Saskia Ter Ellen
Tel.: +47 22 31 62 34
P.O. Box 1179 Sentrum
International Finance, Behavioral Finance, Financial Stability, Monetary Policy, Empirical Asset Pricing
CV (PDF, 124.4 Kb)
How ECB's monetary policy affects Norwegian asset prices (with Edvard Jansen and Nina Larsson Midthjell).
Forward guidance through interest rate projections: does it work? (with Leif Brubakk and Hong Xu).
Comparing Behavioral Heterogeneity Across Asset Classes (with Cars H. Hommes and Remco C.J. Zwinkels).
Agreeing on Disagreement: Heterogeneity or Uncertainty? (with Willem F.C. Verschoor and Remco C.J. Zwinkels).
Risk and Uncertainty in the Foreign Exchange Market (with Willem F.C. Verschoor and Remco C.J. Zwinkels).
Heterogeneous Beliefs in Financial Markets: surveying the empirics (with Willem F.C. Verschoor).
(2015) Fear or Fundamentals? Heterogeneous Beliefs in the European sovereign CDS Market (with Carl Chiarella, Xue-Zhong He and Eliza Wu), Journal of Empirical Finance 32, pp. 19-34.
(2013) Dynamic Expectation Formation in the Foreign Exchange Market (with Willem F.C. Verschoor and Remco C.J. Zwinkels), Journal of International Money and Finance 37, pp. 75-97.
(2010) Oil Price Dynamics: a Behavioral Finance Approach with Heterogeneous Agents (with Remco C.J. Zwinkels), Energy Economics 32, pp. 1427-1434.