Zero Lower Bound Term Structure Modeling
Author: L. Krippner
Publisher: Springer
Published: 2015-01-05
Total Pages: 436
ISBN-13: 1137401826
DOWNLOAD EBOOK →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.