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RBA Glossary definition for ASX

ASX – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.

RBA Glossary definition for ASX 24

ASX 24 – ASX 24 is a derivatives market operated by the ASX group. Formerly the Sydney Futures Exchange.

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The Algorithm Performance

15 Aug 2018 RDP 2018-09
Nicholas Garvin
21.9. 23.2. 24.9. 24.6. 22.8. Notes: CV denotes candidate vectors. (a) Excluding transactions involving the RBA or ASX and transactions with zero consideration (which appear to ... Sources: ASX; Author's calculations. Some of the conditions C1 to C9 are
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-algorithm-performance.html

Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
Before running the algorithm, any transactions involving the RBA or ASX are removed. ... 21.9. 23.2. 24.9. 24.6. 22.8. Notes: CV denotes candidate vectors. (a) Excluding transactions involving the RBA or ASX and transactions with zero consideration
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html

Comparing the Output with Prudential Data

15 Aug 2018 RDP 2018-09
Nicholas Garvin
a) Algorithm run with 61-day maturity cap. Sources: APRA; ASX; Author's calculations; RBA. ... Sample size. 309. 304. 69. 69. 24. 24. Notes: p < 0.05, p < 0.01; asterisks on the left of slope coefficients test whether coefficients equal one; OLS standard
https://www.rba.gov.au/publications/rdp/2018/2018-09/comparing-the-output-with-prudential-data.html