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.

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Bibliografiske detaljer
Hovedforfatter: Krippner, L. (Author, http://id.loc.gov/vocabulary/relators/aut)
Institution som forfatter: SpringerLink (Online service)
Format: Electronisk eBog
Sprog:English
Udgivet: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2015.
Udgivelse:1st ed. 2015.
Serier:Applied Quantitative Finance
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Online adgang:https://doi.org/10.1057/9781137401823
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