On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

count % of corpus

4 results for “Flight-to-Quality”

A Blessing in Disguise? DeFi Exploits and Short-Horizon Responses in U.S. Commercial Paper Spreadsq-fin.GN

DeFi exploits lead to reduced CP spreads, contrary to contagion hypothesis.

problem Vulnerabilities in DeFi destabilize traditional short-term funding markets.

method Analysis of commercial paper spreads and regulatory segmentation.

result DeFi exploits lead to a 'Flight-to-Quality' pattern, narrowing rather than widening CP spreads.

DeFi Commercial Paper Flight-to-Quality Regulatory Segmentation Operational Shocks

2026-01-13abs ↗pdf ↗

Portfolio Choice in Markets with Contagionq-fin.PM

We consider the problem of optimal investment and consumption in a class of multidimensional jump-diffusion models in which asset prices are subject to mutually exciting jump processes. This captures a type of contagion where each downward jump in an asset's price results in increased likelihood of further jumps, both …

2012-10-04abs ↗pdf ↗

Generalized Autoregressive Score Trees and Forestsecon.EM

Improved GAS models using trees and forests for better forecasts.

problem Improving forecasts from GAS models to avoid curse of dimensionality.

method Localized parameters using decision trees and random forests.

result Significantly outperform baseline GAS model in empirical analyses.

GAS models decision trees random forests forecast improvement curse of dimensionality

2023-05-30abs ↗pdf ↗

Robust Investment-Driven Insurance Pricing and Liquidity Managementq-fin.RM

The paper models insurance market dynamics under uncertainty and financial frictions.

problem Modeling insurer behavior under uncertainty and financial frictions.

method Dynamic equilibrium model of insurance market with competitive insurers maximizing shareholder value.

result Investment can lead to lower insurance prices and negative loadings under certain conditions.

Insurance Pricing Dynamic Equilibrium Model Uncertainty Financial Frictions Investment Hedging

2026-03-19abs ↗pdf ↗