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Zero Lower Bound Term Structure Modeling

A Practitioner’S Guide

by L. Krippner
language: english
Publisher: Palgrave Macmillan, January of 2015 ‧
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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.

Zero Lower Bound Term Structure Modeling

A Practitioner’S Guide

by L. Krippner

Property Description
ISBN: 9781137408327
Publisher: Palgrave Macmillan
Release Date: January of 2015
Language: English
Cover: Hardcover
Pages: 409
Format: Book
Collection: Applied Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9781137408327

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