00000nam 2200000zi 4500 9.949520 CaOODSP 20250821075129 m o d f cr |n||||||||| 250325t20252025oncd ob f|0| 0 eng d CaOODSP eng rda CaOODSP n-cn--- n-us--- FB3-7/2025-10E-PDF Martos, Blake DeBruin, author. Is anyone surprised? : the high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices / by Blake DeBruin Martos, Rodrigo Sekkel, Henry Stern and Xu Zhang. [Ottawa] : Bank of Canada = Banque du Canada, 2025. ©2025 1 online resource (i, 14 pages) : charts. text txt rdacontent computer c rdamedia online resource cr rdacarrier Staff analytical note = Note analytique du personnel, 2369-9639 ; 2025-10 "Last updated: March 13, 2025." Includes bibliographical references (page 14). "Macroeconomic data, such as consumer price index (CPI), gross domestic product (GDP) and labour market indicators, provide important information about the state of the business cycle. Accordingly, announcements about these data are highly anticipated by financial market participants and policy-makers. In a small open economy like Canada, in addition to domestic macroeconomic announcements, US macroeconomic releases are watched carefully due to the close financial and economic ties between the two countries. This paper compares the impacts of domestic and US macroeconomic announcements on a broad set of Canadian asset prices using almost two decades’ worth of high-frequency data"--Introduction, page 1. Macroeconomics. Monetary policy Canada. Monetary policy United States. Macroéconomie. Politique monétaire Canada. Politique monétaire États-Unis. Bank of Canada, issuing body. Staff analytical note (Bank of Canada) 2025-10. (CaOODSP)9.807323 PDF 773 KB https://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-7-2025-10-eng.pdf