Dynamics of the global fine art market prices
| dc.rights.license | open | en_US |
| hal.structure.identifier | Laboratoire d'analyse et de recherche en économie et finance internationales [Larefi] | |
| dc.contributor.author | LE FUR, Eric | |
| dc.date.accessioned | 2023-01-09T10:25:54Z | |
| dc.date.available | 2023-01-09T10:25:54Z | |
| dc.date.issued | 2019-06-01 | |
| dc.identifier.issn | 1062-9769 | en_US |
| dc.identifier.uri | oai:crossref.org:10.1016/j.qref.2019.05.014 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/171618 | |
| dc.description.abstractEn | This article examines the short- and long-run linkages among art market indexes between 1998 and 2016 using cointegration procedures, the Granger noncausality test and the Error Correction Model. These art indexes are examined by category: global, art method, time, and currency/country. The results indicate that there are a few causal linkages between art market indexes, notably that there is feedback between a few markets. These moderate causal links between art market indexes would indicate that there are many opportunities for diversification for practitioners, investors and collectors. | |
| dc.language.iso | EN | en_US |
| dc.source | crossref | |
| dc.subject.en | Art | |
| dc.subject.en | Cointegration | |
| dc.subject.en | Dynamics | |
| dc.subject.en | Index | |
| dc.title.en | Dynamics of the global fine art market prices | |
| dc.type | Article de revue | en_US |
| dc.identifier.doi | 10.1016/j.qref.2019.05.014 | en_US |
| dc.subject.hal | Sciences de l'Homme et Société/Economies et finances | en_US |
| dc.subject.jel | C - Mathematical and Quantitative Methods::C3 - Multiple or Simultaneous Equation Models; Multiple Variables::C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models | en_US |
| dc.subject.jel | Z - Other Special Topics::Z1 - Cultural Economics; Economic Sociology; Economic Anthropology::Z11 - Economics of the Arts and Literature | en_US |
| bordeaux.journal | Quarterly Review of Economics and Finance | en_US |
| bordeaux.page | 167-180 | en_US |
| bordeaux.volume | 76 | en_US |
| bordeaux.hal.laboratories | Laboratoire d'analyse et de recherche en économie et finance internationales (LAREFI) - EA2954 | en_US |
| bordeaux.institution | Université de Bordeaux | en_US |
| bordeaux.institution | CNRS | en_US |
| bordeaux.peerReviewed | oui | en_US |
| bordeaux.inpress | non | en_US |
| bordeaux.import.source | dissemin | |
| hal.identifier | hal-03930331 | |
| hal.version | 1 | |
| hal.date.transferred | 2023-01-09T10:25:56Z | |
| hal.export | true | |
| workflow.import.source | dissemin | |
| dc.rights.cc | CC BY | en_US |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Quarterly%20Review%20of%20Economics%20and%20Finance&rft.date=2019-06-01&rft.volume=76&rft.spage=167-180&rft.epage=167-180&rft.eissn=1062-9769&rft.issn=1062-9769&rft.au=LE%20FUR,%20Eric&rft.genre=article |
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