Transcription of BIS Working Papers
{{id}} {{{paragraph}}}
Example: quiz answers
BIS Working Papers
BIS Working Papers No 1003 Global production linkages and stock market comovement by Raphael Auer, Bruce Muneaki Iwadate, Andreas Schrimpf and Alexander Wagner Monetary and economic Department February 2022 JEL classification: F10, F36, F65, G10, G12, G15. Keywords: financial integration, global value chains, international asset pricing, international trade, real integration, spillovers, stock market comovement, supply chains BIS Working Papers are written by members of the Monetary and economic Department of the Bank for International Settlements, and from time to time by other economists, and are published by the Bank.
Overall, our findings suggest that international trade is indeed an economic force that matters for equity market comovement. This finding has important implications from an asset allocation perspective in that it highlights the need for international investors to pay close attention to ongo-ing developments in international trade.
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: