Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests-Reference-Cited by-同舟云学术

Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests

Published:2012-08-23 Issue:2 Volume:45 Page:675-695
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Çevik Emrah İsmail,Atukeren Erdal,Korkmaz Turhan

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00181-012-0627-8.pdf

Reference51 articles.

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2. Ashenfelter O, Graddy K (2003) Auctions and the price of art. J Econ Lit 41: 763–786

3. Atukeren E, Seçkin A (2007) On the valuation of psychic returns to art market investments. Econ Bull 26(5): 1–12

4. Atukeren E, Seçkin A (2009) An analysis of the price dynamics between the Turkish and the international paintings markets. Appl Financ Econ 19: 1705–1714

5. Binner JMC, Elger T, Nilsson B, Tepper JA (2006) Predictable non-linearities in U.S. inflation. Econ Lett 93: 323–328

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