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Representative yield curve shocks and stress testing

Christophe Villa
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Francis X. Diebold
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Humanities and Social Sciences Business administration

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https://hal-audencia.archives-ouvertes.fr/hal-00797406

Submitted on : Wednesday, March 6, 2013-12:12:43 PM

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hal-00797406 , version 1 (06-03-2013)

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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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