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Zero Lower Bound Term Structure Modeling

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Cover of 'Zero Lower Bound Term Structure Modeling'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 A New Framework for a New Environment
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    Chapter 3 Gaussian Affine Term Structure Models
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    Chapter 4 Krippner Framework for ZLB Term Structure Modeling
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    Chapter 5 Black Framework for ZLB Term Structure Modeling
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    Chapter 6 K-ANSM Foundations and Effective Monetary Stimulus
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    Chapter 7 Monetary Policy Applications
  9. Altmetric Badge
    Chapter 8 Financial Market Applications
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    Chapter 9 Conclusion and Future Research Directions
Attention for Chapter 5: Black Framework for ZLB Term Structure Modeling
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Chapter title
Black Framework for ZLB Term Structure Modeling
Chapter number 5
Book title
Zero Lower Bound Term Structure Modeling
Published by
Palgrave Macmillan, New York, January 2015
DOI 10.1057/9781137401823_5
Book ISBNs
978-1-349-68123-5, 978-1-137-40182-3
Authors

Leo Krippner

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