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Three Essays in Financial Economics

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.

Identiferoai:union.ndltd.org:fiu.edu/oai:digitalcommons.fiu.edu:etd-4274
Date26 May 2017
CreatorsZhang, Qianying
PublisherFIU Digital Commons
Source SetsFlorida International University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceFIU Electronic Theses and Dissertations

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