Skip to content
RDP 9609: Australian Financial Market Volatility: an Exploration of Cross-Country and Cross-Market Linkages
Equation (7b)
x
t
A
U
S
(
d
a
y
)
=
α
0
+
β
2
x
t
−
1
A
U
S
(
d
a
y
)
+
γ
1
x
t
−
1
U
S
+
ε
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEamaaDa aaleaacaWG0baabaGaamyqaiaadwfacaWGtbWaaeWaaeaacaWGKbGa amyyaiaadMhaaiaawIcacaGLPaaaaaGccqGH9aqpcqaHXoqydaWgaa WcbaGaaGimaaqabaGccqGHRaWkcqaHYoGydaWgaaWcbaGaaGOmaaqa baGccaWG4bWaa0baaSqaaiaadshacqGHsislcaaIXaaabaGaamyqai aadwfacaWGtbWaaeWaaeaacaWGKbGaamyyaiaadMhaaiaawIcacaGL PaaaaaGccqGHRaWkcqaHZoWzdaWgaaWcbaGaaGymaaqabaGccaWG4b Waa0baaSqaaiaadshacqGHsislcaaIXaaabaGaamyvaiaadofaaaGc cqGHRaWkcqaH1oqzdaWgaaWcbaGaamiDaaqabaaaaa@5D4D@