Roberto A. De Santis

European Central Bank (ECB) - Directorate General Economics

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

36

DOWNLOADS
Rank 3,410

SSRN RANKINGS

Top 3,410

in Total Papers Downloads

10,764

CITATIONS
Rank 4,923

SSRN RANKINGS

Top 4,923

in Total Papers Citations

106

Scholarly Papers (36)

1.

The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal

ECB Working Paper No. 1419
Number of pages: 61 Posted: 06 Feb 2012
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 4,847 (1,527)
Citation 8

Abstract:

Loading...

sovereign spreads, credit ratings, spillovers

2.

Study on the Impact of the Euro on Trade and Foreign Direct Investment

European Economic and Monetary Union Working Paper No. 321
Number of pages: 141 Posted: 03 Aug 2008
University of Geneva - Graduate Institute of International Studies (HEI), Bank of Italy, University of Paris 1 Panthéon Sorbonne, European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Economics
Downloads 944 (22,869)
Citation 8

Abstract:

Loading...

euro, trade, FDI

3.

Cross-Border Mergers and Acquisitions: Financial and Institutional Forces

ECB Working Paper No. 1018
Number of pages: 54 Posted: 04 Mar 2009
Nicolas Coeurdacier, Roberto A. De Santis and Antonin Aviat
London Business School, European Central Bank (ECB) - Directorate General Economics and Paris School of Economics (PSE)
Downloads 575 (45,225)
Citation 8

Abstract:

Loading...

Cross Mergers and Acquisitions, Gravity Equation, Euro

4.

Financial Integration, International Portfolio Choice and the European Monetary Union

ECB Working Paper No. 626, EFA 2006 Zurich Meetings
Number of pages: 52 Posted: 16 Mar 2006
Roberto A. De Santis and Bruno Gerard
European Central Bank (ECB) - Directorate General Economics and BI Norwegian Business School - Department of Finance
Downloads 429 (65,299)
Citation 23

Abstract:

Loading...

Home bias, risk diversification, international portfolio weights, EMU

5.

Assessing the Benefits of International Portfolio Diversification in Bonds and Stocks

ECB Working Paper No. 883
Number of pages: 45 Posted: 01 Apr 2008
Roberto A. De Santis and Lucio Sarno
European Central Bank (ECB) - Directorate General Economics and City University London - Sir John Cass Business School
Downloads 404 (70,215)

Abstract:

Loading...

Asset pricing, exchange rates, international parity conditions, market integration, stochastic discount factor

6.

Explaining Exchange Rate Dynamics: The Uncovered Equity Return Parity Condition

ECB Working Paper No. 529
Number of pages: 46 Posted: 19 Oct 2005
Lorenzo Cappiello and Roberto A. De Santis
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 369 (78,011)
Citation 2

Abstract:

Loading...

foreign exchange markets, asset pricing, random walk, UIP, GMM

7.

Measuring Financial Integration in New EU Member States

ECB Occasional Paper No. 81
Number of pages: 38 Posted: 15 Mar 2008
Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 333 (87,789)
Citation 11

Abstract:

Loading...

Intra-Industry Trade, Endogenous Technological Change, Wage Inequality and Welfare

Kiel Working Paper No. 921
Number of pages: 36 Posted: 29 Nov 1999
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 190 (155,562)

Abstract:

Loading...

Intra-Industry Trade, Endogenous Technological Change, Wage Inequality and Welfare

Kiel Working Paper No. 921
Number of pages: 35 Posted: 08 Oct 1999
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 121 (227,447)

Abstract:

Loading...

9.

Competitiveness and the Export Performance of the Euro Area

ECB Occasional Paper No. 30
Number of pages: 100 Posted: 23 Jul 2007
European Central Bank (ECB), European Central Bank (ECB), International Labour Organization (ILO), Banco de España, Banque de France, Central Bank of Ireland, Bank of Italy, Banque Centrale du Luxembourg, Bank of the Netherlands, Oesterreichische Nationalbank, European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Bank of Italy
Downloads 238 (125,512)
Citation 6

Abstract:

Loading...

10.

On the Determinants of Euro Area FDI to the United States: The Knowledge-Capital-Tobin's Q Framework

ECB Working Paper No. 329
Number of pages: 55 Posted: 23 Jun 2004
Roberto A. De Santis, Robert Anderton and Alexander Hijzen
European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB) and Organization for Economic Co-Operation and Development (OECD)
Downloads 236 (126,592)
Citation 5

Abstract:

Loading...

Euro area, Foreign Direct Investment, Multinational firms, Tobin's Q

11.

Impact of the Asset Purchase Programme on Euro Area Government Bond Yields Using Market News

ECB Working Paper No. 1939
Number of pages: 24 Posted: 24 Aug 2016
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 220 (135,628)

Abstract:

Loading...

Quantitative easing, APP, Sovereign yields

12.

The Geography of International Portfolio Flows, International CAPM and the Role of Monetary Policy Frameworks

ECB Working Paper No. 678
Number of pages: 49 Posted: 10 Oct 2006
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 204 (145,675)
Citation 4

Abstract:

Loading...

