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1–2 of 2 collapsed search results for BBSW

RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

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Documenting Shock Measures Pre-COVID-19

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
three-month changes in the (log) TWI, money market spread (3-month BBSW less OIS), the US commercial paper spread, the second principal component of the yield curve (strongly related to
https://www.rba.gov.au/publications/rdp/2023/2023-04/documenting-shock-measures-pre-covid-19.html

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 Apr 2023 RDP 2023-04
Jonathan Hambur
three-month changes in the (log) TWI, money market spread (3-month BBSW less OIS), the US commercial paper spread, the second principal component of the yield curve (strongly related to
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html