RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation

B = x 1 λ 1 + + x D 1 λ D 1 + x D λ D + ε = x 1 λ 1 + + x D 1 λ D 1 + x D ( k = 1 D 1 λ k ) + ε MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@728F@