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Representative yield curve shocks and stress testing

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https://hal-audencia.archives-ouvertes.fr/hal-00797402
Contributor : Sylvia Cheminel <>
Submitted on : Wednesday, March 6, 2013 - 12:10:49 PM
Last modification on : Thursday, January 11, 2018 - 6:19:32 AM

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  • HAL Id : hal-00797402, version 1

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Christophe Villa, Francis X. Diebold, Canlin Li, Christophe Pérignon. Representative yield curve shocks and stress testing. Séminaire Finance University of Piraeus, May 2008, Athènes, Greece. ⟨hal-00797402⟩

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