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Roberto De Santis


Functions:

  • Principal Economist, DG-Economics, Directorate Monetary Policy, Capital Markets and Financial Structures Division (2014 - )

Fields of interest:

  • International macroeconomics and finance
  • Monetary Economics

Education:

  • PhD Economics, University of Warwick, 1998

Professional experience:

  • Senior Economist, DG-Economics, Directorate Monetary Policy, Capital Markets and Financial Structures Division (2009-2013)
  • Senior Economist, Bank of England, Monetary Analysis and Statistics, Macro Financial Analysis (2009)
  • Economist and Senior Economist, DG-Economics, Directorate Economic Developments, External Developments Division (2000-2009)
  • Economist, Kiel Institute of World Economics, University of Kiel, Germany (1997-2000)
No. Title Authors
1979 Correlation changes between the risk-free rate and sovereign yields of euro area countries Roberto De Santis, Michael Stein
1939 Impact of the asset purchase programme on euro area government bond yields using market news Roberto De Santis
1930 Credit spreads, economic activity and fragmentation Roberto De Santis
1858 Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds Roberto De Santis, Gabriella Legrenzi, Costas Milas
1785 A measure of redenomination risk Roberto De Santis
1746 Financial indicators signalling correlation changes in sovereign bond markets Roberto De Santis, Michael Stein
1568 Bank lending and monetary transmission in the euro area Roberto De Santis, Paolo Surico
1508 A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply Matthieu Darracq Pariès, Roberto De Santis
1435 Quantity theory is alive: the role of international portfolio shifts Roberto De Santis
1419 The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal Roberto De Santis
1018 Cross-Border Mergers and acquisitions: Financial and institutional forces Nicolas Coeurdacier, Roberto De Santis, Antonin Aviat
926 Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability Roberto De Santis, Carlo A. Favero, Barbara Roffia
921 Foreign direct investment and environmental taxes Roberto De Santis, Frank Stähler
883 Assessing the benefits of international portfolio diversification in bonds and stocks. Roberto De Santis, Lucio Sarno
815 Do international portfolio investors follow firms' foreign investment decisions? Roberto De Santis, Paul Ehling
812 The uncovered return parity condition Lorenzo Cappiello, Roberto De Santis
678 The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks Roberto De Santis
651 On the determinants of external imbalances and net international portfolio flows: a global perspective Roberto De Santis, Melanie Lührmann
626 Financial integration, international portfolio choice and the European Monetary Union Roberto De Santis, Bruno Gérard
529 Explaining exchange rate dynamics: the uncovered equity return parity condition Lorenzo Cappiello, Roberto De Santis
445 Welfare implications of joining a common currency Michele Ca' Zorzi, Roberto De Santis, Fabrizio Zampolli
329 On the determinants of euro area FDI to the United States: the knowledge- capital-Tobin's Q framework Roberto De Santis, Robert Anderton, Alexander Hijzen
216 The admission of accession countries to an enlarged monetary union: a tentative assessment Michele Ca' Zorzi, Roberto De Santis
Title Authors Where Date
Financial indicators signalling correlation changes in sovereign bond markets R.A. De Santis, M. Stein Journal of Banking and Finance, 2015, 56: 86-102. --
A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply R.A. De Sants, M. Darracq-Paries Journal of International Money and Finance, 2015, 54: 1-34. --
Quantity theory is alive: The role of international portfolio shifts R.A. De Santis Empirical Economics, 2015, 49: 1401-1430. --
Heterogeneity, monetary policy and banks R.A. De Santis Applied Economics Letters, 2015, 22: 549-557. --
The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms R.A. De Santis Journal of Empirical Finance, 2014, 26: 150-170. --
Bank lending and monetary transmission in the euro area R.A. De Santis, P. Surico Economic Policy, 2013, 28: 423-457. --
Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability R.A. De Santis, C.A. Favero, B. Roffia Journal of International Money and Finance, 2013, 32: 377-404. --
The minimum economic dividend for joining a currency union M. Ca'Zorzi, R.A. De Santis, F. Zampolli German Economic Review, 2012, 13 (2): 127–141. --
The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks R.A. De Santis International Journal of Central Banking, 2010, 6 (2): 147-197. --
International portfolio reallocation: Diversification benefits and European monetary union R.A. De Santis, B. Gerard European Economic Review, 2009, 53: 1010-1027. --
On the determinants of net international portfolio flows: A global perspective R.A. De Santis, M. Lührmann Journal of International Money and Finance, 2009, 28: 880-901. --
Cross-border mergers and acquisitions and European integration N. Coeurdacier, R. A. De Santis, A. Aviat Economic Policy, 2009, 24 (57): 55-106. --
Trade patterns and welfare R.A. De Santis, F. Stähler Journal of Economic Integration, 2005, 20 (2): 252-262. --
Endogenous market structures and the gains from foreign direct investment R.A. De Santis, F. Stähler Journal of International Economics , 2004, 64 (2), 545-565. --
Currency unions and the real exchange rate M. Ca’Zorzi, R.A. De Santis Economics Letters, 2004, 85 (1): 23-27. --
Crude oil price fluctations and Saudi Arabia’s behaviour R.A. De Santis Energy Economics, 2003, 25 (2): 155-173. --
The impact of a customs union with the EU on Turkey’s internal migration under the two alternative Harris-Todaro and ‘wage curve’ settings R.A. De Santis Journal of Regional Science, 2003, 43 (2): 349-372. --
Wage inequality between and within groups: Trade-induced or skill-bias technical change? Alternative AGE models for the UK R.A. De Santis Economic Modelling, 2002, 19 (5): 725-746. --
A computable general equilibrium model for open economies with imperfect competition and product differentiation R.A. De Santis Journal of Economic Integration, 2002, 17 (2): 311-338. --
Trade policies for exporting industries under free entry R.A. De Santis, F. Stähler German Economic Review, 2001, 2 (4): 327-338. --
Optimal export taxes, welfare, industry concentration and firm size: a general equilibrium analysis R.A. De Santis Review of International Economics, 2000, 8 (2): 319-335. --