Table of contents : Front Matter....Pages i-xxviii Introduction....Pages 1-7 A New Framework for a New Environment....Pages 9-44 Gaussian Affine Term Structure Models....Pages 45-104 Krippner Framework for ZLB Term Structure Modeling....Pages 105-158 Black Framework for ZLB Term Structure Modeling....Pages 159-218 K-ANSM Foundations and Effective Monetary Stimulus....Pages 219-271 Monetary Policy Applications....Pages 273-316 Financial Market Applications....Pages 317-368 Conclusion and Future Research Directions....Pages 369-376 Back Matter....Pages 377-409