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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2021
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| Materias: | |
| 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 |