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Zero lower bound term structure modeling : a practitioner's guide
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eBook
Zero lower bound term structure modeling : a practitioner's guide
2015
Overview
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.
Publisher
Palgrave Macmillan
Subject
ISBN
1137408324, 9781137408327
