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

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.

Binding Type: Hardcover
Publisher: Palgrave MacMillan
Published: 01/20/2015
ISBN: 9781137408327
Pages: 409
Weight: 0.90lbs
Size: 8.60h x 5.60w x 0.80d