Exchange Keeper Card
No, you are exchanging a keeper for a keeper, and a keeper is not a creeper.

That said, in some varieties of Fluxx (I don't have Zombie myself), certain creepers attach themselves to keeper cards you have on the table.  If that is the case, the creeper follows the keeper.  If you are trading the keeper that has an attached creeper, the other player will take the creeper as well.