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Zero Lower Bound Term Structure Modeling: A Practitioner's Guide (2015)

by Zero Lower Bound Term Structure Modeling: A Practitioner's Guide (2015)

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Description

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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Product Details

  • Palgrave Macmillan Brand
  • Jan 20, 2015 Pub Date:
  • 9781137408327 ISBN-13:
  • 1137408324 ISBN-10:
  • English Language
  • 9.21 in * 1 in * 6.14 in Dimensions:
  • 2 lb Weight: