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

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https://hal-univ-orleans.archives-ouvertes.fr/hal-03533070
Contributor : Mélie Henault Connect in order to contact the contributor
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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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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