Zero lower bound term structure modeling: a practitioner’s guide
Auteur :
Krippner, L.
Éditeur :
Palgrave Macmillan
ISBN :
9781137408327
Date de publication :
20 janv. 2015
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.