What Moves Markets?

This page gives a basic overview of the event database from the paper "What Moves Markets?" by Mark Kerssenfischer and Maik Schmeling

Notes:

Contents

import data into Matlab

T = readtimetable('WhatMovesMarkets_eventdatabase.csv');

% set timezones

T.eventstart.TimeZone = "America/New_York"; T.eventend.TimeZone = "America/New_York";

T.eventstart_CET.TimeZone = "Europe/Berlin"; T.eventend_CET.TimeZone = "Europe/Berlin";

Data Format and Preview

display first event of each subsubtype

        eventstart              eventend                                name                               type                    subtype                                  subsubtype                                                                                                                    description                                                                                                                                                                                              source                                                                                                 scheduled      eventstart_CET          eventend_CET    
    ___________________    ___________________    _________________________________________________    _____________    ______________________________    ______________________________________________    _______________________________________________________________________________________________________________________________________________________________________________________________________    _______________________________________________________________________________________________________________________________________________________________________________________________    _________    ___________________    ___________________

    01.03.2002 01:00:00                    NaT    FI Consumer Confidence                               Macro Release    FI                                Consumer Confidence                               -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.03.2002 07:00:00                    NaT
    01.03.2002 01:30:00                    NaT    CH CPI                                               Macro Release    CH                                CPI                                               -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.03.2002 07:30:00                    NaT
    01.03.2002 03:00:00                    NaT    IT CPI                                               Macro Release    IT                                CPI                                               -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.03.2002 09:00:00                    NaT
    01.03.2002 04:30:00                    NaT    UK Monetary Aggregates                               Macro Release    UK                                Monetary Aggregates                               -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.03.2002 10:30:00                    NaT
    01.03.2002 06:00:00                    NaT    EA Retail Sales & EA Retail Trade                    Macro Release    EA                                Retail Sales & EA Retail Trade                    -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.03.2002 12:00:00                    NaT
    01.03.2002 09:00:00                    NaT    ECB: Weekly Financial Statement                      Central Bank     ECB                               Weekly Financial Statement                        -                                                                                                                                                                                                          ECB website                                                                                                                                                                                            1        01.03.2002 15:00:00                    NaT
    01.03.2002 09:45:00                    NaT    US University of Michigan Surveys                    Macro Release    US                                University of Michigan Surveys                    -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.03.2002 15:45:00                    NaT
    04.03.2002 02:00:00                    NaT    DE Import Price Index                                Macro Release    DE                                Import Price Index                                -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        04.03.2002 08:00:00                    NaT
    04.03.2002 06:30:00                    NaT    NO Unemployment Rate                                 Macro Release    NO                                Unemployment Rate                                 -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        04.03.2002 12:30:00                    NaT
    04.03.2002 08:30:00                    NaT    Fed: Speech by FOMC member                           Central Bank     Fed                               Speech by FOMC member                             A supervisory perspective on disaster recovery and business continuity                                                                                                                                     https://www.federalreserve.gov/boarddocs/speeches/2002/20020304/default.htm                                                                                                                            0        04.03.2002 14:30:00                    NaT
    04.03.2002 11:30:00                    NaT    US Auction Announcement Bill                         Auction          US Announcement                   Bill                                              CUSIP 912795JN2                                                                                                                                                                                            https://www.treasurydirect.gov/instit/annceresult/press/preanre/2002/ofb30402.pdf                                                                                                                      1        04.03.2002 17:30:00                    NaT
    05.03.2002 00:00:00                    NaT    BoJ: Minutes                                         Central Bank     BoJ                               Minutes                                           Minutes on January 15/16 Meeting                                                                                                                                                                           https://www.boj.or.jp/en/mopo/mpmsche_minu/minu_2002/g020116.htm/                                                                                                                                      1        05.03.2002 06:00:00                    NaT
    05.03.2002 05:15:00                    NaT    ECB: MRO                                             Central Bank     ECB                               MRO                                               -                                                                                                                                                                                                          ECB website                                                                                                                                                                                            1        05.03.2002 11:15:00                    NaT
