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Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance) - Hardcover
Book 4 of 14: Applied Quantitative Finance
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.
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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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Zero Lower Bound Term Structure Modeling: A Practitioner?s Guide (Applied Quantitative Finance)
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Zero Lower Bound Term Structure Modeling: A Practitioner's Guide (Applied Quantitative Finance)
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Condition: New. 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. Series: Applied Quantitative Finance. Num Pages: 437 pages, biography. BIC Classification: KCBM; KFF. Category: (P) Professional & Vocational. Dimension: 243 x 164 x 28. Weight in Grams: 812. . 2015. 2015th Edition. hardcover. . . . . Seller Inventory # V9781137408327
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Zero Lower Bound Term Structure Modeling: A Practitioner's Guide (Applied Quantitative Finance)
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