Mart´ın Sald´ıas Banco de Portugal Economic Research Department

Martı́n Saldı́as
Banco de Portugal
Economic Research Department
Av. Almirante Reis, 71-6th floor
1150-012 Lisbon, Portugal
+351 21 312 81 39
[email protected]
https://sites.google.com/site/msaldias54
Education
Ghent University
Ph.D. in Financial Economics, 2011
Kiel Institute for the World Economy
Advanced Studies Program in International Economic Policy Research, 2006
Universidad Complutense de Madrid
MSc in Economic Analysis and Finance, with distinction, 2004
Universidad Complutense de Madrid
BA in Economics, 2004
Employment
Banco de Portugal, Since 2011
Research Economist at the Financial Stability Area, Economic Research Department
Federal Reserve Bank of Cleveland, Cleveland, 2009
Research Associate, Research Department
Bruegel, Brussels, 2006 – 2009
Research Assistant
Instituto Complutense de Análisis Económico, Madrid, 2004 – 2010
Free-lance Analyst
Centre for European Policy Studies (CEPS), Brussels, 2006
Research Assistant, Area of Financial Markets and Institutions
Repsol YPF, Madrid, 2004 – 2005
Junior Economist, Research Department
Research Interests
Financial Stability, Empirical Banking, Credit Risk, Asset Pricing
Working papers and Work in Progress
“A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area”,
Banco de Portugal, Economic Research Department Working Paper w201130, October 2011.
(revise and resubmit)
“Systemic Risk Analysis Using Forward-looking Distance-to-Default Series”, Federal Reserve
Bank of Cleveland Working Papers Series 05-10, April 2010.
“Option-implied Distributions: Incorporating Information from Option Prices to the Assessment of Financial Fragility”, unpublished.
“Financial Dollarization and Currency Substitution. An empirical study for Bolivia”(with
Salvatore Dell’Erba), Kiel Advanced Studies Working Papers Series 432. March 2006.
“National Champions’ Internationalization Drivers: Evidence from a New Dataset”(with
Nicolas Véron), unpublished.
“Oil Prices and Market Expectations: An Empirical Study through Option Prices”(with
Salvatore Dell’Erba) unpublished.
Other Publications
“Sectoral Credit Risk in the Euro Aea” Economic Bulletin, Winter 2011, Banco de Portugal,
pp.71-80.
“La Integración Financiera en la Unión Europea” Análisis Regional del Mercado Laboral y
de la Inflación, Nr. 8, Caja España, December 2006.
“La Adhesión de Turquı́a a la UE. Consideraciones Económicas y Mercado Laboral” Análisis
Regional del Mercado Laboral y de la Inflación, Nr. 5, Caja España, March 2006.