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RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
Dr
a
=
α
18
(
r
^
a
−
r
a
)
+
β
59
DlogM
/
A
r
^
a
=
r
ao
+
β
60
rb
+
(
1
−
β
60
)
r
w
+
β
61
ξ
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakqaabeqaaiaabseacaqGYbWaaSbaaSqaaiaabggaaeqaaOGaeyypa0JaaeySdmaaBaaaleaacaaIXaGaaGioaaqabaGcdaqadaqaaiqadkhagaqcamaaBaaaleaacaWGHbaabeaakiabgkHiTiaabkhadaWgaaWcbaGaaeyyaaqabaaakiaawIcacaGLPaaacqGHRaWkcaqGYoWaaSbaaSqaaiaaiwdacaaI5aaabeaakiaabccacaqGebGaaeiBaiaab+gacaqGNbGaaeytaiaac+cacaqGbbaabaGabmOCayaajaWaaSbaaSqaaiaadggaaeqaaOGaeyypa0JaaeOCamaaBaaaleaacaqGHbGaae4BaaqabaGccqGHRaWkcaqGYoWaaSbaaSqaaiaaiAdacaaIWaaabeaakiaabccacaqGYbGaaeOyaiabgUcaRmaabmaabaGaaGymaiabgkHiTiaabk7adaWgaaWcbaGaaGOnaiaaicdaaeqaaaGccaGLOaGaayzkaaGaaeOCamaaBaaaleaacaqG3baabeaakiabgUcaRiaabk7adaWgaaWcbaGaaGOnaiaaigdaaeqaaOGaeqOVdGhaaaa@6A8B@