{
    "terms": {
        "url": "https://www.bankofcanada.ca/terms/"
    },
    "groupDetail": {
        "label": "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility",
        "description": "This file contains data based on the Bank of Canada research paper described above.\nThe data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s).\n    The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future.\n    A contact person is listed below for any question or other inquiry.",
        "link": "https://www.bankofcanada.ca/?p=202685"
    },
    "seriesDetail": {
        "SAN_JABS20181014_C1_S1_1": {
            "label": "1_Excess exchange rate volatility",
            "description": "Excess exchange rate volatility (in basis points) 1 hour following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C1_S1_2": {
            "label": "2_Excess exchange rate volatility",
            "description": "Excess exchange rate volatility (in basis points) 2 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C1_S1_3": {
            "label": "3_Excess exchange rate volatility",
            "description": "Excess exchange rate volatility (in basis points) 3 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C1_S1_4": {
            "label": "4_Excess exchange rate volatility",
            "description": "Excess exchange rate volatility (in basis points) 4 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C1_S1_5": {
            "label": "5_Excess exchange rate volatility",
            "description": "Excess exchange rate volatility (in basis points) 5 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C2_S1_1": {
            "label": "1_Excess bid-ask spread",
            "description": "Excess bid-ask spread (in basis points) 1 hour following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C2_S1_2": {
            "label": "2_Excess bid-ask spread",
            "description": "Excess bid-ask spread (in basis points) 2 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C2_S1_3": {
            "label": "3_Excess bid-ask spread",
            "description": "Excess bid-ask spread (in basis points) 3 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C2_S1_4": {
            "label": "4_Excess bid-ask spread",
            "description": "Excess bid-ask spread (in basis points) 4 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C2_S1_5": {
            "label": "5_Excess bid-ask spread",
            "description": "Excess bid-ask spread (in basis points) 5 hours following FAD surprise announcements",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_FOMC_1": {
            "label": "1_Excess exchange rate volatility after FOMC surprises",
            "description": "Basis points, 1 hour following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_FOMC_2": {
            "label": "2_Excess exchange rate volatility after FOMC surprises",
            "description": "Basis points, 2 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_FOMC_3": {
            "label": "3_Excess exchange rate volatility after FOMC surprises",
            "description": "Basis points, 3 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_FOMC_4": {
            "label": "4_Excess exchange rate volatility after FOMC surprises",
            "description": "Basis points, 4 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_FOMC_5": {
            "label": "5_Excess exchange rate volatility after FOMC surprises",
            "description": "Basis points, 5 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_CPI_1": {
            "label": "1_Excess exchange rate volatility after CPI surprises",
            "description": "Basis points, 1 hour following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_CPI_2": {
            "label": "2_Excess exchange rate volatility after CPI surprises",
            "description": "Basis points, 2 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_CPI_3": {
            "label": "3_Excess exchange rate volatility after CPI surprises",
            "description": "Basis points, 3 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_CPI_4": {
            "label": "4_Excess exchange rate volatility after CPI surprises",
            "description": "Basis points, 4 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_CPI_5": {
            "label": "5_Excess exchange rate volatility after CPI surprises",
            "description": "Basis points, 5 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_GDP_1": {
            "label": "1_Excess exchange rate volatility after GDP surprises",
            "description": "Basis points, 1 hour following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_GDP_2": {
            "label": "2_Excess exchange rate volatility after GDP surprises",
            "description": "Basis points, 2 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_GDP_3": {
            "label": "3_Excess exchange rate volatility after GDP surprises",
            "description": "Basis points, 3 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_GDP_4": {
            "label": "4_Excess exchange rate volatility after GDP surprises",
            "description": "Basis points, 4 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C3_GDP_5": {
            "label": "5_Excess exchange rate volatility after GDP surprises",
            "description": "Basis points, 5 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_FOMC_1": {
            "label": "1_Excess bid-ask spread after FOMC surprises",
            "description": "Basis points, 1 hour following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_FOMC_2": {
            "label": "2_Excess bid-ask spread after FOMC surprises",
            "description": "Basis points, 2 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_FOMC_3": {
            "label": "3_Excess bid-ask spread after FOMC surprises",
