Zero Lower Bound Term Structure Modeling [electronic resource] : A Practitioner’s Guide /
Krippner, L.author.
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.
Bibliographic Level Mode of Issuance: Monograph
Includes bibliographical references and index.
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.
Macroeconomics.
Financial engineering.
Statistics .
Finance, Public.
Corporations—Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Financial Engineering.
Statistics for Business, Management, Economics, Finance, Insurance.
Public Finance.
Corporate Finance.