Is Wine a Financial Parachute?

Preprint OPEN
Baldi, Lucia; Vandone, Daniela; Peri, Massimo;
(2010)
  • Subject: Wine sector, Stock Market, Threshold Cointegration, Agribusiness, Farm Management, Food Consumption/Nutrition/Food Safety, Production Economics, Research Methods/ Statistical Methods, Q11, G14, C32,

This paper analyzes the relationship between Global Wine Industry Share Price Indexes and composite stock market indexes using a Threshold Vector Error Correction Model (TVECM), aiming to investigate if investments in the wine sector play a role in determining financial... View more
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