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

by

Write The First Customer Review

"This book provides a comprehensive reference to state of the art zero bound term structure modeling in an applied setting. Based on the author's practical experience in the field, it covers tractable frameworks, macroeconomic foundations for ZLB models, and applications in the field of macro-finance. Split into seven chapters with two appendices, the book first provides an introduction to the principles of term structure modeling, its application to macro-finance and monetary policy, and the complications introduced by the ...

Zero Lower Bound Term Structure Modeling: A Practitioner's Guide 2015, Palgrave MacMillan, New York

ISBN-13: 9781137408327

2015 edition

Hardcover

Select