Skip to content
RDP 2004-10: News and Interest Rate Expectations: A Study of Six Central Banks
Equation (4)
ε
t
=
ν
t
h
t
∼
(
0
,
h
t
2
)
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqyTdu2aaSbaaSqaaiaadshaaeqaaOGaeyypa0JaeqyVd42aaSbaaSqaaiaadshaaeqaaOGaamiAamaaBaaaleaacaWG0baabeaakiablYJi6maabmqabaGaaGimaiaacYcacaWGObWaa0baaSqaaiaadshaaeaacaaIYaaaaaGccaGLOaGaayzkaaaaaa@45C9@