Zero Lower Bound Term Structure Modeling A Practitioner's Guide |
|
| Author:
| Krippner, Leo |
| Series title: | Applied Quantitative Finance Ser. |
| ISBN: | 978-1-137-40832-7 |
| Publication Date: | Jan 2015 |
| Publisher: | Palgrave Macmillan
|
| Imprint: | Palgrave Macmillan |
| Book Format: | Hardback |
| List Price: | USD $119.99 |
Book 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.
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.