E-Book (pdf) Zero Lower Bound Term Structure Modeling von L. Krippner
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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.

Leo Krippner is Senior Advisor to the Research Section of the Economics Department at the Reserve Bank of New Zealand.

Autorentext
Leo Krippner is Senior Advisor to the Research Section of the Economics Department at the Reserve Bank of New Zealand.

Inhalt
Chapter 1: Introduction Chapter 2: A New Framework for a New Environment Chapter 3: Gaussian Affine Term Structure Models Chapter 4: Krippner Framework for ZLB Term Structure Modeling Chapter 5: Black Framework for ZLB Term Structure Modeling Chapter 6: K-ANSM Foundations and "Effective Monetary Stimulus" Chapter 7: Monetary Policy Applications Chapter 8: Financial Market Applications Chapter 9: Conclusions and Future Research Directions Appendix A: Matrix Notation
Titel
Zero Lower Bound Term Structure Modeling
Untertitel
A Practitioner's Guide
Autor
L. Krippner
EAN
9781137401823
ISBN
978-1-137-40182-3
Format
E-Book (pdf)
Hersteller
Palgrave Macmillan US
Herausgeber
Palgrave Macmillan
Veröffentlichung
05.01.2015
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
10.95 MB
Anzahl Seiten
409
Jahr
2015
Untertitel
Englisch