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Zero Lower Bound Term Structure Modeling

Zero Lower Bound Term Structure Modeling

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781137408327
Condition
New
Product Description

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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