January 20, 2023
News related to credit ratings, analyst ratings, and price targets can significantly impact bond prices. We looked at the impact of credit-related announcements on corporate bond prices using sentiment-based trading strategies that analyze media content.
Fixed income investors are facing challenges due to the inflation shock and rising interest rates. As central banks wind down their asset purchasing programs and economic growth slows, bond selection has become crucial for navigating rate volatility and allocating capital to the right securities.
In our latest paper, we evaluate the impact of credit-related announcements on corporate bond prices, conditioning news on past bond performance and news sentiment. We find:
Explore our latest whitepaper and gain a deeper understanding of our key findings.
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