Very new to fixed income signals. I am a little confused about which data to use to compare interest rate among different currencies.
For example, I am interested in compare interest rate in the following currencies (countries): USD, EUR, GBP, JPY,CHF,CAD, DKK,NZD,AUD,SEK and NOK. Before 2013, We can get LIBOR for almost all of them (except NOK I believe), but now only first 5 currencies have LIBOR rates updated and I have no idea where to get the interest rate for some currencies such as AUD, NZD. some currencies have their own interbank rate, such as STIBOR for SEK and CIBOR for DKK, are they the right interest rate to use? Also there are more than one IBOR available for some currencies, for example EUR have both LIBOR and EURIBOR, which one should I choose?
What about swap rates? since swap are closely rated to the interbank rate, would swap rate be a better data to use to measure monetary policy of each country? if so, what kind a swap data should I use? Thank you very much!