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Bibliographic Details

Title

Zero Lower Bound Term Structure Modeling: A Practitioner?s Guide (Applied Quantitative Finance)

Publisher

Palgrave Macmillan

Publication Date

2015

Language

English

ISBN 10

1137408324

ISBN 13

9781137408327

Binding

Hardcover

Condition

New

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About this title

Synopsis

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.

About the Author

Leo Krippner is Senior Advisor to the Research Section of the Economics Department at the Reserve Bank of New Zealand.

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Ambis Enterprises LLC
3247 Territorial Rd, Benton Harbor, MI, 49022, U.S.A.

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