An analysis of network filtering methods to sovereign bond yields during COVID-19
En este trabajo, investigamos el impacto de la pandemia COVID-19 en los rendimientos de los bonos soberanos. soberanos. Consideramos los cambios temporales de las correlaciones financieras utilizando métodos de filtrado de redes. métodos de filtrado de redes. Estos métodos consideran un subconjunto...
- Autores:
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2021
- Institución:
- Universidad de Bogotá Jorge Tadeo Lozano
- Repositorio:
- Expeditio: repositorio UTadeo
- Idioma:
- spa
- OAI Identifier:
- oai:expeditiorepositorio.utadeo.edu.co:20.500.12010/32194
- Acceso en línea:
- https://pdf.sciencedirectassets.com/271529/1-s2.0-S0378437121X00088/1-s2.0-S0378437121002673/main.pdf?X-Amz-Security-Token=IQoJb3JpZ2luX2VjEOf%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FwEaCXVzLWVhc3QtMSJIMEYCIQCDbQ0qfXyx3OgS%2BO%2BnHPE%2Br%2Bapdmg9EM66vOPTLCkMxQIhAL1MYcU7c9oEaUnYWVIncOWWpMZd3DQ%2BE1NhYc%2FlOFBrKrwFCO%2F%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FwEQBRoMMDU5MDAzNTQ2ODY1IgwHewUXCWqSMCccO5MqkAXVR0u2fdm0E3eFNhhw%2BSvx7Z6o46Oi6c6PFB6Zr28uLv1I0Gwm76UDphee8WAACV81hBVca%2F%2FrDlJV2af8mrEVKUY3ZS%2BOe5kaKIewd0l4W5pp50BW7kLZ9mwx%2BjNijc6nUKqgZg0igPtfsneA05UXBaz7feNg8lV0ORrv13TDpQCywnuZgDN1ZSEW%2Fb1sLiNOANcp5EqVP2Wmk3D2G9UaJexCuapHf4eBPkVZW15HGzk%2FpjNU7pERgyZeFSUJY%2F2UVVdZ7lL5wILu8M8vdmPMQ0niHn4pA%2BopQmpEUdURAmINbN10vRnetd0f64VBdRih8TGMa%2FYtikAQ%2FnDDSHorDffMvDqBbmZPF9q87C4gzNGxkw%2Bd4aLn%2BFV7tw3lRQQw7p8tohyNv4BGBEfT11Ba56LOwQdWAwrW4NXNRCY7XE7NRMkNYTfjeU2199TUJjLOMQpyBPqNeEEg5dwGruKUL5feSy3OHeYlsIfHjC1ByqJ3sOJ2uB4SeQQzQFMXtJoYkRzjj%2BiY2QX8D5bRii78kdczhAP1M8j%2B7ehdRaHbs63OInTNkYW2cC%2Ftss3IshzEw33dkNtiusFHU0UVLVCd%2FGYEYjzBzAMrmkFwofzQgPPOm903OR0e72reOjpPSjOZveWborHAS08F%2Ff5ia6LLjiG574WZLTttdrXORn7LdxXIeb%2F1rMcE5E4w3i%2FGla9QhpGA7grZyWHXD1zf1fHvsHMj9mxProOq3LVdLZWhfml%2BcdPnNMQtEafEh85tyc2CCRTIp8Jq%2FZx4aeTU8YAVvn7ealslPmZzyMNrBKVh%2FxyISSZgsSrUQpMAWBbQ1cefD%2Bk88jvdV45GhlAYOh62cSAql4YTRVNprWHEAM4wYTCM3pqpBjqwAfNw0faycwbj1DSNvlCYbDgi3vz0UlVw%2FqX4n3gSRHJP7xxWGun%2FBRdmK3uenbF9B%2BwR2yh09g9qny6u17HBskzMktrl9aPFitmUJQViUuVbvaDDsZYBnV3%2BG3wprcxyzuZhIMG8mYUUsKwus0i8l%2BOAfrb12%2Bf4Xaq76CKUgBFenqGRVvske4FYIu%2FYu8aq4X6kdYshtxyB%2FW9P8039Q7qonJs5ylmgTAm9dVm%2B6yZS&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Date=20231011T151410Z&X-Amz-SignedHeaders=host&X-Amz-Expires=300&X-Amz-Credential=ASIAQ3PHCVTYZ5XEGAH2%2F20231011%2Fus-east-1%2Fs3%2Faws4_request&X-Amz-Signature=7e4e24b07dc8a6788c88e756123008e632028ca82f91f53e2d32ce9ecb5a1180&hash=834ab04b47471a9f1019f27a8afaa3903e07f126a9105f13ae490755b5fc983d&host=68042c943591013ac2b2430a89b270f6af2c76d8dfd086a07176afe7c76c2c61&pii=S0378437121002673&tid=spdf-268f55ec-91be-4e12-ba7d-784cf5cf12f0&sid=ddbc81cc76906440c72a7ab1d25639fa8bd5gxrqa&type=client&tsoh=d3d3LnNjaWVuY2VkaXJlY3QuY29t&ua=19095a55515a520b545607&rr=81480d18ba61f7b8&cc=co
http://hdl.handle.net/20.500.12010/32194
- Palabra clave:
- Ecofísica
Correlaciones financieras
Crisis
Pandemia de COVID-19, 2020-
- Rights
- License
- Acceso restringido