Publication type: Conference other
Type of review: No review
Title: Correlation influence networks for sentiment analysis in European sovereign bonds
Authors: Schwendner, Peter
Schüle, Martin
Hillebrand, Martin
et. al: No
Conference details: Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018
Issue Date: 2018
Language: English
Subject (DDC): 332.6: Investment
Abstract: European sovereign bonds are especially sensitive to the political news flow. Consistent to the current sentiment, market makers adjust factor models in their quotation systems to be prepared for short-term market reactions in the most liquid instruments. We present a correlation influence network case study to make the signs of these factor betas transparent using intraday data analysis. This shows the sentiment of the most active market participants.
Fulltext version: Published version
License (according to publishing contract): Licence according to publishing contract
Departement: School of Management and Law
Organisational Unit: Institute of Wealth & Asset Management (IWA)
Appears in collections:Publikationen School of Management and Law

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