edvard Jansen, Nina Larsson Midthjell · European Economic Review · 2019 · 27 citations · Full text

Monetary Policy, Economics, External Shock +9