Zero Lower Bound Term Structure Modeling
Format: Print Book
ISBN: 9781137408327
Tax included.
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