Zero Lower Bound Term Structure Modeling

A Practitioner S Guide

Leo Krippner, L Krippner (Autoren)

Buch | Softcover

409 Seiten

2014 | 2015 ed.
Palgrave Macmillan (Verlag)
978-1-349-68123-5 (ISBN)

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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.

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

Erscheinungsdatum	26.05.2016
Reihe/Serie	Applied Quantitative Finance
Zusatzinfo	Bibliography
Sprache	englisch
Themenwelt	Recht / Steuern ► Steuern / Steuerrecht
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
	Wirtschaft ► Volkswirtschaftslehre ► Wirtschaftspolitik
Schlagworte	Economic Growth • Finance • Financial Markets • growth • Investment • Modeling • monetary policy
ISBN-10	1-349-68123-7 / 1349681237
ISBN-13	978-1-349-68123-5 / 9781349681235
Zustand	Neuware