Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets

Gordon H. Dash () and Nina Kajiji ()
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Nina Kajiji: University of Rhode Island

A chapter in Handbook of Financial Engineering, 2008, pp 201-230 from Springer

Keywords: Excess Return; Government Bond; Bond Market; Bond Index; Volatility Spillover (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/978-0-387-76682-9_7

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