The riskiness of corporate bonds
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- Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre, 2007. "Optimality of the RiskMetrics VaR model," Finance Research Letters, Elsevier, vol. 4(3), pages 137-145, September.
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Keywordsriskiness; corporate bonds; predictability;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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