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RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
Dr
b1
=
α
17
(
r
^
b
1
−
r
b
1
)
+
β
55
DQr
b
1
r
^
b
1
=
r
b1
0
+
β
56
r
eu
+
(
1.0
−
β
56
)
r
m
+
β
57
ξ
+
β
58
QE
ξ
=log
(
E
^
/
E
)
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