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Details about Roberto A. De Santis

E-mail:
Postal address:Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany
Workplace:European Central Bank, (more information at EDIRC)

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


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Working Papers

2020

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

2019

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

2017

  1. Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment
    Working Paper Series, European Central Bank Downloads View citations (24)
  2. Spillovers among sovereign debt markets: identification by absolute magnitude restrictions
    Working Paper Series, European Central Bank Downloads View citations (5)

2016

  1. Correlation changes between the risk-free rate and sovereign yields of euro area countries
    Working Paper Series, European Central Bank Downloads View citations (4)
  2. Credit spreads, economic activity and fragmentation
    Working Paper Series, European Central Bank Downloads View citations (3)
  3. Impact of the asset purchase programme on euro area government bond yields using market news
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (50) (2020)

2015

  1. A measure of redenomination risk
    Working Paper Series, European Central Bank Downloads View citations (66)
  2. 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 Downloads View citations (1)

2014

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

2013

  1. A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply
    Working Paper Series, European Central Bank Downloads View citations (42)
    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) Downloads View citations (77) (2015)
  2. Bank lending and monetary transmission in the euro area
    Working Paper Series, European Central Bank Downloads View citations (60)

2012

  1. 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 Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (1)
    Working Paper Series, European Central Bank (2008) Downloads View citations (24)

    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) Downloads View citations (27) (2013)
  2. Quantity theory is alive: the role of international portfolio shifts
    Working Paper Series, European Central Bank Downloads View citations (4)
  3. 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 Downloads View citations (215)

2009

  1. Cross-Border Mergers and acquisitions: Financial and institutional forces
    Working Paper Series, European Central Bank Downloads View citations (14)
  2. Cross-border mergers and acquisitions and European integration
    Sciences Po publications, Sciences Po Downloads View citations (69)
    Also in Post-Print, HAL (2009) Downloads View citations (67)

2008

  1. Assessing the benefits of international portfolio diversification in bonds and stocks
    Working Paper Series, European Central Bank Downloads View citations (7)
  2. Foreign direct investment and environmental taxes
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2000) Downloads

    See also Journal Article Foreign Direct Investment and Environmental Taxes, German Economic Review, Verein für Socialpolitik (2009) Downloads View citations (5) (2009)
  3. Measuring financial integration in new EU Member States
    Occasional Paper Series, European Central Bank Downloads View citations (66)
  4. 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 Downloads View citations (76)

2007

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

2006

  1. Financial integration, international portfolio choice and the European Monetary Union
    Working Paper Series, European Central Bank Downloads View citations (87)
  2. On the determinants of external imbalances and net international portfolio flows: a global perspective
    Working Paper Series, European Central Bank Downloads View citations (13)
  3. The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (11) (2010)

2005

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

2004

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

2003

  1. The admission of accession countries to an enlarged monetary union: a tentative assessment
    Working Paper Series, European Central Bank Downloads View citations (4)

2002

  1. Endogenous Market Structures and the Gains from Foreign Direct Investment
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (6)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (1999) Downloads

    See also Journal Article Endogenous market structures and the gains from foreign direct investment, Journal of International Economics, Elsevier (2004) Downloads View citations (18) (2004)

2000

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

1999

  1. 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) Downloads View citations (2)
  2. Intra-industry trade, endogenous technological change, wage inequality and welfare
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads

1998

  1. 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) Downloads View citations (5)

1997

  1. 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) Downloads View citations (1)
  2. 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) Downloads
    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) Downloads View citations (1) (2003)

1993

  1. AN ERROR CORRECTION MONETARY MODEL EXPLAINING THE INFLATIONARY PROCESS IN TURKEY
    Economic Research Papers, University of Warwick - Department of Economics Downloads View citations (6)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1993) Downloads 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 Downloads View citations (20)
  2. Impact of the Asset Purchase Programme on euro area government bond yields using market news
    Economic Modelling, 2020, 86, (C), 192-209 Downloads View citations (50)
    See also Working Paper Impact of the asset purchase programme on euro area government bond yields using market news, Working Paper Series (2016) Downloads 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 Downloads

2019

  1. Domestic versus foreign factors behind the fall in euro area industrial production
    Economic Bulletin Boxes, 2019, 6 Downloads
  2. Redenomination Risk
    Journal of Money, Credit and Banking, 2019, 51, (8), 2173-2206 Downloads View citations (11)

2018

  1. Purchases of green bonds under the Eurosystem’s asset purchase programme
    Economic Bulletin Boxes, 2018, 7 Downloads View citations (9)
  2. Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions
    Journal of Applied Econometrics, 2018, 33, (5), 727-747 Downloads View citations (24)
  3. 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 Downloads View citations (25)
  4. Unobservable country bond premia and fragmentation
    Journal of International Money and Finance, 2018, 82, (C), 1-25 Downloads View citations (19)

2015

  1. 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 Downloads View citations (77)
    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) Downloads View citations (42) (2013)
  2. Financial indicators signaling correlation changes in sovereign bond markets
    Journal of Banking & Finance, 2015, 56, (C), 86-102 Downloads View citations (8)
    See also Working Paper Financial indicators signalling correlation changes in sovereign bond markets, Working Paper Series (2014) Downloads View citations (2) (2014)
  3. Heterogeneity, monetary policy and banks' balance sheets: evidence from Euro area countries
    Applied Economics Letters, 2015, 22, (7), 549-557 Downloads View citations (2)

2013

  1. 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 Downloads View citations (27)
    See also Working Paper Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability, Working Papers (2012) Downloads View citations (1) (2012)

2012

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

2010

  1. 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 Downloads 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) Downloads View citations (17) (2006)

2009

  1. Foreign Direct Investment and Environmental Taxes
    German Economic Review, 2009, 10, (1), 115-135 Downloads View citations (5)
    See also Working Paper Foreign direct investment and environmental taxes, Working Paper Series (2008) Downloads View citations (2) (2008)
  2. International portfolio reallocation: Diversification benefits and European monetary union
    European Economic Review, 2009, 53, (8), 1010-1027 Downloads View citations (48)
  3. On the determinants of net international portfolio flows: A global perspective
    Journal of International Money and Finance, 2009, 28, (5), 880-901 Downloads View citations (30)

2004

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

2003

  1. Crude oil price fluctuations and Saudi Arabia's behaviour
    Energy Economics, 2003, 25, (2), 155-173 Downloads View citations (34)
    See also Working Paper Crude Oil Price Fluctuations and Saudi Arabian Behaviour, Kiel Working Papers (2000) Downloads (2000)
  2. The Impact of a Customs Union with the European Union on Internal Migration in Turkey
    Journal of Regional Science, 2003, 43, (2), 349-372 Downloads View citations (4)
  3. Wage Inequality in the United Kingdom: Trade and/or Technology?
    The World Economy, 2003, 26, (6), 893-909 Downloads View citations (13)
  4. 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 Downloads 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) Downloads (1997)

2002

  1. 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)
  2. Indra-Industry Trade, Endogenous Technical Change, Wage Inequality and Welfare
    International Economic Journal, 2002, 16, (3), 59-78 Downloads View citations (2)
  3. 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 Downloads View citations (14)

2001

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

2000

  1. 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
  2. Optimal Export Taxes, Welfare, Industry Concentration, and Firm Size: A General Equilibrium Analysis
    Review of International Economics, 2000, 8, (2), 319-335 Downloads View citations (5)

1997

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