    05.03.2002 09:00:00                    NaT    BoC: Press Release                                   Central Bank     BoC                               Press Release                                     overnight rate unchanged at 2 per cent                                                                                                                                                                     https://www.bankofcanada.ca/2002/03/bank-canada-keeps-target-overnight-rate-2-per-cent/                                                                                                                1        05.03.2002 15:00:00                    NaT
    05.03.2002 13:05:00                    NaT    US Auction Result Bill                               Auction          US Result                         Bill                                              CUSIP 912795JN2                                                                                                                                                                                            https://www.treasurydirect.gov/instit/annceresult/press/preanre/2002/ofb30402.pdf                                                                                                                      1        05.03.2002 19:05:00                    NaT
    05.03.2002 17:30:00                    NaT    RBA: Press Release                                   Central Bank     RBA                               Press Release                                     cash rate kept unchanged at 4.25 per cent                                                                                                                                                                  https://global.factiva.com/redir/default.aspx?P=sa&an=dji0000020020305dy35001fx&cat=a&ep=ASE                                                                                                           1        05.03.2002 23:30:00                    NaT
    06.03.2002 02:45:00                    NaT    ES Unemployment Net                                  Macro Release    ES                                Unemployment Net                                  -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        06.03.2002 08:45:00                    NaT
    06.03.2002 02:45:00                    NaT    FR Budget Balance                                    Macro Release    FR                                Budget Balance                                    -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        06.03.2002 08:45:00                    NaT
    06.03.2002 03:30:00                    NaT    SE Budget Balance                                    Macro Release    SE                                Budget Balance                                    -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        06.03.2002 09:30:00                    NaT
    06.03.2002 14:00:00                    NaT    Fed: Beige Book                                      Central Bank     Fed                               Beige Book                                        Beige Book Release                                                                                                                                                                                         https://www.federalreserve.gov/fomc/beigebook/2002/20020306/default.htm                                                                                                                                1        06.03.2002 20:00:00                    NaT
    07.03.2002 00:00:00                    NaT    JP Cabinet Office Indices                            Macro Release    JP                                Cabinet Office Indices                            -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        07.03.2002 06:00:00                    NaT
    07.03.2002 07:00:00                    NaT    BoE: Press Release                                   Central Bank     BoE                               Press Release                                     MPD:  Interest Rates remain at 4.0%                                                                                                                                                                        https://www.bankofengland.co.uk/-/media/boe/files/news/2002/march/mpc-march-2002.pdf?la=en&hash=BE20AF912D6F58B93EC9F3AE34D4D7F4FC81C5B4                                                               1        07.03.2002 13:00:00                    NaT
    07.03.2002 07:45:00                    NaT    ECB: Press Release                                   Central Bank     ECB                               Press Release                                     GCM PR: no change                                                                                                                                                                                          https://www.ecb.europa.eu/press/pr/date/2002/html/pr020307.en.html                                                                                                                                     1        07.03.2002 13:45:00                    NaT
    07.03.2002 08:30:00    07.03.2002 09:08:00    ECB: Press Conference                                Central Bank     ECB                               Press Conference                                  GCM PC, Duisenberg: "We are indeed reasonably optimistic [regarding the economic outlook]"                                                                                                                 https://www.ecb.europa.eu/press/pressconf/2002/html/is020307.en.html                                                                                                                                   1        07.03.2002 14:30:00    07.03.2002 15:08:00
    07.03.2002 10:00:00    07.03.2002 12:35:00    Fed: Speech by Chair                                 Central Bank     Fed                               Speech by Chair                                   Greenspan Senate Testimony (Monetary Policy Report)                                                                                                                                                        https://www.govinfo.gov/content/pkg/CHRG-107shrg80301/pdf/CHRG-107shrg80301.pdf                                                                                                                        1        07.03.2002 16:00:00    07.03.2002 18:35:00
    08.03.2002 06:00:00                    NaT    GR CPI & GR CPI EU Harmonized                        Macro Release    GR                                CPI & GR CPI EU Harmonized                        -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        08.03.2002 12:00:00                    NaT
    11.03.2002 03:30:00                    NaT    NL Industrial Sales & NL Manufacturing Production    Macro Release    NL                                Industrial Sales & NL Manufacturing Production    -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        11.03.2002 09:30:00                    NaT
