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Long-term comovements in international markets for paintings

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  • GINSBURGH, V.
  • JEANFILS, P.

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Suggested Citation

  • Ginsburgh, V. & Jeanfils, P., 1995. "Long-term comovements in international markets for paintings," LIDAM Reprints CORE 1147, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:1147
    DOI: 10.1016/0014-2921(94)00060-D
    Note: In : European Economic Review, 39, 538-548, 1995
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    References listed on IDEAS

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    1. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    2. Goetzmann, W.N., 1990. "Accounting For Taste: An Analysis Of Art Returns Over Three Centuries," Papers fb-_90-11, Columbia - Graduate School of Business.
    3. Olivier Chanel & Louis-André Gérard-Varet & Victor Ginsburgh, 1996. "The relevance of hedonic price indices," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 20(1), pages 1-24, March.
    4. Goetzmann, William N, 1993. "Accounting for Taste: Art and the Financial Markets over Three Centuries," American Economic Review, American Economic Association, vol. 83(5), pages 1370-1376, December.
    5. repec:adr:anecst:y:1994:i:35:p:06 is not listed on IDEAS
    6. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    7. de la BARRE, M. & DOCCLO, S. & GINSBURGH, V., 1994. "Returns of impressionist, modern and contemporary European paintings," LIDAM Reprints CORE 1114, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. Chanel, Olivier, 1995. "Is art market behaviour predictable?," European Economic Review, Elsevier, vol. 39(3-4), pages 519-527, April.
    9. Anderson, Robert C, 1974. "Paintings as an Investment," Economic Inquiry, Western Economic Association International, vol. 12(1), pages 13-26, March.
    10. Pesando, James E, 1993. "Art as an Investment: The Market for Modern Prints," American Economic Review, American Economic Association, vol. 83(5), pages 1075-1089, December.
    11. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
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