Representative Yield Curve Shocks and Stress Testing

Emilios C. Galariotis (), Christophe Villa (), Christophe Perignon () and Konstantinos Zopounidis
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Emilios C. Galariotis: Audencia Recherche - Audencia Business School
Christophe Villa: Audencia Recherche - Audencia Business School
Konstantinos Zopounidis: Audencia Recherche - Audencia Business School

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Date: 2012-07-11
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Published in 2012 Financial Management Association (FMA) Asian Conference, Jul 2012, Phuket, Thailand

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Working Paper: Representative yield curve shocks and stress testing (2008)
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