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High-frequency effects of macroprudential policy announcements
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Thibaut Duprey
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Kerem Tuzcuoglu
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Economics Letters
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Volume 250, April 2025, 112264
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https://doi.org/10.1016/j.econlet.2025.112264
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This file provides the list of macroprudential policy events in Canada used in the above paper, with both the announcement and implementation day
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