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Zero Lower Bound Term Structure Modeling

Zero Lower Bound Term Structure Modeling

L. Krippner

Format: Print Book

ISBN: 9781137408327

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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.

Publication Year: 2015
Imprint: Palgrave Macmillan US
Format: H
Weight (Gram): 822





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