Zero Lower Bound Term Structure Modeling A Practitioner’s Guide /

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.

Gardado en:
Detalles Bibliográficos
Autor Principal: Krippner, L. (Author, http://id.loc.gov/vocabulary/relators/aut)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:English
Publicado: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2015.
Edición:1st ed. 2015.
Series:Applied Quantitative Finance
Subjects:
Acceso en liña:https://doi.org/10.1057/9781137401823
Tags: Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!