Details about Roberto A. De Santis

Access statistics for papers by Roberto A. De Santis.

Last updated 2020-12-03. Update your information in the RePEc Author Service.

Short-id: pde50

Working Papers

2020

1. Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions
   Working Paper Series, European Central Bank View citations (8)
2. Macroeconomic risks across the globe due to the Spanish Flu
   Working Paper Series, European Central Bank View citations (7)
3. Risk and return in international corporate bond markets
   Working Paper Series, European Central Bank View citations (1)

2019

4. ECB corporate QE and the loan supply to bank-dependent firms
   Working Paper Series, European Central Bank View citations (20)
5. Interest rates and foreign spillovers
   Working Paper Series, European Central Bank View citations (2)
6. Unconventional monetary policy and corporate bond issuance
   Working Paper Series, European Central Bank View citations (17)

2017

7. Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment
   Working Paper Series, European Central Bank View citations (24)
8. Spillovers among sovereign debt markets: identification by absolute magnitude restrictions
   Working Paper Series, European Central Bank View citations (6)

2016

9. Correlation changes between the risk-free rate and sovereign yields of euro area countries
   Working Paper Series, European Central Bank View citations (4)
10. Credit spreads, economic activity and fragmentation
    Working Paper Series, European Central Bank View citations (3)
11. Impact of the asset purchase programme on euro area government bond yields using market news
    Working Paper Series, European Central Bank View citations (59)
    See also Journal Article Impact of the Asset Purchase Programme on euro area government bond yields using market news, Economic Modelling, Elsevier (2020) View citations (57) (2020)

2015

12. A measure of redenomination risk
    Working Paper Series, European Central Bank View citations (66)
13. Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds
    Working Paper Series, European Central Bank View citations (1)

2014

14. Financial indicators signalling correlation changes in sovereign bond markets
    Working Paper Series, European Central Bank View citations (2)
    See also Journal Article Financial indicators signaling correlation changes in sovereign bond markets, Journal of Banking & Finance, Elsevier (2015) View citations (8) (2015)

2013

15. A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply
    Working Paper Series, European Central Bank View citations (41)
    See also Journal Article A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply, Journal of International Money and Finance, Elsevier (2015) View citations (78) (2015)
16. Bank lending and monetary transmission in the euro area
    Working Paper Series, European Central Bank View citations (62)

2012

17. Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (1)
    Working Paper Series, European Central Bank (2008) View citations (23)
    See also Journal Article Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability, Journal of International Money and Finance, Elsevier (2013) View citations (28) (2013)
18. Quantity theory is alive: the role of international portfolio shifts
    Working Paper Series, European Central Bank View citations (4)
19. The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal
    Working Paper Series, European Central Bank View citations (216)

2009

20. Cross-Border Mergers and acquisitions: Financial and institutional forces
    Working Paper Series, European Central Bank View citations (14)
21. Cross-border mergers and acquisitions and European integration
    Post-Print, HAL View citations (72)

2008

22. Assessing the benefits of international portfolio diversification in bonds and stocks
    Working Paper Series, European Central Bank View citations (7)
23. Foreign direct investment and environmental taxes
    Working Paper Series, European Central Bank View citations (2)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2000)
    See also Journal Article Foreign Direct Investment and Environmental Taxes, German Economic Review, Verein für Socialpolitik (2009) View citations (7) (2009)
24. Measuring financial integration in new EU Member States
    Occasional Paper Series, European Central Bank View citations (66)
25. Study on the Impact of the Euro on Trade and Foreign Direct Investment
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (77)

2007

26. Do international portfolio investors follow firms' foreign investment decisions?
    Working Paper Series, European Central Bank View citations (10)
27. The uncovered return parity condition
    Working Paper Series, European Central Bank View citations (20)

2006

28. Financial integration, international portfolio choice and the European Monetary Union
    Working Paper Series, European Central Bank View citations (88)
29. On the determinants of external imbalances and net international portfolio flows: a global perspective
    Working Paper Series, European Central Bank View citations (13)
30. The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks
    Working Paper Series, European Central Bank View citations (17)
    See also Journal Article The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks, International Journal of Central Banking, International Journal of Central Banking (2010) View citations (11) (2010)

