Zero Lower Bound Term Structure Modeling : A Practitioner's Guide
Krippner, Leo
ISBN 10: 1137408324 ISBN 13: 9781137408327
Published by Palgrave Macmillan, 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.
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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Bibliographic Details
Title: Zero Lower Bound Term Structure Modeling : A...
Publisher: Palgrave Macmillan
Publication Date: 2015
Binding: Hardcover
Condition: New