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040 |aCaOODSP|beng|erda|cCaOODSP
043 |an-cn---|an-us---
0861 |aFB3-7/2025-10E-PDF
1001 |aMartos, Blake DeBruin, |eauthor.
24510|aIs anyone surprised? : |bthe high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices / |cby Blake DeBruin Martos, Rodrigo Sekkel, Henry Stern and Xu Zhang.
264 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2025.
264 4|c©2025
300 |a1 online resource (i, 14 pages) : |bcharts.
336 |atext|btxt|2rdacontent
337 |acomputer|bc|2rdamedia
338 |aonline resource|bcr|2rdacarrier
4901 |aStaff analytical note = |aNote analytique du personnel, |x2369-9639 ; |v2025-10
500 |a"Last updated: March 13, 2025."
504 |aIncludes bibliographical references (page 14).
520 |a"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.
650 0|aMacroeconomics.
650 0|aMonetary policy|zCanada.
650 0|aMonetary policy|zUnited States.
650 6|aMacroéconomie.
650 6|aPolitique monétaire|zCanada.
650 6|aPolitique monétaire|zÉtats-Unis.
7102 |aBank of Canada, |eissuing body.
830#0|aStaff analytical note (Bank of Canada)|v2025-10.|w(CaOODSP)9.807323
85640|qPDF|s773 KB|uhttps://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-7-2025-10-eng.pdf