2005

31. Competitiveness and the export performance of the euro area
    Occasional Paper Series, European Central Bank View citations (3)
32. Explaining exchange rate dynamics: the uncovered equity return parity condition
    Working Paper Series, European Central Bank View citations (44)
33. Welfare implications of joining a common currency
    Working Paper Series, European Central Bank View citations (14)

2004

34. On the determinants of euro area FDI to the United States: the knowledge- capital-Tobin's Q framework
    Working Paper Series, European Central Bank View citations (19)
35. The Eastward Enlargement of the European Monetary Union
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) View citations (1)

2003

36. The admission of accession countries to an enlarged monetary union: a tentative assessment
    Working Paper Series, European Central Bank View citations (3)

2002

37. Endogenous Market Structures and the Gains from Foreign Direct Investment
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (6)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (1999)
    See also Journal Article Endogenous market structures and the gains from foreign direct investment, Journal of International Economics, Elsevier (2004) View citations (18) (2004)

2000

38. Crude Oil Price Fluctuations and Saudi Arabian Behaviour
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article Crude oil price fluctuations and Saudi Arabia's behaviour, Energy Economics, Elsevier (2003) View citations (34) (2003)

1999

39. Comments on the Harrison-Rutherford-Tarr CGE Model with Imperfect Competition and Increasing Returns to Scale
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
40. Intra-industry trade, endogenous technological change, wage inequality and welfare
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)

1998

41. The impact of a Customs Union with the EU on internal migration in Turkey under the two alternative Harris-Todaro and wage curve settings
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (5)

1997

42. The impact of a customs union with the EU on Turkey's welfare, employment and income distribution: An AGE analysis
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
43. Why exporting countries agree voluntary export restraints: The oligopolistic power of the foreign supplier
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article Why exporting countries agree to voluntary export restraints: the oligopolistic power of the foreign supplier, Scottish Journal of Political Economy, Scottish Economic Society (2003) View citations (1) (2003)

1993

44. AN ERROR CORRECTION MONETARY MODEL EXPLAINING THE INFLATIONARY PROCESS IN TURKEY
    Economic Research Papers, University of Warwick - Department of Economics View citations (6)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1993) View citations (6)

Journal Articles

2020

1. Flow Effects of Central Bank Asset Purchases on Sovereign Bond Prices: Evidence from a Natural Experiment
   Journal of Money, Credit and Banking, 2020, 52, (6), 1467-1491 View citations (24)
2. Impact of the Asset Purchase Programme on euro area government bond yields using market news
   Economic Modelling, 2020, 86, (C), 192-209 View citations (57)
   See also Working Paper Impact of the asset purchase programme on euro area government bond yields using market news, Working Paper Series (2016) View citations (59) (2016)
3. The fall in manufacturing and services activity in the euro area: foreign versus domestic shocks
   Economic Bulletin Boxes, 2020, 3

2019

4. Domestic versus foreign factors behind the fall in euro area industrial production
   Economic Bulletin Boxes, 2019, 6
5. Redenomination Risk
   Journal of Money, Credit and Banking, 2019, 51, (8), 2173-2206 View citations (12)

2018

6. Purchases of green bonds under the Eurosystem’s asset purchase programme
   Economic Bulletin Boxes, 2018, 7 View citations (11)
7. Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions
   Journal of Applied Econometrics, 2018, 33, (5), 727-747 View citations (26)
8. The impact of the corporate sector purchase programme on corporate bond markets and the financing of euro area non-financial corporations
   Economic Bulletin Articles, 2018, 3 View citations (26)
9. Unobservable country bond premia and fragmentation
   Journal of International Money and Finance, 2018, 82, (C), 1-25 View citations (21)

2015

10. A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply
    Journal of International Money and Finance, 2015, 54, (C), 1-34 View citations (78)
    See also Working Paper A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply, Working Paper Series (2013) View citations (41) (2013)
11. Financial indicators signaling correlation changes in sovereign bond markets
    Journal of Banking & Finance, 2015, 56, (C), 86-102 View citations (8)
    See also Working Paper Financial indicators signalling correlation changes in sovereign bond markets, Working Paper Series (2014) View citations (2) (2014)
12. Heterogeneity, monetary policy and banks' balance sheets: evidence from Euro area countries
    Applied Economics Letters, 2015, 22, (7), 549-557 View citations (2)

