Zero Lower Bound Term Structure Modeling

Name: Zero Lower Bound Term Structure Modeling
Brand: Palgrave Macmillan
SKU: 2331915
Author: L. Krippner

L. Krippner

Palgrave Macmillan

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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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