An analysis of network filtering methods to sovereign bond yields during COVID-19()

In this work, we investigate the impact of the COVID-19 pandemic on sovereign bond yields. We consider the temporal changes from financial correlations using network filtering methods. These methods consider a subset of links within the correlation matrix, which gives rise to a network structure. We...

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Detalles Bibliográficos
Autores principales: Pang, Raymond Ka-Kay, Granados, Oscar M., Chhajer, Harsh, Legara, Erika Fille T.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9757980/
https://www.ncbi.nlm.nih.gov/pubmed/36568061
http://dx.doi.org/10.1016/j.physa.2021.125995

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9757980/
https://www.ncbi.nlm.nih.gov/pubmed/36568061
http://dx.doi.org/10.1016/j.physa.2021.125995

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