Essays on corporate risk, U.S. business cycles, international spillovers of stock returns, and dual listing

Essays on corporate risk, U.S. business cycles, international spillovers of stock returns, and dual listing

 This thesis consists of four self-contained essays on the various topics in finance.  The first essay, The Information Content of The Systematic Risk Structure of Corporate Yields for Future Real Activity: An Exploratory Empirical Investigation, constructs a proxy for the systematic component of th...

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Bibliographic Details
Main Author: Ivaschenko, Iryna
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Finansiell Ekonomi (FI) 2003
Subjects:
Corporate governance
Investor sentiment
Abnormal returns
IAPM
Event study
Cross-listing
Asymmetric GARCH models
Volatility spillovers
Ordered logit
Stock price return spillovers
Probit
Severity of recession
Probability of recession
Default probability
Structural model of corporate debt
Corporate leverage
Forecasting
Regime-switching
Principal components
Risk structure of corporate spreads
Economics
Nationalekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-559
http://nbn-resolving.de/urn:isbn:91-7258-625-7

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-559
http://nbn-resolving.de/urn:isbn:91-7258-625-7

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