2013

13. Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability
    Journal of International Money and Finance, 2013, 32, (C), 377-404 View citations (28)
    See also Working Paper Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability, Working Papers (2012) View citations (1) (2012)

2012

14. The Minimum Economic Dividend for Joining a Currency Union
    German Economic Review, 2012, 13, (2), 127-141 View citations (2)

2010

15. The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks
    International Journal of Central Banking, 2010, 6, (2), 147-197 View citations (11)
    See also Working Paper The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks, Working Paper Series (2006) View citations (17) (2006)

2009

16. Foreign Direct Investment and Environmental Taxes
    German Economic Review, 2009, 10, (1), 115-135 View citations (7)
    See also Working Paper Foreign direct investment and environmental taxes, Working Paper Series (2008) View citations (2) (2008)
17. International portfolio reallocation: Diversification benefits and European monetary union
    European Economic Review, 2009, 53, (8), 1010-1027 View citations (49)
18. On the determinants of net international portfolio flows: A global perspective
    Journal of International Money and Finance, 2009, 28, (5), 880-901 View citations (30)

2004

19. Currency unions and the real exchange rate
    Economics Letters, 2004, 85, (1), 23-27 View citations (7)
20. Endogenous market structures and the gains from foreign direct investment
    Journal of International Economics, 2004, 64, (2), 545-565 View citations (18)
    See also Working Paper Endogenous Market Structures and the Gains from Foreign Direct Investment, Royal Economic Society Annual Conference 2002 (2002) View citations (6) (2002)

2003

21. Crude oil price fluctuations and Saudi Arabia's behaviour
    Energy Economics, 2003, 25, (2), 155-173 View citations (34)
    See also Working Paper Crude Oil Price Fluctuations and Saudi Arabian Behaviour, Kiel Working Papers (2000) (2000)
22. The Impact of a Customs Union with the European Union on Internal Migration in Turkey
    Journal of Regional Science, 2003, 43, (2), 349-372 View citations (4)
23. Wage Inequality in the United Kingdom: Trade and/or Technology?
    The World Economy, 2003, 26, (6), 893-909 View citations (13)
24. Why exporting countries agree to voluntary export restraints: the oligopolistic power of the foreign supplier
    Scottish Journal of Political Economy, 2003, 50, (3), 247-263 View citations (1)
    See also Working Paper Why exporting countries agree voluntary export restraints: The oligopolistic power of the foreign supplier, Kiel Working Papers (1997) (1997)

2002

25. A Computable General Equilibrium Model for Open Economies with Imperfect Competition and Product Differentiation
    Journal of Economic Integration, 2002, 17, 311-338 View citations (5)
26. Indra-Industry Trade, Endogenous Technical Change, Wage Inequality and Welfare
    International Economic Journal, 2002, 16, (3), 59-78 View citations (2)
27. Wage inequality between and within groups: trade-induced or skill-bias technical change? Alternative age models for the UK
    Economic Modelling, 2002, 19, (5), 725-746 View citations (14)

2001

28. The 1990 Trade Liberalisation Policy of Turkey: An Applied General Equilibrium Assessment
    International Economic Journal, 2001, 15, (2), 115-132 View citations (4)
29. Trade Policies for Exporting Industries under Free Entry
    German Economic Review, 2001, 2, (4), 327-338

2000

30. L’Unione doganale tra l’Unione Europea e la Turchia: una stima dell’impatto economico sull’economia turca
    Economia Internazionale / International Economics, 2000, 53, (2), 153-184
31. Optimal Export Taxes, Welfare, Industry Concentration, and Firm Size: A General Equilibrium Analysis
    Review of International Economics, 2000, 8, (2), 319-335 View citations (5)

1997

32. Social Accounting Matrix for Turkey 1990
    Economic Systems Research, 1997, 9, (3), 281-285 View citations (5)