RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (A9)

β ˜ = ( X ˜ T W X ˜ ) 1 X ˜ T W B ˜ . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafqOSdiMbaG aacqGH9aqpdaqadaqaaiqadIfagaacamaaCaaaleqabaGaamivaaaa kiaadEfaceWGybGbaGaaaiaawIcacaGLPaaadaahaaWcbeqaaiabgk HiTiaaigdaaaGcceWGybGbaGaadaahaaWcbeqaaiaadsfaaaGccaWG xbGabCOqayaaiaGaaiOlaaaa@443C@