International R&D spillovers and asset prices

A-Tier
Journal: Journal of Financial Economics
Year: 2020
Volume: 136
Issue: 2
Pages: 330-354

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the international propagation of long-run risk in the context of a general equilibrium model with endogenous growth. Innovation and international diffusion of technologies are the channels at the core of our mechanism. A calibrated version of the model matches several asset pricing and macroeconomic quantity moments, alleviating some of the puzzles highlighted in the international macro-finance literature. Our model predicts that country pairs that share more research and development (R&D) have less volatile exchange rates and more correlated stock market returns. Using data from a sample of 19 developed countries, we provide suggestive empirical evidence in favor of our model’s predictions.

Technical Details

RePEc Handle
repec:eee:jfinec:v:136:y:2020:i:2:p:330-354
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25