Zero Lower Bound Term Structure Modeling: A Practitioners Guide - L. Krippner
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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.
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Description
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.
More Information
| Author | L. Krippner |
|---|---|
| Publisher | Palgrave Macmillan US |
| Series | Applied Quantitative Finance |
| Release year | 2015 |
| Cover type | Hardcover |
| EAN | 9781137408327 |