            "description": "Basis points, 3 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_FOMC_4": {
            "label": "4_Excess bid-ask spread after FOMC surprises",
            "description": "Basis points, 4 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_FOMC_5": {
            "label": "5_Excess bid-ask spread after FOMC surprises",
            "description": "Basis points, 5 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_CPI_1": {
            "label": "1_Excess bid-ask spread after CPI surprises",
            "description": "Basis points, 1 hour following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_CPI_2": {
            "label": "2_Excess bid-ask spread after CPI surprises",
            "description": "Basis points, 2 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_CPI_3": {
            "label": "3_Excess bid-ask spread after CPI surprises",
            "description": "Basis points, 3 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_CPI_4": {
            "label": "4_Excess bid-ask spread after CPI surprises",
            "description": "Basis points, 4 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_CPI_5": {
            "label": "5_Excess bid-ask spread after CPI surprises",
            "description": "Basis points, 5 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_GDP_1": {
            "label": "1_Excess bid-ask spread after GDP surprises",
            "description": "Basis points, 1 hour following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_GDP_2": {
            "label": "2_Excess bid-ask spread after GDP surprises",
            "description": "Basis points, 2 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_GDP_3": {
            "label": "3_Excess bid-ask spread after GDP surprises",
            "description": "Basis points, 3 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_GDP_4": {
            "label": "4_Excess bid-ask spread after GDP surprises",
            "description": "Basis points, 4 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        },
        "SAN_JABS20181014_C4_GDP_5": {
            "label": "5_Excess bid-ask spread after GDP surprises",
            "description": "Basis points, 5 hours following surprising data releases",
            "dimension": {
                "key": "d",
                "name": "Date"
            }
        }
    },
    "observations": [
        {
            "d": "2018-11-01",
            "SAN_JABS20181014_C4_CPI_1": {
                "v": "-0.08"
            },
            "SAN_JABS20181014_C3_GDP_2": {
                "v": "3.88"
            },
            "SAN_JABS20181014_C3_GDP_3": {
                "v": "4.11"
            },
            "SAN_JABS20181014_C3_GDP_4": {
                "v": "2.07"
            },
            "SAN_JABS20181014_C3_GDP_5": {
                "v": "0.82"
            },
            "SAN_JABS20181014_C4_FOMC_1": {
                "v": "1.01"
            },
            "SAN_JABS20181014_C4_FOMC_2": {
                "v": "0.51"
            },
            "SAN_JABS20181014_C4_FOMC_3": {
                "v": "0.35"
            },
            "SAN_JABS20181014_C4_FOMC_4": {
                "v": "0.14"
            },
            "SAN_JABS20181014_C4_FOMC_5": {
                "v": "0.30"
            },
            "SAN_JABS20181014_C3_GDP_1": {
                "v": "16.25"
            },
            "SAN_JABS20181014_C4_CPI_2": {
                "v": "-0.12"
            },
            "SAN_JABS20181014_C4_CPI_3": {
                "v": "-0.11"
            },
            "SAN_JABS20181014_C4_CPI_4": {
                "v": "-0.14"
            },
            "SAN_JABS20181014_C4_CPI_5": {
                "v": "-0.17"
            },
            "SAN_JABS20181014_C4_GDP_1": {
                "v": "-0.06"
            },
            "SAN_JABS20181014_C4_GDP_2": {
                "v": "0.01"
            },
            "SAN_JABS20181014_C4_GDP_3": {
                "v": "-0.01"
            },
            "SAN_JABS20181014_C4_GDP_4": {
                "v": "0.00"
            },
            "SAN_JABS20181014_C4_GDP_5": {
                "v": "0.03"
            },
            "SAN_JABS20181014_C3_FOMC_1": {
                "v": "44.54"
            },
            "SAN_JABS20181014_C1_S1_2": {
                "v": "7.33"
            },
            "SAN_JABS20181014_C1_S1_3": {
                "v": "6.32"
            },
            "SAN_JABS20181014_C1_S1_4": {
                "v": "4.01"
            },
            "SAN_JABS20181014_C1_S1_5": {
                "v": "0.23"
            },
            "SAN_JABS20181014_C2_S1_1": {
                "v": "0.12"
            },
            "SAN_JABS20181014_C2_S1_2": {
                "v": "0.06"
            },
            "SAN_JABS20181014_C2_S1_3": {
                "v": "0.03"
            },
            "SAN_JABS20181014_C2_S1_4": {
                "v": "0.05"
            },
            "SAN_JABS20181014_C2_S1_5": {
                "v": "0.02"
            },
            "SAN_JABS20181014_C1_S1_1": {
                "v": "44.61"
            },
            "SAN_JABS20181014_C3_FOMC_2": {
                "v": "8.98"
            },
            "SAN_JABS20181014_C3_FOMC_3": {
                "v": "5.12"
            },
            "SAN_JABS20181014_C3_FOMC_4": {
                "v": "0.76"
            },
            "SAN_JABS20181014_C3_FOMC_5": {
                "v": "1.85"
            },
            "SAN_JABS20181014_C3_CPI_1": {
                "v": "15.21"
            },
            "SAN_JABS20181014_C3_CPI_2": {
                "v": "-1.78"
            },
            "SAN_JABS20181014_C3_CPI_3": {
                "v": "-2.43"
            },
            "SAN_JABS20181014_C3_CPI_4": {
                "v": "3.29"
            },
            "SAN_JABS20181014_C3_CPI_5": {
                "v": "1.36"
            }
        }
    ]
}