https://www.banqueducanada.ca/?p=202698
Excess bid-ask spread (in basis points) 1 hour following FAD surprise announcements
Excess bid-ask spread (in basis points) 2 hours following FAD surprise announcements
Excess bid-ask spread (in basis points) 3 hours following FAD surprise announcements
Excess bid-ask spread (in basis points) 4 hours following FAD surprise announcements
Excess bid-ask spread (in basis points) 5 hours following FAD surprise announcements
0.120.060.030.050.02