An analysis of network filtering methods to sovereign bond yields during COVID-19
Sign Up to like & getrecommendations! Published in 2021 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2021.125995
Abstract: In this work, we investigate the impact of the COVID-19 pandemic on sovereign bond yields amongst European countries. We consider the temporal changes from financial correlations using network filtering methods. These methods consider a subset… read more here.
Keywords: network filtering; sovereign bond; bond yields; filtering methods ... See more keywords