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...

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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