Pricing the ECB's forward guidance with the EONIA swap curve
Matthieu Picault
| Year of publication: |
April 2017
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|---|---|
| Authors: | Picault, Matthieu |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 22.2017, 2, p. 129-138
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| Subject: | ECB | event study | forward Guidance | LTRO | monetary Policy | OIS | Geldpolitik | Monetary policy | EU-Staaten | EU countries | Zentralbank | Central bank | Ankündigungseffekt | Announcement effect | Swap | Politische Kommunikation | Political communication | Ereignisstudie | Event study | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1572 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011960273