RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation
d
X
t
=
μ
x
d
t
+
σ
x
d
W
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeizaiaadIfadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcqaH8oqBdaWgaaWcbaGaamiEaaqabaGccaqGKbGaamiDaiabgUcaRiabeo8aZnaaBaaaleaacaWG4baabeaakiaabsgacaWGxbWaaSbaaSqaaiaadshaaeqaaaaa@4576@