id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
cord-148358-q30zlgwy	Pang, Raymond Ka-Kay	An analysis of network filtering methods to sovereign bond yields during COVID-19	2020-09-28		.txt	text/plain	4525	224	52	We find that the average correlation between sovereign bonds within the COVID-19 period decreases, from the peak observed in the 2019-2020 period, where this trend is also reflected in all network filtering methods. The advantages in using filtering methods is the extraction of a network type structure from the financial correlations between sovereign bonds, which allows the properties of centrality and clustering to be considered. In consequence, the correlation-based networks and hierarchical clustering methodologies allow us to understand the nature of financial markets and some features of sovereign bonds. We apply in Section 3 the filtering methods to sovereign bond yields and analyze the trend of financial correlations over the last decade and consider aspects of the network topology. In this paper, we consider the movements of European sovereign bond yields for network filtering methods, where we particularly focus on the COVID-19 period.	./cache/cord-148358-q30zlgwy.txt	./txt/cord-148358-q30zlgwy.txt