Representative yield curve shocks and stress testing

Christophe Villa () and Francis X. Diebold
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Christophe Villa: Audencia Recherche - Audencia Business School

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Date: 2008-12-18
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Published in 6th Finance International Meeting, Dec 2008, Paris, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00797406

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