We explain changes in the Canadian target rate using macroeconomic variables and Bank of Canada (BOC) communication … Fed and use informal types of communication more frequently.newswire reports of Fed communications. -- Bank of Canada …

We examine the impact of Bank of Canada communications and media reporting on them on Canadian (short- and medium … coverage is more relevant for the stock market. In general, media filtering does not play a prominent role. -- Bank of Canada …

volatility. -- Bank of Canada ;Central Bank Communication ; Federal Reserve Bank ; Financial Markets ; Macroeconomic News …

We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 … communication by the Bank of Canada and the Federal Reserve significantly affect the co-movement of financial markets. We find that … stock markets as well as between Canadian and US financial markets. -- Bank of Canada ; Central Bank Communication …

We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 … communications by the Bank of Canada and the Federal Reserve significantly affect the conditional co-movement of financial markets (i …) within Canada and (ii) between Canada and the United States. We find that central bank communication significantly increases …

We explain Canadian target rate decisions using macroeconomic variables as well as Bank of Canada (BOC) and Federal …

We examine the impact of Bank of Canada communications and media reporting on them on Canadian (short- and medium …