Zero Lower Bound Term Structure Modeling: A Practitioner’S Guide (Applied Quantitative Finance)

Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.

• | Author: L. Krippner
• | Publisher: Palgrave Macmillan
• | Publication Date: Jan 20, 2015
• | Number of Pages: 437 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 1137408324
• | ISBN-13: 9781137408327