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Canadian bond, stock, and foreign exchange market returns and volatility. First, news in both categories and from both ….S. target rate changes lead to higher price volatility, and so does other U.S. news. Other Canadian news, however, lowers price … volatility. -- Bank of Canada ;Central Bank Communication ; Federal Reserve Bank ; Financial Markets ; Macroeconomic News …
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This paper studies the effects of FOMC communication on U.S. financial markets’ returns and volatility using a GARCH … and volatility is larger if the communication channel is more formal. However, since speeches happen much more often than …
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