Raphael Auer

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

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Global Production Linkages and Stock Market Comovement

CESifo Working Paper No. 10492
Number of pages: 53 Posted: 15 Jun 2023
Raphael Auer, Bruce Iwadate, Andreas Schrimpf and Alexander F. Wagner
Bank for International Settlements (BIS), City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Zurich - Department of Finance
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Abstract:

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financial integration, global value chains, international asset pricing, international trade, real integration, spillovers, stock market comovement, supply chains