Zero Lower Bound Term Structure Modeling
ISBN:
9781137408327
Auflage:
2015
Verlag:
Palgrave Macmillan US
Land des Verlags:
Vereinigte Staaten
Erscheinungsdatum:
20.01.2015
Reihe:
Applied Quantitative Finance
Format:
Hardcover
Seitenanzahl:
409
Lieferung in 3-4 Werktagen
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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.
Schlagwörter
Biografische Anmerkung
Leo Krippner is Senior Advisor to the Research Section of the Economics Department at the Reserve Bank of New Zealand.









