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

Matthieu Picault

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Date: 2017-04
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Published in International Journal of Finance & Economics, 2017, 22 (2), pp.129-138. ⟨10.1002/ijfe.1572⟩

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Journal Article: Pricing the ECB's forward guidance with the EONIA swap curve (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03533070

DOI: 10.1002/ijfe.1572

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