Global production linkages and stock market co-movement
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- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series 22-18, Swiss Finance Institute.
- Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023. "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series 10492, CESifo.
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More about this item
Keywords
financial integration; global value chains; international asset pricing; international trade; real integration; spillovers; stock market comovement; supply chains.;All these keywords.
JEL classification:
- F10 - International Economics - - Trade - - - General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2022-03-07 (Financial Development and Growth)
- NEP-FMK-2022-03-07 (Financial Markets)
- NEP-INT-2022-03-07 (International Trade)
- NEP-RMG-2022-03-07 (Risk Management)
Statistics
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