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
| Year of publication: |
[2025]
|
|---|---|
| Authors: | DeBruin Martos, Blake ; Sekkel, Rodrigo ; Stern, Henry ; Zhang, Xu |
| Publisher: |
[Ottawa, ON] : Bank of Canada |
| Subject: | Ankündigungseffekt | Announcement effect | Kanada | Canada | Börsenkurs | Share price | USA | United States | Wirkungsanalyse | Impact assessment | Volatilität | Volatility |
freely available
| Extent: | 1 Online-Ressource (circa 16 Seiten) Illustrationen |
|---|---|
| Series: | Staff analytical note / Bank of Canada ; 2025, 10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | 10.34989/san-2025-10 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015373067