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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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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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