L. Krippner's Zero Lower Bound Term Structure Modeling: A Practitioner’s PDF

By L. Krippner

Nominal yields on govt debt in numerous international locations have fallen very close to their 0 reduce certain (ZLB), inflicting a liquidity catch and restricting the ability to stimulate monetary development. This e-book offers a complete connection with ZLB constitution modeling in an utilized setting.

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Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance) by L. Krippner

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