Portfolio Diversification Opportunities among Wine, Whisky and Equity Markets: A Time-Varying Causality Analysis

Vincent Fromentin (), Bruno Pecchioli () and David Moroz ()
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Vincent Fromentin: CEREFIGE - Centre Européen de Recherche en Economie Financière et Gestion des Entreprises - UL - Université de Lorraine
Bruno Pecchioli: ICN Business School, CEREFIGE - Centre Européen de Recherche en Economie Financière et Gestion des Entreprises - UL - Université de Lorraine
David Moroz: EM Normandie - École de Management de Normandie = EM Normandie Business School

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Date: 2023-07-11
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Published in 13th AWBR Conference, Academy of Wine Business Research, Jul 2023, Nova Scotia, Canada

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