Capital flows, Home bias, Risk diversification, EMU, Monetary policy

13.

A Measure of Redenomination Risk

ECB Working Paper No. 1785
Number of pages: 48 Posted: 20 Jun 2015
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 179 (164,188)
Citation 1

Abstract:

Loading...

euro; redenomination risk; sovereign credit spreads; systemic risk

14.

Do International Portfolio Investors Follow Firms' Foreign Investment Decisions?

ECB Working Paper No. 815
Number of pages: 47 Posted: 02 Oct 2007
Roberto A. De Santis and Paul Ehling
European Central Bank (ECB) - Directorate General Economics and BI - Norwegian Business School
Downloads 149 (192,210)
Citation 3

Abstract:

Loading...

Foreign Direct Investment, Foreign Portfolio Investment, Tobin's q, Investor Heterogeneity, and Information Spillovers

15.

The Uncovered Return Parity Condition

ECB Working Paper No. 812
Number of pages: 52 Posted: 27 Sep 2007
Lorenzo Cappiello and Roberto A. De Santis
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 131 (213,240)

Abstract:

Loading...

Uncovered Interest Parity, Uncovered Return Parity, stochastic discount factor, GMM

16.

A Non-Standard Monetary Policy Shock: The ECB’s 3-year LTROs and the Shift in Credit Supply

ECB Working Paper No. 1508
Number of pages: 42 Posted: 12 Feb 2013
Matthieu Darracq Paries and Roberto A. De Santis
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 128 (217,117)

Abstract:

Loading...

non-standard monetary policy measures, panel VAR

17.

On the Determinants of External Imbalances and Net International Portfolio Flows: A Global Perspective

ECB Working Paper No. 651
Number of pages: 57 Posted: 19 Jul 2006
Roberto A. De Santis and Melanie Lührmann
European Central Bank (ECB) - Directorate General Economics and University of Mannheim - Mannheim Research Institute for the Economics of Aging (MEA)
Downloads 122 (225,075)
Citation 6

Abstract:

Loading...

Current accounts, net portfolio flows, panel regressions

18.

Does Business Cycle Risk Account for Systematic Returns from Currency Positioning? The International Perspective

Number of pages: 39 Posted: 05 Jun 2008
Roberto A. De Santis and Fabio Fornari
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 117 (232,261)
Citation 1

Abstract:

Loading...

Asset Pricing, Consumption Risk, UIP

19.

The Admission of Accession Countries to an Enlarged Monetary Union: A Tentative Assessment

ECB Working Paper No. 216
Number of pages: 49 Posted: 31 May 2003
Michele Ca' Zorzi and Roberto A. De Santis
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 116 (233,753)

Abstract:

Loading...

Accession Countries, Balassa-Samuelson Effect, European Monetary Union, Exchange Rate Regimes, Monetary Policy

20.

Welfare Implications of Joining a Common Currency

ECB Working Paper No. 445
Number of pages: 34 Posted: 05 May 2005
Michele Ca' Zorzi, Roberto A. De Santis and Fabrizio Zampolli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 92 (273,798)

Abstract:

Loading...

Balassa-Samuelson Effect, Currency Union, Monetary Policy, Welfare

21.

Foreign Direct Investment and Environmental Taxes

ECB Working Paper No. 921
Number of pages: 43 Posted: 12 Aug 2008
Roberto A. De Santis and Frank Stähler
European Central Bank (ECB) - Directorate General Economics and University of Tuebingen - Department of Economics
Downloads 80 (298,408)
Citation 3

Abstract:

Loading...

Foreign direct investment, environmental taxes, multinational enterprises, plant location

Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability

ECB Working Paper No. 926
Number of pages: 64 Posted: 21 Aug 2008
Roberto A. De Santis, Carlo A. Favero and Barbara Roffia
European Central Bank (ECB) - Directorate General Economics, Bocconi University - Department of Finance and European Central Bank (ECB)
Downloads 69 (328,360)
Citation 6

Abstract:

Loading...

Euro area money demand, inflation forecasts, monetary policy, portfolio allocation

Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability

CEPR Discussion Paper No. DP8957
Number of pages: 48 Posted: 25 May 2012
Roberto A. De Santis, Carlo A. Favero and Barbara Roffia
European Central Bank (ECB) - Directorate General Economics, Bocconi University - Department of Finance and European Central Bank (ECB)
Downloads 2 (651,297)
Citation 6
  • Add to Cart

Abstract:

Loading...

Euro area money demand, inflation forecasts, monetary policy, portfolio allocation

23.

Credit Spreads, Economic Activity and Fragmentation

ECB Working Paper No. 1930
Number of pages: 76 Posted: 07 Jul 2016
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 64 (337,744)

Abstract:

Loading...

corporate credit spreads, excess bond premium, forecasts, fragmentation

24.

Financial Indicators Signalling Correlation Changes in Sovereign Bond Markets

ECB Working Paper No. 1746
Number of pages: 39 Posted: 15 Dec 2014
Roberto A. De Santis and Michael Stein
European Central Bank (ECB) - Directorate General Economics and University of Duisburg-Essen
Downloads 54 (367,029)

Abstract:

Loading...

correlation breakdowns, monetary policy, regime changes, government bonds, multivariate GARCH

25.

