De Santis, Roberto A.


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
2055Spillovers among sovereign debt markets: identification by absolute magnitude restrictionsDe Santis, Roberto A., Zimic, Srečko
2052Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experimentDe Santis, Roberto A., Holm-Hadulla, Fédéric
1979Correlation changes between the risk-free rate and sovereign yields of euro area countriesDe Santis, Roberto A., Stein, Michael
1939Impact of the asset purchase programme on euro area government bond yields using market newsDe Santis, Roberto A.
1930Credit spreads, economic activity and fragmentationDe Santis, Roberto A.
1858Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholdsDe Santis, Roberto A., Legrenzi, Gabriella, Milas, Costas
1785A measure of redenomination riskDe Santis, Roberto A.
1746Financial indicators signalling correlation changes in sovereign bond marketsDe Santis, Roberto A., Stein, Michael
1568Bank lending and monetary transmission in the euro areaDe Santis, Roberto A., Surico, Paolo
1508A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supplyDe Santis, Roberto A., Darracq Pariès, Matthieu
1435Quantity theory is alive: the role of international portfolio shiftsDe Santis, Roberto A.
1419The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and PortugalDe Santis, Roberto A.
1018Cross-Border Mergers and acquisitions: Financial and institutional forcesDe Santis, Roberto A., Coeurdacier, Nicolas, Aviat, Antonin
926Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stabilityDe Santis, Roberto A., Favero, Carlo A., Roffia, Barbara
921Foreign direct investment and environmental taxesDe Santis, Roberto A., Stähler, Frank
883Assessing the benefits of international portfolio diversification in bonds and stocks.De Santis, Roberto A., Sarno, Lucio
815Do international portfolio investors follow firms' foreign investment decisions?De Santis, Roberto A., Ehling, Paul
812The uncovered return parity conditionCappiello, Lorenzo, De Santis, Roberto A.
678The geography of international portfolio flows, international CAPM and the role of monetary policy frameworksDe Santis, Roberto A.
651On the determinants of external imbalances and net international portfolio flows: a global perspectiveDe Santis, Roberto A., Lührmann, Melanie
626Financial integration, international portfolio choice and the European Monetary UnionDe Santis, Roberto A., Gérard, Bruno
529Explaining exchange rate dynamics: the uncovered equity return parity conditionCappiello, Lorenzo, De Santis, Roberto A.
445Welfare implications of joining a common currencyCa' Zorzi, Michele, De Santis, Roberto A., Zampolli, Fabrizio
329On the determinants of euro area FDI to the United States: the knowledge- capital-Tobin's Q frameworkAnderton, Robert, Hijzen, Alexander, De Santis, Roberto A.
216The admission of accession countries to an enlarged monetary union: a tentative assessmentCa' Zorzi, Michele, De Santis, Roberto A.
Title Authors Where
Unobservable country bond premia and fragmentation R.A. De Santis Journal of International Money and Finance, 2018, 82: 1-25.
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.