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. : FB3-7/2025-10E-PDF
"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.
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| Titre | 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. |
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| Type de publication | Monographie - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Texte numérique |
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| Description | 1 online resource (i, 14 pages) : charts. |
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