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Roberto A. De Santis

Not to be confused with: Roberta De Santis

Personal Details

First Name:Roberto
Middle Name:A.
Last Name:De Santis
Suffix:
RePEc Short-ID:pde50
Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Macroeconomic risks across the globe due to the Spanish Flu," Working Paper Series 2466, European Central Bank.
  2. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
  3. Bekaert, Geert & De Santis, Roberto A., 2020. "Risk and return in international corporate bond markets," Working Paper Series 2452, European Central Bank.
  4. Betz, Frank & De Santis, Roberto A., 2019. "ECB corporate QE and the loan supply to bank-dependent firms," Working Paper Series 2314, European Central Bank.
  5. De Santis, Roberto A. & Zimic, Srečko, 2019. "Interest rates and foreign spillovers," Working Paper Series 2221, European Central Bank.
  6. De Santis, Roberto A. & Zaghini, Andrea, 2019. "Unconventional monetary policy and corporate bond issuance," Working Paper Series 2329, European Central Bank.
  7. De Santis, Roberto A. & Zimic, Srečko, 2017. "Spillovers among sovereign debt markets: identification by absolute magnitude restrictions," Working Paper Series 2055, European Central Bank.
  8. De Santis, Roberto A. & Holm-Hadulla, Fédéric, 2017. "Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment," Working Paper Series 2052, European Central Bank.
  9. De Santis, Roberto A., 2016. "Credit spreads, economic activity and fragmentation," Working Paper Series 1930, European Central Bank.
  10. De Santis, Roberto A., 2016. "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series 1939, European Central Bank.
  11. De Santis, Roberto A. & Stein, Michael, 2016. "Correlation changes between the risk-free rate and sovereign yields of euro area countries," Working Paper Series 1979, European Central Bank.
  12. De Santis, Roberto A. & Legrenzi, Gabriella & Milas, Costas, 2015. "Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds," Working Paper Series 1858, European Central Bank.
  13. De Santis, Roberto A., 2015. "A measure of redenomination risk," Working Paper Series 1785, European Central Bank.
  14. De Santis, Roberto A. & Stein, Michael, 2014. "Financial indicators signalling correlation changes in sovereign bond markets," Working Paper Series 1746, European Central Bank.
  15. De Santis, Roberto A. & Darracq Pariès, Matthieu, 2013. "A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply," Working Paper Series 1508, European Central Bank.
  16. De Santis, Roberto A. & Surico, Paolo, 2013. "Bank lending and monetary transmission in the euro area," Working Paper Series 1568, European Central Bank.
  17. De Santis, Roberto A., 2012. "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 1419, European Central Bank.
  18. De Santis, Roberto A., 2012. "Quantity theory is alive: the role of international portfolio shifts," Working Paper Series 1435, European Central Bank.
  19. Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  20. Nicolas Coeurdacier & Roberto A. de Santis & Antonin Aviat, 2009. "Cross-border mergers and acquisitions and European integration," Post-Print hal-01022660, HAL.
  21. De Santis, Roberto A. & Coeurdacier, Nicolas & Aviat, Antonin, 2009. "Cross-Border Mergers and acquisitions: Financial and institutional forces," Working Paper Series 1018, European Central Bank.
  22. De Santis, Roberto A. & Sarno, Lucio, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 883, European Central Bank.
  23. Richard Baldwin & Virginia DiNino & Lionel Fontagné & Roberto A. De Santis & Daria Taglioni, 2008. "Study on the Impact of the Euro on Trade and Foreign Direct Investment," European Economy - Economic Papers 2008 - 2015 321, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  24. De Santis, Roberto A. & Cappiello, Lorenzo & Baltzer, Markus & Manganelli, Simone, 2008. "Measuring financial integration in new EU Member States," Occasional Paper Series 81, European Central Bank.
  25. De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series 815, European Central Bank.
  26. Cappiello, Lorenzo & De Santis, Roberto A., 2007. "The uncovered return parity condition," Working Paper Series 812, European Central Bank.
