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Journal Articles International Journal of Finance & Economics Year : 2017

Pricing the ECB's forward guidance with the EONIA swap curve

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Matthieu Picault
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Laboratoire d'Économie d'Orleans [UMR7322]

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Humanities and Social Sciences Economics and Finance

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https://hal-univ-orleans.archives-ouvertes.fr/hal-03533070

Submitted on : Tuesday, January 18, 2022-4:14:41 PM

Last modification on : Tuesday, April 26, 2022-10:12:02 AM

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hal-03533070 , version 1 (18-01-2022)

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Matthieu Picault. Pricing the ECB's forward guidance with the EONIA swap curve. International Journal of Finance & Economics, 2017, 22 (2), pp.129-138. ⟨10.1002/ijfe.1572⟩. ⟨hal-03533070⟩

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