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

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

Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide by Leo Krippner
English | PDF,EPUB | 2015 | 436 Pages | ISBN : 1349681237 | 29.5 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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