  27. De Santis, Roberto A., 2006. "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series 678, European Central Bank.
  28. De Santis, Roberto A. & Gérard, Bruno, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 626, European Central Bank.
  29. De Santis, Roberto A. & Lührmann, Melanie, 2006. "On the determinants of external imbalances and net international portfolio flows: a global perspective," Working Paper Series 651, European Central Bank.
  30. Ca' Zorzi, Michele & De Santis, Roberto A. & Zampolli, Fabrizio, 2005. "Welfare implications of joining a common currency," Working Paper Series 445, European Central Bank.
  31. Anderton, Robert & Melyn, Wim & Jochem, Alex & Pakinezou, N M & Torres, Javier & Lecat, Remy & Tedeschi, Roberto & Eggelte, Jurriann & Abreu, Ildeberta & Kinnunen, Helvi & Oliveira-Soares, Rodrigo & N, 2005. "Competitiveness and the export performance of the euro area," Occasional Paper Series 30, European Central Bank.
  32. Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 529, European Central Bank.
  33. Anderton, Robert & Hijzen, Alexander & De Santis, Roberto A., 2004. "On the determinants of euro area FDI to the United States: the knowledge- capital-Tobin's Q framework," Working Paper Series 329, European Central Bank.
  34. Michele Ca' Zorzi & Roberto A. De Santis, 2004. "The Eastward Enlargement of the European Monetary Union," EUI-RSCAS Working Papers 31, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
  35. Ca' Zorzi, Michele & De Santis, Roberto A., 2003. "The admission of accession countries to an enlarged monetary union: a tentative assessment," Working Paper Series 216, European Central Bank.
  36. De Santis, Roberto A & Frank Stahler, 2002. "Endogenous Market Structures and the Gains from Foreign Direct Investment," Royal Economic Society Annual Conference 2002 56, Royal Economic Society.
  37. De Santis, Roberto A., 2000. "Crude Oil Price Fluctuations and Saudi Arabian Behaviour," Kiel Working Papers 1014, Kiel Institute for the World Economy (IfW Kiel).
  38. De Santis, Roberto A. & Stähler, Frank, 2000. "Foreign Direct Investment and Environmental Taxes," Kiel Working Papers 1013, Kiel Institute for the World Economy (IfW Kiel).
  39. De Santis, Roberto A., 2000. "Crude Oil Price Fluctuations and Saudi Arabian Behaviour," Kiel Working Papers 1014, Kiel Institute for the World Economy (IfW Kiel).
  40. De Santis, Roberto A., 1999. "Comments on the Harrison-Rutherford-Tarr CGE Model with Imperfect Competition and Increasing Returns to Scale," Kiel Working Papers 907, Kiel Institute for the World Economy (IfW Kiel).
  41. De Santis, Roberto A., 1999. "Intra-industry trade, endogenous technological change, wage inequality and welfare," Kiel Working Papers 921, Kiel Institute for the World Economy (IfW Kiel).
  42. De Santis, Roberto A., 1998. "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 867, Kiel Institute for the World Economy (IfW Kiel).
  43. De Santis, Roberto A., 1998. "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 867, Kiel Institute for the World Economy (IfW Kiel).
  44. De Santis, Roberto A., 1997. "The impact of a customs union with the EU on Turkey's welfare, employment and income distribution: An AGE analysis," Kiel Working Papers 843, Kiel Institute for the World Economy (IfW Kiel).
  45. De Santis, Roberto A., 1997. "Why exporting countries agree voluntary export restraints: The oligopolistic power of the foreign supplier," Kiel Working Papers 841, Kiel Institute for the World Economy (IfW Kiel).
  46. De Santis, Roberto A., 1997. "Why exporting countries agree voluntary export restraints: The oligopolistic power of the foreign supplier," Kiel Working Papers 841, Kiel Institute for the World Economy (IfW Kiel).
  47. De Santis, Roberto A., 1997. "The impact of a customs union with the EU on Turkey's welfare, employment and income distribution: An AGE analysis," Kiel Working Papers 843, Kiel Institute for the World Economy (IfW Kiel).
  48. De Santis, R., 1993. "An Error Correction Monetary Model Explaining the Inflationary Process in Turkey," The Warwick Economics Research Paper Series (TWERPS) 418, University of Warwick, Department of Economics.

