RDP 9609: Australian Financial Market Volatility: an Exploration of Cross-Country and Cross-Market Linkages Equation (11)

z t AUS = α 0 +β z t1 AUS +γ z t1 GER + ε t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOEamaaDa aaleaacaWG0baabaGaamyqaiaadwfacaWGtbaaaOGaeyypa0JaeqyS de2aaSbaaSqaaiaaicdaaeqaaOGaey4kaSIaeqOSdiMaamOEamaaDa aaleaacaWG0bGaeyOeI0IaaGymaaqaaiaadgeacaWGvbGaam4uaaaa kiabgUcaRiabeo7aNjaadQhadaqhaaWcbaGaamiDaiabgkHiTiaaig daaeaacaWGhbGaamyraiaadkfaaaGccqGHRaWkcqaH1oqzdaWgaaWc baGaamiDaaqabaaaaa@537F@