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 thi...

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Bibliographic Details
Main Author: Zhang, Qianying
Format: Others
Published: FIU Digital Commons 2017
Subjects:
Online Access:http://digitalcommons.fiu.edu/etd/3482
http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=4274&context=etd