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Time-varying causality among whisky, wine, and equity markets · Study

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ArticleTime-varying causality among whisky, wine, and equity markets

Vincent Fromentin2024

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Articlebronze2024

Time-varying causality among whisky, wine, and equity markets

Vincent Fromentin · Bruno Pecchioli · David Moroz

7 citations·0/0 files stored·Finance research letters

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Art History and Market Analysis Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 2006A new statistic and practical guidelines for nonparametric Granger causality testing 2002Art as an Investment and the Underperformance of Masterpieces 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles 2012Buying Beauty: On Prices and Returns in the Art Market 1985Unnatural Value: Or Art Investment as Floating Crap Game

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Details

Year2024

Typearticle

Published2024-04-02

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations7

Files0 public / 0

ShelfArt History and Market Analysis

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doi10.1016/j.frl.2024.105345

openalex_workW4393409718

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