---
title: The Role of Sentiment in Credit Markets
url: https://www.ml-quant.com/papers/ssrn/4795367/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4795367
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4795367
featured: 2024-04-17
citations: 0
topic: LLMs & Text
---


# The Role of Sentiment in Credit Markets

A new measure of anticipatory sentiment, created using statistical natural language processing, significantly influences macroeconomic and financial variables, including credit market stress indicators.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4795367
- Identifier: SSRN 4795367
- Released: 2022-10-25
- First featured: Quant Letter No. 45 (2024-04-17): https://www.ml-quant.com/issues/2024-04-17/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: LLMs & Text

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