Zero Lower Bound Term Structure Modeling

L. Krippner

Palgrave Macmillan, 2015

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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.

ISBN-13
9781137408327
ISBN-10
1137408324
Publisher
Palgrave Macmillan
Year
2015
Publication date
2015-01-20
Pages
409
Dimensions
243x164x28
Weight
812