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Representative Yield Curve Shocks and Stress Testing

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Emilios C. C Galariotis
  • Function : Author
  • PersonId : 928645
Christophe Villa
  • Function : Author
  • PersonId : 928644
Christophe Pérignon
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Dates and versions

hal-00958362 , version 1 (12-03-2014)

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  • HAL Id : hal-00958362 , version 1

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Emilios C. 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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AUDENCIA UNAM
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