Deconstructing the news: How AI unlocks deeper insights into central bank communications for investors
In their latest paper, “Breaking (up) news: How current and forward-looking information impact US Treasury yield dynamics”, Dr Maximilian Stroh, CFA, Head of Research, and Dr Matthias Apel, Portfolio Management Multi-Asset, find that there’s tangible predictive value in systematically analysing the forward-looking component of central bank news. In this interview, they explain their research and provide a behind-the-scenes look at how they use LLMs to deliver robust results.