RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results Equation

Dlogs p e = α 23  log( s ^ p e / s p e ) s ^ p e = s p 0 e s p s p =s g 1 MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=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@5ED3@