International R&D Spillovers and Asset Prices
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DOI: 10.20955/wp.2015.041
Note: Forthcoming in Journal of Financial Economics
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- Gavazzoni, Federico & Santacreu, Ana Maria, 2020. "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, vol. 136(2), pages 330-354.
- Ana Maria Santacreu & Federico Gavazzoni, 2015. "International R&D Spillovers and Asset Prices," 2015 Meeting Papers 405, Society for Economic Dynamics.
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More about this item
Keywords
international asset pricing; recursive preferences; long-run risks; innovation; international diffusion;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- O3 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CSE-2015-12-08 (Economics of Strategic Management)
- NEP-INO-2015-12-08 (Innovation)
- NEP-TID-2015-12-08 (Technology and Industrial Dynamics)
Statistics
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