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RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Equation
y
=
y
n
f
+
y
f
Dlog
y
nf
=
α
6
log
(
y
^
nf
/
y
nf
)
+
β
20
log
(
ν
^
/
ν
)
y
^
nf
=
[
1.0
−
i
^
]
(
s
e
−
y
f
)
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