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 .
After revision:  We find that the average correlation between sovereign bonds within the mean correlation to decrease across all filtering methods during 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 .