Zero Lower Bound Term Structure Modeling
A Practitioner’s Guide
Business & Finance, Economics, Macroeconomics, Finance & Investing, Finance
| Author: | L. Krippner | ISBN: | 9781137401823 |
| Publisher: | Palgrave Macmillan US | Publication: | January 5, 2015 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | L. Krippner |
| ISBN: | 9781137401823 |
| Publisher: | Palgrave Macmillan US |
| Publication: | January 5, 2015 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
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.
