Economics, Finance, Business and Management, Economics, Macroeconomics
Zero Lower Bound Term Structure Modeling

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

Hardback Published on: 20/01/2015
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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.

Publisher information

  • Publisher: Palgrave Macmillan US
  • ISBN: 9781137408327
  • Number of pages: 409
  • Dimensions: 243 x 164 x 28 mm
  • Weight: 812g
  • Languages: English