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Conference papers

Representative yield curve shocks and stress testing

Christophe Villa 1 Francis X. Diebold Canlin Li Christophe Pérignon 2 
1 Audencia Recherche
2 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
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Conference papers
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https://hal-audencia.archives-ouvertes.fr/hal-00797402
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Submitted on : Wednesday, March 6, 2013 - 12:10:49 PM
Last modification on : Saturday, June 25, 2022 - 10:54:27 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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