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A Bank of Canada staff note uses about two decades of high-frequency data to show how Canadian yields, the CAD/USD rate and stocks react to US and Canadian macro data announcements. It finds Canadian releases move short-term yields more, while US releases matter more for longer-term yields.
This is a research paper on market reactions to data releases, with no new supply, demand or price driver for grain, oilseed or livestock markets.
bankofcanada.caDeBruin Martos, Blake, Sekkel, Rodrigo, Stern, HenryMar 13, 2025Not enough comparable past events yet for a historical read.
Moves of each commodity's benchmark from the last close before the event. Historical reads pool past events of the same kind; they describe what happened, not what will. Not investment advice.
