{"html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20221126%2FA_New_Test_for_Market_Efficiency_and_UIP\" title=\"\u5e02\u5834\u52b9\u7387\u6027\u3068\u30ab\u30d0\u30fc\u7121\u3057\u91d1\u5229\u5e73\u4fa1\u306e\u65b0\u305f\u306a\u691c\u8a3c - 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>","width":"100%","url":"https://himaginary.hatenablog.com/entry/20221126/A_New_Test_for_Market_Efficiency_and_UIP","version":"1.0","author_url":"https://blog.hatena.ne.jp/himaginary/","author_name":"himaginary","provider_name":"Hatena Blog","blog_url":"https://himaginary.hatenablog.com/","blog_title":"himaginary\u2019s diary","categories":["\u7d4c\u6e08","\u7d71\u8a08"],"height":"190","title":"\u5e02\u5834\u52b9\u7387\u6027\u3068\u30ab\u30d0\u30fc\u7121\u3057\u91d1\u5229\u5e73\u4fa1\u306e\u65b0\u305f\u306a\u691c\u8a3c","image_url":null,"published":"2022-11-26 23:59:00","provider_url":"https://hatena.blog","type":"rich","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u3092Francis X. Diebold\u3089\u304c\u4e0a\u3052\u3066\u3044\u308b\uff08ungated\u7248\uff09\u3002\u539f\u984c\u306f\u300cA New Test for Market Efficiency and Uncovered Interest Parity\u300d\u3067\u3001\u8457\u8005\u306fRichard T. Baillie\uff08\u30df\u30b7\u30ac\u30f3\u5dde\u7acb\u5927\uff09\u3001Francis X. Diebold\uff08\u30da\u30f3\u30b7\u30eb\u30d9\u30cb\u30a2\u5927\uff09\u3001George Kapetanios\uff08\u30ed\u30f3\u30c9\u30f3\u5927\uff09\u3001Kun Ho Kim\uff08\u30b3\u30f3\u30b3\u30eb\u30c7\u30a3\u30a2\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 We suggest a new single-equation test for Uncovered Interest Parity (\u2026"}