RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation
B
^
i
=
∑
j
=
1
m
i
c
i
j
d
(
τ
i
j
)
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOqayaajaWaaSbaaSqaaiaadMgaaeqaaOGaeyypa0ZaaabCaeaacaWGJbWaaSbaaSqaaiaadMgacaWGQbaabeaakiaadsgadaqadaqaaiabes8a0naaBaaaleaacaWGPbGaamOAaaqabaaakiaawIcacaGLPaaaaSqaaiaadQgacqGH9aqpcaaIXaaabaGaamyBamaaBaaameaacaWGPbaabeaaa0GaeyyeIuoaaaa@4939@