"TERMS AND CONDITIONS" "https://www.bankofcanada.ca/terms/" "NAME" "Excess CAD/USD volatility in the hours after surprising FOMC, CPI and GDP releases" "DESCRIPTION" "Note: CAD/USD is the Canadian/US dollar exchange rate; FOMC is Federal Open Market Committee; CPI is consumer price index, GDP is gross domestic product." "" "Sources: Thomson Reuters and Bank of Canada calculations" "LINK" "https://www.bankofcanada.ca/?p=202685" "SERIES" "id","label","description" "SAN_JABS20181014_C3_FOMC_1","1_Excess exchange rate volatility after FOMC surprises","Basis points, 1 hour following surprising data releases" "SAN_JABS20181014_C3_FOMC_2","2_Excess exchange rate volatility after FOMC surprises","Basis points, 2 hours following surprising data releases" "SAN_JABS20181014_C3_FOMC_3","3_Excess exchange rate volatility after FOMC surprises","Basis points, 3 hours following surprising data releases" "SAN_JABS20181014_C3_FOMC_4","4_Excess exchange rate volatility after FOMC surprises","Basis points, 4 hours following surprising data releases" "SAN_JABS20181014_C3_FOMC_5","5_Excess exchange rate volatility after FOMC surprises","Basis points, 5 hours following surprising data releases" "SAN_JABS20181014_C3_CPI_1","1_Excess exchange rate volatility after CPI surprises","Basis points, 1 hour following surprising data releases" "SAN_JABS20181014_C3_CPI_2","2_Excess exchange rate volatility after CPI surprises","Basis points, 2 hours following surprising data releases" "SAN_JABS20181014_C3_CPI_3","3_Excess exchange rate volatility after CPI surprises","Basis points, 3 hours following surprising data releases" "SAN_JABS20181014_C3_CPI_4","4_Excess exchange rate volatility after CPI surprises","Basis points, 4 hours following surprising data releases" "SAN_JABS20181014_C3_CPI_5","5_Excess exchange rate volatility after CPI surprises","Basis points, 5 hours following surprising data releases" "SAN_JABS20181014_C3_GDP_1","1_Excess exchange rate volatility after GDP surprises","Basis points, 1 hour following surprising data releases" "SAN_JABS20181014_C3_GDP_2","2_Excess exchange rate volatility after GDP surprises","Basis points, 2 hours following surprising data releases" "SAN_JABS20181014_C3_GDP_3","3_Excess exchange rate volatility after GDP surprises","Basis points, 3 hours following surprising data releases" "SAN_JABS20181014_C3_GDP_4","4_Excess exchange rate volatility after GDP surprises","Basis points, 4 hours following surprising data releases" "SAN_JABS20181014_C3_GDP_5","5_Excess exchange rate volatility after GDP surprises","Basis points, 5 hours following surprising data releases" "OBSERVATIONS" "date","SAN_JABS20181014_C3_FOMC_1","SAN_JABS20181014_C3_FOMC_2","SAN_JABS20181014_C3_FOMC_3","SAN_JABS20181014_C3_FOMC_4","SAN_JABS20181014_C3_FOMC_5","SAN_JABS20181014_C3_CPI_1","SAN_JABS20181014_C3_CPI_2","SAN_JABS20181014_C3_CPI_3","SAN_JABS20181014_C3_CPI_4","SAN_JABS20181014_C3_CPI_5","SAN_JABS20181014_C3_GDP_1","SAN_JABS20181014_C3_GDP_2","SAN_JABS20181014_C3_GDP_3","SAN_JABS20181014_C3_GDP_4","SAN_JABS20181014_C3_GDP_5" "2018-11-01","44.54","8.98","5.12","0.76","1.85","15.21","-1.78","-2.43","3.29","1.36","16.25","3.88","4.11","2.07","0.82"