Zero Lower Bound Term Structure Modeling : A Practitioner's Guide, PDF eBook

Zero Lower Bound Term Structure Modeling : A Practitioner's Guide PDF

Part of the Applied Quantitative Finance series

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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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