Roberto A. De Santis - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

Spillovers among sovereign debt markets: identification by absolute magnitude restrictions

European Central Bank Working papers [View] (Paper: 2055, 05.05.2017)

JEL: C3, G2

Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment

European Central Bank Working papers [View] (Paper: 2052, 04.05.2017)

JEL: E52, E58

Impact of the asset purchase programme on euro area government bond yields using market news

European Central Bank Working papers [View] (Paper: 1939, 14.07.2016)

JEL: E43, E52, E58, G14

Credit spreads, economic activity and fragmentation

European Central Bank Working papers [View] (Paper: 1930, 05.07.2016)

JEL: C32, F36, G12, G15

Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds

European Central Bank Working papers [View] (Paper: 1858, 09.10.2015)

JEL: C22, H20, H60, H63

A measure of redenomination risk

European Central Bank Working papers [View] (Paper: 1785, 27.04.2015)

JEL: C32, F36, G12, G15

Financial indicators signalling correlation changes in sovereign bond markets

European Central Bank Working papers [View] (Paper: 1746, 04.12.2014)

JEL: F36, G12, G15

Bank lending and monetary transmission in the euro area

European Central Bank Working papers [View] (Paper: 1568, 22.07.2013)

A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply,

European Central Bank Working papers [View] (Paper: 1508, 06.02.2013)

Quantity theory is alive: the role of international portfolio shifts

European Central Bank Working papers [View] (Paper: 1435, 14.05.2012)

JEL: E31, E41, E51, E52, F40

The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal,

European Central Bank Working papers [View] (Paper: 1419, 01.02.2012)

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

IJCB International Journal of Central Banking [View] (Paper: 10q2a6, 07.06.2010)

JEL: C13, C21, F37, G11

Cross-Border Mergers and acquisitions: Financial and institutional forces

European Central Bank Working papers [View] (Paper: 1018, 03.03.2009)

JEL: F30, F36, F41, G11

Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability

European Central Bank Working papers [View] (Paper: 0926, 21.08.2008)

Foreign direct investment and environmental taxes

European Central Bank Working papers [View] (Paper: 0921, 31.07.2008)

JEL: F12, F18, F23

Assessing the benefits of international portfolio diversification in bonds and stocks.

European Central Bank Working papers [View] (Paper: 0883, 01.04.2008)

Measuring financial integration in new EU Member States

European Central Bank Occasional papers [View] (Paper: 081, 13.03.2008)

Do international portfolio investors follow firms¿ foreign investment decisions?

European Central Bank Working papers [View] (Paper: 0815, 01.10.2007)

JEL: F21, F23, G11, G15

The uncovered return parity condition.

European Central Bank Working papers [View] (Paper: 0812, 27.09.2007)

JEL: C32, F30, F31, G12

The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks

European Central Bank Working papers [View] (Paper: 0678, 02.10.2006)

JEL: C13, C21, F37, G11

On the determinants of external imbalances and net international portfolio flows: a global perspective

European Central Bank Working papers [View] (Paper: 0651, 18.07.2006)

JEL: F21, F32, F41, O16

Financial integration, international portfolio choice and the European Monetary Union

European Central Bank Working papers [View] (Paper: 0626, 26.05.2006)

JEL: C13, C21, F37, G11

Explaining exchange rate dynamics: the uncovered equity return parity condition

European Central Bank Working papers [View] (Paper: 0529, 29.09.2005)

JEL: C22, C53, F31, G15

On the determinants of euro area FDI to the United States: the knowledge- capital-Tobin's Q framework

European Central Bank Working papers [View] (Paper: 0329, 13.04.2004)

JEL: F21, F23

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