"TERMS AND CONDITIONS" "https://www.bankofcanada.ca/terms/" "NAME" "Excess CAD/USD bid-ask spread in the hours after surprising FAD releases" "DESCRIPTION" "Note: CAD/USD is the Canadian/US dollar exchange rate; FAD is fixed announcement date." "" "Sources: Thomson Reuters and Bank of Canada calculations" "LINK" "https://www.bankofcanada.ca/?p=202685" "SERIES" "id","label","description" "SAN_JABS20181014_C2_S1_1","1_Excess bid-ask spread","Excess bid-ask spread (in basis points) 1 hour following FAD surprise announcements" "SAN_JABS20181014_C2_S1_2","2_Excess bid-ask spread","Excess bid-ask spread (in basis points) 2 hours following FAD surprise announcements" "SAN_JABS20181014_C2_S1_3","3_Excess bid-ask spread","Excess bid-ask spread (in basis points) 3 hours following FAD surprise announcements" "SAN_JABS20181014_C2_S1_4","4_Excess bid-ask spread","Excess bid-ask spread (in basis points) 4 hours following FAD surprise announcements" "SAN_JABS20181014_C2_S1_5","5_Excess bid-ask spread","Excess bid-ask spread (in basis points) 5 hours following FAD surprise announcements" "OBSERVATIONS" "date","SAN_JABS20181014_C2_S1_1","SAN_JABS20181014_C2_S1_2","SAN_JABS20181014_C2_S1_3","SAN_JABS20181014_C2_S1_4","SAN_JABS20181014_C2_S1_5" "2018-11-01","0.12","0.06","0.03","0.05","0.02"