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Representative yield curve shocks and stress testing

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Conference papers
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https://hal-audencia.archives-ouvertes.fr/hal-00797406
Contributor : Sylvia Cheminel <>
Submitted on : Wednesday, March 6, 2013 - 12:12:43 PM
Last modification on : Wednesday, March 6, 2013 - 12:12:43 PM

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  • HAL Id : hal-00797406, version 1

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Christophe Villa, Francis X. Diebold. Representative yield curve shocks and stress testing. 6th Finance International Meeting, Dec 2008, Paris, France. ⟨hal-00797406⟩

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