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

By Leo Krippner

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.

• Format: Hardcover
• Language: English
• ISBN: 1137408324
• ISBN13: 9781137408327
• Release Date: January 2015
• Publisher: Palgrave MacMillan
• Length: 409 Pages
• Weight: 1.75 lbs.
• Dimensions: 0.8" x 5.6" x 8.6"