Flow Effects of Central Bank Asset Purchases on Euro Area Sovereign Bond Yields: Evidence from a Natural Experiment

ECB Working Paper No. 2052
Number of pages: 31 Posted: 16 May 2017
Roberto A. De Santis and Federic Holm-Hadulla
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 51 (376,416)

Abstract:

Loading...

quantitative easing; monetary policy; sovereign yields; natural experiment

26.

Correlation Changes between the Risk-Free Rate and Sovereign Yields of Euro Area Countries

ECB Working Paper No. 1979
Number of pages: 45 Posted: 03 Feb 2017
Roberto A. De Santis and Michael Stein
European Central Bank (ECB) - Directorate General Economics and University of Duisburg-Essen
Downloads 51 (376,416)

Abstract:

Loading...

monetary policy, government bonds, smooth transition models, euro area

Bank Lending and Monetary Transmission in the Euro Area

ECB Working Paper No. 1568
Number of pages: 32 Posted: 12 Aug 2013
Roberto A. De Santis and Paolo Surico
European Central Bank (ECB) - Directorate General Economics and London Business School - Department of Economics
Downloads 44 (407,811)

Abstract:

Loading...

credit availability, monetary policy, heterogeneous effects, commercial, cooperative and savings banks

Bank Lending and Monetary Transmission in the Euro Area

Economic Policy, Vol. 28, Issue 75, pp. 423-457, 2013
Number of pages: 35 Posted: 16 Jul 2013
Roberto A. De Santis and Paolo Surico
European Central Bank (ECB) - Directorate General Economics and London Business School - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

28.

Risk and Return in International Corporate Bond Markets

Number of pages: 58 Posted: 16 May 2019 Last Revised: 22 May 2019
Geert Bekaert and Roberto A. De Santis
Columbia Business School - Finance and Economics and European Central Bank (ECB) - Directorate General Economics
Downloads 43 (403,812)

Abstract:

Loading...

Corporate bond markets, CAPM, international market integration, asset class integration, bond ratings, risk, return

29.

Quantity Theory is Alive: The Role of International Portfolio Shifts

ECB Working Paper No. 1435
Number of pages: 38 Posted: 07 Jul 2012
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 41 (411,164)

Abstract:

Loading...

Money demand, asset prices

30.

Fiscal Policy Adjustments in the Euro Area Stressed Countries: New Evidence from Non-Linear Models with State-Varying Thresholds

ECB Working Paper No. 1858
Number of pages: 33 Posted: 16 Oct 2015
Roberto A. De Santis, Gabriella Deborah Legrenzi and Costas Milas
European Central Bank (ECB) - Directorate General Economics, Keele University - Department of Economics and University of Liverpool
Downloads 28 (466,390)

Abstract:

Loading...

fiscal adjustments, budgetary disequilibria, European debt crisis, non-linear models, euro periphery

31.

Wage Inequality in the United Kingdom: Trade And/Or Technology?

World Economy, Vol. 26, pp. 893-909, June 2003
Number of pages: 17 Posted: 11 Jul 2003
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 27 (471,426)
Citation 4
  • Add to Cart

Abstract:

Loading...

32.

Spillovers Among Sovereign Debt Markets: Identification by Absolute Magnitude Restrictions

ECB Working Paper No. 2055
Number of pages: 57 Posted: 16 May 2017
Roberto A. De Santis and Srecko Zimic
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Research
Downloads 24 (487,483)

Abstract:

Loading...

spillovers, contagion, connectedness, fragmentation, sovereign risk, SVAR identification

33.

The Impact of a Customs Union with the European Union on Internal Migration in Turkey

Journal of Regional Science, Vol. 43, pp. 349-372, May 2003
Number of pages: 24 Posted: 14 Jul 2003
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Downloads 24 (487,483)
Citation 1
  • Add to Cart

Abstract:

Loading...

34.

Interest Rates and Foreign Spillovers

ECB Working Paper No. 2221
Number of pages: 51 Posted: 16 Jan 2019
Roberto A. De Santis and Srecko Zimic
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB) - Directorate General Research
Downloads 17 (526,863)

Abstract:

Loading...

money market rates, spillovers, event-study, magnitude restrictions, SVAR

35.

Cross-Border Mergers and Acquisitions and European Integration

Economic Policy, Vol. 24, Issue 57, pp. 55-106, January 2009
Number of pages: 51 Posted: 02 Jan 2009
Nicolas Coeurdacier, Roberto A. De Santis and Antonin Aviat
London Business School, European Central Bank (ECB) - Directorate General Economics and Paris School of Economics (PSE)
Downloads 1 (633,452)
Citation 6
  • Add to Cart

Abstract:

Loading...

36.

Optimal Export Taxes, Welfare, Industry Concentration, and Firm Size: A General Equilibrium Analysis

Review of International Economics, Vol. 8, Issue 2, May 2000
Posted: 28 Jul 2000
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics

Abstract:

Loading...