Andrew McKenna - Central Bank Research Hub

Papers by year: All | 2016 | 2015

Title Other author(s)

Stress Testing with Misspecified Models

San Francisco Fed Working Papers [View] (Paper: 2016-26, 19.09.2016)

Robust Stress Testing

San Francisco Fed Working Papers [View] (Paper: 2015-13, 22.09.2015)

Papers by year: All | 2016 | 2015