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Representative Yield Curve Shocks and Stress Testing

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https://hal-audencia.archives-ouvertes.fr/hal-00958362
Contributor : Sylvia Cheminel <>
Submitted on : Wednesday, March 12, 2014 - 12:38:22 PM
Last modification on : Wednesday, March 12, 2014 - 12:38:22 PM

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  • HAL Id : hal-00958362, version 1

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Emilios C. Galariotis, Christophe Villa, Christophe Pérignon, Konstantinos Zopounidis. Representative Yield Curve Shocks and Stress Testing. 2012 Financial Management Association (FMA) Asian Conference, Jul 2012, Phuket, Thailand. ⟨hal-00958362⟩

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