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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Bibliografische gegevens
Hoofdauteur: Krippner, L. (Auteur, http://id.loc.gov/vocabulary/relators/aut)
Coauteur: SpringerLink (Online service)
Formaat: Elektronisch E-boek
Taal:English
Gepubliceerd in: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2015.
Editie:1st ed. 2015.
Reeks:Applied Quantitative Finance
Onderwerpen:
Online toegang:https://doi.org/10.1057/9781137401823
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