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RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation (B9)
μ
−
r
t
P
σ
=
λ
r
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaacqaH8oqBcqGHsislcaWGYbWaaSbaaSqaaiaadshaaeqaaOGaamiuaaqaaiabeo8aZbaacqGH9aqpcqaH7oaBdaWgaaWcbaGaamOCaaqabaaaaa@4142@