Research

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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

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1 result for “post-GFC”

A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviationsq-fin.GN

Paper proposes a new daily benchmark for post-GFC government bond CIP deviations.

problem Lack of a canonical daily benchmark for CIP deviations.

method Used G10 plus KRW currency-tenor panels to analyze three lagged public state variables.

result Three lagged public state variables deliver strong performance in daily regressions.

CIP deviations post-GFC government bonds Cointegration benchmark

2026-05-19abs ↗pdf ↗