RDP 8607: The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
Equation
(
1
+
R
t
)
2
=
(
1
+
r
t
)
(
1
+
F
t
+
1
)
.
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaaca aIXaGaey4kaSIaamOuamaaBaaaleaacaWG0baabeaaaOGaayjkaiaa wMcaamaaCaaaleqabaGaaGOmaaaakiabg2da9maabmaabaGaaGymai abgUcaRiaadkhadaWgaaWcbaGaamiDaaqabaaakiaawIcacaGLPaaa daqadaqaaiaaigdacqGHRaWkcaWGgbWaaSbaaSqaaiaadshacqGHRa WkcaaIXaaabeaaaOGaayjkaiaawMcaaiaac6caaaa@49D6@