Representative yield curve shocks and stress testing

Christophe Villa (), Francis X. Diebold, Canlin Li and Christophe Perignon ()
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Christophe Villa: Audencia Recherche - Audencia Business School

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Date: 2008-05-14
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Published in Séminaire Finance University of Piraeus, May 2008, Athènes, Greece

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Working Paper: Representative Yield Curve Shocks and Stress Testing (2012)
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