RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (2)
d
x
t
=
−
K
x
t
d
t
+
∑
d
W
t
,
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeizaiaahI hadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcqGHsislcaWGlbGaaCiE amaaBaaaleaacaWG0baabeaakiaabsgacaWG0bGaey4kaSIaeyyeIu UaaeizaiaahEfadaWgaaWcbaGaamiDaaqabaGccaGGSaaaaa@460C@