Zero Lower Bound Term Structure Modeling A Practitioner’s Guide
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.
Keywords
Business & EconomicsEconomicsMacroeconomicsMoney & Monetary PolicyFinanceFinancial EngineeringStatisticsPublic FinanceCorporate FinanceInvestments & SecuritiesMathematicsProbability & Statistics
2015Book
Author(s)L. Krippner
PublisherPalgrave Macmillan US
ISBN9781137408327
LanguageEnglish
