# Is anyone surprised? The high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices - Bank of Canada

> 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.

- Date: 2025-03-13 · published 2025-03-13T12:00:00.000Z
- Category: report · region Canada · magnitude low
- Page: https://feedsoft.ai/events/25827-is-anyone-surprised-the-high-frequency-impact-of-us-and-domestic-macroeconomic
- Commodities: [Canadian Dollar (CAD per USD)](https://feedsoft.ai/c/USDCAD.md)

## Why it matters

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.

## Sources

- bankofcanada.ca: https://www.bankofcanada.ca/2025/03/staff-analytical-note-2025-10/

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Data from Feedsoft AI (https://feedsoft.ai/). For information only; not investment advice.