Three Essays in Financial Economics Dissertation

(2017). Three Essays in Financial Economics . 10.25148/etd.FIDC001912

thesis or dissertation chair

fiu authors

  • Zhang, Qianying

abstract

  • 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.

publication date

  • May 26, 2017

keywords

  • Corporate Bonds
  • Empirical Asset Pricing
  • Interest Rates
  • Stock Price Fluctuation

Digital Object Identifier (DOI)