Before revision:  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 . We also find variations between the movements of different network filtering methodsunder various network measures .
After revision:  We find that the average correlation between sovereign bonds within 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 .