Zero lower bound term structure modeling: a practitioner’s guide

Table of Contents:

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

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.

http://www.palgrave.com/gp/book/9781137408327