RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (B3)
λ
t
=
λ
0
+
λ
1
x
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdW2aaSbaaSqaaiaadshaaeqaaOGaeyypa0Jaeq4UdW2aaSbaaSqaaiaaicdaaeqaaOGaey4kaSIaeq4UdW2aaSbaaSqaaiaaigdaaeqaaOGaamiEamaaBaaaleaacaWG0baabeaaaaa@422A@