CAPM and Volatility Spillover
- Radu Alin Păunescu
- Nov 18, 2015
- 1 min read
On 18 Nov 2015 we published a new interesting paper named "Econometric tests of the CAPM model for a portfolio composed of companies listed on NASDAQ and Dow Jones components". The name of the journal is Scientific Annals of the "Alexandru Ioan Cuza" University of Iasi. Economic Sciences. The article was written together with Prof. PhD. Georgeta Vintilă.
Vintilă G., Păunescu R. A., ”Econometric tests of the CAPM model for a portfolio composed of companies listed on NASDAQ and Dow Jones components”, Scientific Annals of the "Alexandru Ioan Cuza" University of Iasi. Economic Sciences (SAAIC), Vol. 62, No. 3; 453 - 480 (Noiembrie 2015), DOI 10.1515/aicue - 2015 – 0030, ISSN: 2068 – 8717 (online); Journal indexed in international databases: SCOPUS, SciVerse, EBSCOhost, EconLit, Index Copernicus, DOAJ, RePEc, Cabell's, Ulrich's, Scirus Elsevier, Central and European Online Library, ResearchGate, ACPN, ZBW, Electronic Journals Library
