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Representative yield curve shocks and stress testing

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Christophe Villa
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Francis X. Diebold
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Canlin Li
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hal-00797402 , version 1 (06-03-2013)

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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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