{"categories":["\u7d4c\u6e08"],"width":"100%","height":"190","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20181012%2Fpost_fomc_announcement_drift_us_bond_markets\" title=\"FOMC\u58f0\u660e\u5f8c\u306e\u7c73\u50b5\u5238\u5e02\u5834\u306e\u5909\u52d5 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","image_url":null,"description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08ungated\u7248\uff08\u6628\u5e74\u672b\u6642\u70b9\u306eWP\uff09\uff09\u3002\u539f\u984c\u306f\u300cPost-FOMC Announcement Drift in U.S. Bond Markets\u300d\u3067\u3001\u8457\u8005\u306fJordan Brooks\uff08AQR\u30ad\u30e3\u30d4\u30bf\u30eb\u30de\u30cd\u30b8\u30e1\u30f3\u30c8\uff09\u3001Michael Katz\uff08\u540c\uff09\u3001Hanno Lustig\uff08\u30b9\u30bf\u30f3\u30d5\u30a9\u30fc\u30c9\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 The sensitivity of long-term rates to short-term rates represents a puzzle for standard macro-finance models. Post-FOMC annou\u2026","author_name":"himaginary","blog_url":"https://himaginary.hatenablog.com/","published":"2018-10-12 00:00:00","blog_title":"himaginary\u2019s diary","author_url":"https://blog.hatena.ne.jp/himaginary/","type":"rich","provider_url":"https://hatena.blog","version":"1.0","provider_name":"Hatena Blog","url":"https://himaginary.hatenablog.com/entry/20181012/post_fomc_announcement_drift_us_bond_markets","title":"FOMC\u58f0\u660e\u5f8c\u306e\u7c73\u50b5\u5238\u5e02\u5834\u306e\u5909\u52d5"}