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Zero Lower Bound Term Structure Modeling

- A Practitioner's Guide

Bag om Zero Lower Bound Term Structure Modeling

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137408327
  • Indbinding:
  • Hardback
  • Sideantal:
  • 409
  • Udgivet:
  • 20. januar 2015
  • Størrelse:
  • 164x243x28 mm.
  • Vægt:
  • 812 g.
  • 8-11 hverdage.
  • 23. november 2024
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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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