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.

Author: L. Krippner
Publisher: Palgrave MacMillan
Published: 01/20/2015
Pages: 409
Binding Type: Hardcover
Weight: 0.90lbs
Size: 8.60h x 5.60w x 0.80d
ISBN: 9781137408327

About the Author
Leo Krippner is Senior Advisor to the Research Section of the Economics Department at the Reserve Bank of New Zealand.