Zero Lower Bound Term Structure Modeling : A Practitioner's Guide Hardback
by Leo Krippner
Part of the Applied Quantitative Finance series
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.
- Format: Hardback
- Pages: 409 pages, XXVIII, 409 p.
- Publisher: Palgrave Macmillan
- Publication Date: 20/01/2015
- Category: Monetary economics
- ISBN: 9781137408327