RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (A3)
β
^
=
(
X
T
W
X
)
−
1
X
T
W
B
.
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafqOSdiMbaKaacqGH9aqpdaqadaqaaiaadIfadaahaaWcbeqaaiaadsfaaaGccaWGxbGaamiwaaGaayjkaiaawMcaamaaCaaaleqabaGaeyOeI0IaaGymaaaakiaadIfadaahaaWcbeqaaiaadsfaaaGccaWGxbGaaCOqaiaac6caaaa@43FF@