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Zero Lower Bound Term Structure Modeling: A Practitioner's Guide

Posted By: nebulae
Date: 29 Feb 2016 18:11:26
Zero Lower Bound Term Structure Modeling: A Practitioner's Guide

L. Krippner, "Zero Lower Bound Term Structure Modeling: A Practitioner's Guide"
English | ISBN: 1137408324 | 2015 | 409 pages | PDF | 11 MB

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.
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