RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility
Equation (2)
k
t
≡
(
1
−
γ
)
A
T
−
B
T
(
1
−
γ
)
A
T
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4AamaaBa aaleaacaWG0baabeaakiabggMi6oaalaaabaWaaeWaaeaacaaIXaGa eyOeI0Iaeq4SdCgacaGLOaGaayzkaaGaamyqamaaBaaaleaacaWGub aabeaakiabgkHiTiaadkeadaWgaaWcbaGaamivaaqabaaakeaadaqa daqaaiaaigdacqGHsislcqaHZoWzaiaawIcacaGLPaaacaWGbbWaaS baaSqaaiaadsfaaeqaaaaaaaa@4A01@