Zero Lower Bound Term Structure Modeling

A Practitioner’s Guide

Business & Finance, Economics, Macroeconomics, Finance & Investing, Finance
Cover of the book Zero Lower Bound Term Structure Modeling by L. Krippner, Palgrave Macmillan US
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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.

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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.

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