Hi, I'm sorry if this is the wrong place to ask, but I couldn't find any better.
I am a student conducting a research about defaulted bonds. Hence, I need bond data for bonds with the attribute Asset Status = "In Default" in any point in time. I am able to use Thomson Reuters Eikon + Datastream.
I have 2 problems:
1. I could only find data for the current Asset Status + Asset Status Effective date, but I am not able to find historical data of the Asset Status and when it was effectively changed as it is shown in the bond interface. If there is a way to examine this data, I could extract all bonds I am interested in.
2. A second way would be to understand the dynamic of "Asset Status". If there are Asset Statuses that can only be changed to if the bond was prior set to "In default" (e.g. Liquidated), then I could search for bonds that are set to "In default" or to the mentioned Asset Statuses.
Any help is appreciated.
Thanks in advance