RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
Equation
P
=
∑
i
S
i
k
exp
(
−
y
i
×
i
)
+
∑
i
S
i
*
exp
(
−
r
i
−
Δ
*
×
(
i
−
Δ
)
)
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