RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation
efsr
t
,
τ
=
ρ
+
1
′
⋅
e
−
K
τ
x
t
.
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeyzaiaabA gacaqGZbGaaeOCamaaBaaaleaacaWG0bGaaiilaiabes8a0bqabaGc cqGH9aqpcqaHbpGCcqGHRaWkceaIXaGbauaacqGHflY1caWGLbWaaW baaSqabeaacqGHsislcaWGlbGaeqiXdqhaaOGaaCiEamaaBaaaleaa caWG0baabeaakiaac6caaaa@4B94@