RDP 9609: Australian Financial Market Volatility: an Exploration of Cross-Country and Cross-Market Linkages Equation (2)

x t AUS = α 0 +β x t1 AUS +γ x t1 US + ε t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaDa aaleaacaWG0baabaGaamyqaiaadwfacaWGtbaaaOGaeyypa0JaeqyS de2aaSbaaSqaaiaaicdaaeqaaOGaey4kaSIaeqOSdiMaamiEamaaDa aaleaacaWG0bGaeyOeI0IaaGymaaqaaiaadgeacaWGvbGaam4uaaaa kiabgUcaRiabeo7aNjaadIhadaqhaaWcbaGaamiDaiabgkHiTiaaig daaeaacaWGvbGaam4uaaaakiabgUcaRiabew7aLnaaBaaaleaacaWG 0baabeaaaaa@52BE@