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Conference Papers Year : 2008

Representative yield curve shocks and stress testing

Christophe Villa
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  • PersonId : 928644
Francis X. Diebold
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Dates and versions

hal-00797406 , version 1 (06-03-2013)

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  • HAL Id : hal-00797406 , version 1

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Christophe Villa, Francis X. Diebold. Representative yield curve shocks and stress testing. 6th Finance International Meeting, Dec 2008, Paris, France. ⟨hal-00797406⟩

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