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Zero Lower Bound Term Structure Modeling

- A Practitioner's Guide

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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  • Språk:
  • Engelska
  • ISBN:
  • 9781137408327
  • Format:
  • Inbunden
  • Sidor:
  • 409
  • Utgiven:
  • 20. januari 2015
  • Mått:
  • 164x243x28 mm.
  • Vikt:
  • 812 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 10. december 2024

Beskrivning av 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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