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

Zero Lower Bound Term Structure Modeling: A Practitioner's Guide (Applied Quantitative Finance) By L. Krippner Cover Image
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Description


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.
Product Details
ISBN: 9781137408327
ISBN-10: 1137408324
Publisher: Palgrave MacMillan
Publication Date: January 20th, 2015
Pages: 409
Language: English
Series: Applied Quantitative Finance