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Bank of Canada RSS Feedsen2024-03-28T13:47:15+00:00Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency
https://www.bankofcanada.ca/2001/04/working-paper-2001-5/
In this study we statistically quantify the reactions of Canadian and U.S. interest rates to macroeconomic announcements released in Canada and in the United States. We find that Canadian interest rates react very little to Canadian macroeconomic news and are significantly affected by U.S. macroeconomic news, which indicates that international influences on the Canadian fixed-income markets are important.2001-04-01T14:24:39+00:00enReactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency2001-04-01Financial marketsInterest ratesMonetary policy implementationWorking Paper 2001-5 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp01-5.pdfReactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy TransparencyToni GravelleRichhild MoessnerApril 2001EE0E4E5