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 use sovereign bond yield data from 17 European countries between the 2010 and 2020 period. We find the mean correlation to decrease across all filtering methods during the COVID-19 period. We also observe a distinctive trend between filtering methods under multiple network centrality measures. We then relate the significance of economic and health variables towards filtered networks within the COVID-19 period. Under an exponential random graph model, we are able to identify key relations between economic groups across different filtering methods.

Tweeting Supertyphoon Haiyan: Evolving Functions of Twitter during and after a Disaster Event.

When disaster events capture global attention users of Twitter form transient interest communities that disseminate information and other messages online. This paper examines content related to Typhoon Haiyan (locally known as Yolanda) as it hit the Philippines and triggered international humanitarian response and media attention. It reveals how Twitter conversations about disasters evolve over time, showing an issue attention cycle on a social media platform. The paper examines different functions of Twitter and the information hubs that drive and sustain conversation about the event. Content analysis shows that the majority of tweets contain information about the typhoon or its damage, and disaster relief activities. There are differences in types of content between the most retweeted messages and posts that are original tweets. Original tweets are more likely to come from ordinary users, who are more likely to tweet emotions, messages of support, and political content compared with official sources and key information hubs that include news organizations, aid organization, and celebrities. Original tweets reveal use of the site beyond information to relief coordination and response.