1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2022★ 1 cited
A New Test for Market Efficiency and Uncovered Interest Parity
Richard T. Baillie, Francis X. Diebold, George Kapetanios +1
We suggest a new single-equation test for Uncovered Interest Parity (UIP) based on a dynamic regression approach. The method provides consistent and asymptotically efficient parame…
econ.EM2020
"Big Data" and its Origins
Francis X. Diebold
Against the background of explosive growth in data volume, velocity, and variety, I investigate the origins of the term "Big Data". Its origins are a bit murky and hence intriguing…