Applied Quantitative Finance[size=1.4]Free Preview
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Zero Lower Bound Term Structure ModelingA Practitioner’s Guide

[size=1.4]Authors: Krippner, L.

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.