Zero Lower Bound Term Structure Modeling

A Practitioner’s Guide

  • Authors
  • Leo Krippner

Part of the Applied Quantitative Finance series book series (AQF)

Table of contents

  1. Front Matter
    Pages i-xxviii
  2. Leo Krippner
    Pages 1-7
  3. Leo Krippner
    Pages 9-44
  4. Leo Krippner
    Pages 45-104
  5. Leo Krippner
    Pages 273-316
  6. Leo Krippner
    Pages 317-368
  7. Leo Krippner
    Pages 369-376
  8. Back Matter
    Pages 377-409

About this book


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.


economic growth finance financial markets growth Investment modeling monetary policy

Bibliographic information