A resposta de Glenn Jackman acima indicou-me a direção certa, e eu descobri - adicione as seguintes linhas no arquivo ~/.inputrc
:
# mappings for Ctrl-left-arrow and Ctrl-right-arrow for word moving
"\e[1;5C": forward-word
"\e[1;5D": backward-word
"\e[5C": forward-word
"\e[5D": backward-word
"\e\e[C": forward-word
"\e\e[D": backward-word