    repec:kie:kieliw:1013 is not listed on IDEAS
    repec:kie:kieliw:958 is not listed on IDEAS
    repec:kie:kieliw:921 is not listed on IDEAS
    repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g70aj72cl is not listed on IDEAS

Articles

  1. De Santis, Roberto A., 2020. "The fall in manufacturing and services activity in the euro area: foreign versus domestic shocks," Economic Bulletin Boxes, European Central Bank, vol. 3.
  2. De Santis, Roberto A., 2020. "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
  3. Roberto A. De Santis & Fédéric Holm‐Hadulla, 2020. "Flow Effects of Central Bank Asset Purchases on Sovereign Bond Prices: Evidence from a Natural Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1467-1491, September.
  4. Roberto A. De Santis, 2019. "Redenomination Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2173-2206, December.
  5. De Santis, Roberto A. & Zimic, Srečko, 2019. "Domestic versus foreign factors behind the fall in euro area industrial production," Economic Bulletin Boxes, European Central Bank, vol. 6.
  6. De Santis, Roberto A. & Geis, André & Juskaite, Aiste & Cruz, Lia Vaz, 2018. "The impact of the corporate sector purchase programme on corporate bond markets and the financing of euro area non-financial corporations," Economic Bulletin Articles, European Central Bank, vol. 3.
  7. De Santis, Roberto A. & Roos, Madelaine & Hettler, Katja & Tamburrini, Fabio, 2018. "Purchases of green bonds under the Eurosystem’s asset purchase programme," Economic Bulletin Boxes, European Central Bank, vol. 7.
  8. Roberto A. De Santis & Srečko Zimic, 2018. "Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 727-747, August.
  9. De Santis, Roberto A., 2018. "Unobservable country bond premia and fragmentation," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 1-25.
  10. Darracq-Paries, Matthieu & De Santis, Roberto A., 2015. "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, vol. 54(C), pages 1-34.
  11. Roberto A. De Santis, 2015. "Heterogeneity, monetary policy and banks' balance sheets: evidence from Euro area countries," Applied Economics Letters, Taylor & Francis Journals, vol. 22(7), pages 549-557, May.
  12. De Santis, Roberto A. & Stein, Michael, 2015. "Financial indicators signaling correlation changes in sovereign bond markets," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 86-102.
  13. De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
  14. Michele Ca’ Zorzi & Roberto A. De Santis & Fabrizio Zampolli, 2012. "The Minimum Economic Dividend for Joining a Currency Union," German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 127-141, May.
  15. Roberto A. De Santis, 2010. "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, vol. 6(2), pages 147-197, June.
  16. De Santis, Roberto A. & Lührmann, Melanie, 2009. "On the determinants of net international portfolio flows: A global perspective," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 880-901, September.
  17. De Santis, Robert A. & Gérard, Bruno, 2009. "International portfolio reallocation: Diversification benefits and European monetary union," European Economic Review, Elsevier, vol. 53(8), pages 1010-1027, November.
  18. Roberto A. De Santis & Frank Stähler, 2009. "Foreign Direct Investment and Environmental Taxes," German Economic Review, Verein für Socialpolitik, vol. 10(1), pages 115-135, February.
  19. Ca' Zorzi, Michele & De Santis, Roberto A., 2004. "Currency unions and the real exchange rate," Economics Letters, Elsevier, vol. 85(1), pages 23-27, October.
  20. De Santis, Roberto A. & Stahler, Frank, 2004. "Endogenous market structures and the gains from foreign direct investment," Journal of International Economics, Elsevier, vol. 64(2), pages 545-565, December.
  21. Roberto A. De Santis, 2003. "Wage Inequality in the United Kingdom: Trade and/or Technology?," The World Economy, Wiley Blackwell, vol. 26(6), pages 893-909, June.
