RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
Equation (B1)
(
ρ
0
,
ρ
1
)
→
(
ρ
0
,
X
^
−
C
ρ
1
,
(
D
−
1
)
′
×
ρ
1
,
X
^
)
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