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:
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2021
- Institución:
- Universidad de Bogotá Jorge Tadeo Lozano
- Repositorio:
- Expeditio: repositorio UTadeo
- Idioma:
- eng
- OAI Identifier:
- oai:expeditiorepositorio.utadeo.edu.co:20.500.12010/28020
- Acceso en línea:
- https://doi.org/10.1016/j.physa.2021.125995
http://hdl.handle.net/20.500.12010/28020
http://expeditiorepositorio.utadeo.edu.co
- Palabra clave:
- Sovereign bonds
Crisis
Financial correlations
COVID-19 (Enfermedad) -- Aspectos económicos
COVID-19 (Enfermedad) -- Aspectos sociales
Epidemias -- Aspectos económicos
- Rights
- License
- Abierto (Texto Completo)