  22. Roberto A. De Santis, 2003. "The Impact of a Customs Union with the European Union on Internal Migration in Turkey," Journal of Regional Science, Wiley Blackwell, vol. 43(2), pages 349-372, May.
  23. Roberto A. De Santis, 2003. "Why exporting countries agree to voluntary export restraints: the oligopolistic power of the foreign supplier," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(3), pages 247-263, August.
  24. De Santis, Roberto A., 2003. "Crude oil price fluctuations and Saudi Arabia's behaviour," Energy Economics, Elsevier, vol. 25(2), pages 155-173, March.
  25. De Santis, Roberto A., 2002. "A Computable General Equilibrium Model for Open Economies with Imperfect Competition and Product Differentiation," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 311-338.
  26. De Santis, Roberto A., 2002. "Wage inequality between and within groups: trade-induced or skill-bias technical change? Alternative age models for the UK," Economic Modelling, Elsevier, vol. 19(5), pages 725-746, November.
  27. Roberto De Santis, 2002. "Indra-Industry Trade, Endogenous Technical Change, Wage Inequality and Welfare," International Economic Journal, Taylor & Francis Journals, vol. 16(3), pages 59-78.
  28. Roberto A. De Santis, 2001. "The 1990 Trade Liberalisation Policy of Turkey: An Applied General Equilibrium Assessment," International Economic Journal, Taylor & Francis Journals, vol. 15(2), pages 115-132, June.
  29. Roberto A. De Santis & Frank Stähler, 2001. "Trade Policies for Exporting Industries under Free Entry," German Economic Review, Verein für Socialpolitik, vol. 2(4), pages 327-338, November.
  30. De Santis, Roberto A., 2000. "L’Unione doganale tra l’Unione Europea e la Turchia: una stima dell’impatto economico sull’economia turca," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 53(2), pages 153-184.
  31. Roberto A. De Santis, 2000. "Optimal Export Taxes, Welfare, Industry Concentration, and Firm Size: A General Equilibrium Analysis," Review of International Economics, Wiley Blackwell, vol. 8(2), pages 319-335, May.
  32. Roberto De Santis & H. Gazi Ozhan, 1997. "Social Accounting Matrix for Turkey 1990," Economic Systems Research, Taylor & Francis Journals, vol. 9(3), pages 281-285.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Citations, Weighted by Number of Authors
  5. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  10. h-index
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Number of Journal Pages, Weighted by Number of Authors
  14. Closeness measure in co-authorship network
  15. Betweenness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EEC: European Economics (18) 2003-05-18 2005-06-27 2009-08-08 2012-05-29 2012-07-08 2012-07-08 2013-08-23 2015-01-14 2015-06-05 2015-11-15 2016-08-28 2016-08-28 2016-12-04 2017-05-14 2017-05-14 2019-01-21 2019-09-16 2019-11-18. Author is listed
  2. NEP-CBA: Central Banking (9) 2012-05-29 2012-07-08 2013-08-23 2013-08-23 2016-08-28 2016-12-04 2017-05-14 2019-09-16 2019-11-18. Author is listed
  3. NEP-MON: Monetary Economics (7) 2012-05-29 2013-08-23 2013-08-23 2017-05-14 2019-01-21 2019-09-16 2019-11-18. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2003-05-18 2005-06-27 2012-05-29 2016-08-28 2020-08-24. Author is listed
  5. NEP-BAN: Banking (3) 2013-08-23 2013-08-23 2019-09-16
  6. NEP-IFN: International Finance (3) 2002-07-08 2003-05-18 2020-08-31
  7. NEP-COM: Industrial Competition (2) 2009-03-28 2009-08-08
  8. NEP-FOR: Forecasting (2) 2012-05-29 2020-08-24
  9. NEP-BEC: Business Economics (1) 2009-03-28
  10. NEP-FDG: Financial Development and Growth (1) 2015-11-15
  11. NEP-FMK: Financial Markets (1) 2020-08-31
  12. NEP-MIC: Microeconomics (1) 2012-05-08
  13. NEP-ORE: Operations Research (1) 2009-08-08
  14. NEP-RMG: Risk Management (1) 2020-08-24

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