The first paper revisits the link between interest rates and corporate bond credit spreads by applying Rigobon’s (2003) heteroskedasticity identification methodology. The second paper investigates the assumption that financial asset prices including stocks and bonds, reflect intrinsic value. The third paper decomposes the stock price into fundamental permanent, fundamental transitory, and non-fundamental shocks in order to explore the determinants of stock price fluctuations.
| Identifer | oai:union.ndltd.org:fiu.edu/oai:digitalcommons.fiu.edu:etd-4274 |
| Date | 26 May 2017 |
| Creators | Zhang, Qianying |
| Publisher | FIU Digital Commons |
| Source Sets | Florida International University |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | FIU Electronic Theses and Dissertations |
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