    12.03.2002 19:15:00                    NaT    CN CPI                                               Macro Release    CN                                CPI                                               -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        13.03.2002 01:15:00                    NaT
    13.03.2002 03:30:00                    NaT    DK Trade & Current Account Balance                   Macro Release    DK                                Trade & Current Account Balance                   -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        13.03.2002 09:30:00                    NaT
    14.03.2002 04:00:00                    NaT    ECB: Economic Bulletin                               Central Bank     ECB                               Economic Bulletin                                 Monthly Bulletin                                                                                                                                                                                           https://www.ecb.europa.eu/pub/pdf/mobu/mb200203en.pdf                                                                                                                                                  1        14.03.2002 10:00:00                    NaT
    18.03.2002 09:45:00                    NaT    PT Current Account Balance                           Macro Release    PT                                Current Account Balance                           -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        18.03.2002 15:45:00                    NaT
    19.03.2002 02:30:00                    NaT    ECB: Speech by GC member                             Central Bank     ECB                               Speech by GC member                               Belgian National Bank's Smets Speaks at Business Breakfast                                                                                                                                                 Bloomberg                                                                                                                                                                                              0        19.03.2002 08:30:00                    NaT
    19.03.2002 03:00:00                    NaT    Riksbank: Press Release                              Central Bank     Riksbank                          Press Release                                     Repo Rate Decision: 25bp hike to 4.0 percent                                                                                                                                                               -                                                                                                                                                                                                      1        19.03.2002 09:00:00                    NaT
    19.03.2002 14:15:00                    NaT    Fed: Press Release                                   Central Bank     Fed                               Press Release                                     FOMC Statement: Rates unchanged                                                                                                                                                                            https://www.federalreserve.gov/boarddocs/press/general/2002/20020319/                                                                                                                                  1        19.03.2002 20:15:00                    NaT
    19.03.2002 23:35:00                    NaT    BoJ: Press Release                                   Central Bank     BoJ                               Press Release                                     BoJ: MP unchanged. The Bank of Japan will conduct money market operations, aiming at the outstanding balance of the current accounts at the Bank at around 10 to 15 trillion yen.                          https://www.boj.or.jp/en/announcements/release_2002/k020320.htm/                                                                                                                                       1        20.03.2002 05:35:00                    NaT
    20.03.2002 04:30:00                    NaT    BoE: Minutes                                         Central Bank     BoE                               Minutes                                           Minutes of MPC meeting on 6 and 7 March 2002                                                                                                                                                               https://www.bankofengland.co.uk/-/media/boe/files/minutes/2002/minutes-march-2002.pdf?la=en&hash=F8D584997A36A0EA45B26560C9A03FC5101F4449                                                              1        20.03.2002 10:30:00                    NaT
    20.03.2002 14:30:00                    NaT    US Auction Announcement Note                         Auction          US Announcement                   Note                                              CUSIP 912828AA8                                                                                                                                                                                            https://www.treasurydirect.gov/instit/annceresult/press/preanre/2002/ofd32002.pdf                                                                                                                      1        20.03.2002 20:30:00                    NaT
    21.03.2002 08:00:00                    NaT    SNB: Press Release                                   Central Bank     SNB                               Press Release                                     Unchanged monetary policy - target range for the three-month Libor rate remains at 1.25%-2.25%                                                                                                             https://www.snb.ch/en/mmr/reference/pre_20020321/source/pre_20020321.en.pdf                                                                                                                            1        21.03.2002 14:00:00                    NaT
    21.03.2002 14:00:00                    NaT    Fed: Minutes                                         Central Bank     Fed                               Minutes                                           FOMC Meeting Minutes                                                                                                                                                                                       https://www.federalreserve.gov/fomc/minutes/20020130.htm                                                                                                                                               1        21.03.2002 20:00:00                    NaT
    22.03.2002 00:00:00                    NaT    BoJ: Monthly Report                                  Central Bank     BoJ                               Monthly Report                                    Monthly Report of Recent Economic and Financial Developments: The Bank's View                                                                                                                              https://www.boj.or.jp/en/mopo/gp_2002/gp0203.htm/                                                                                                                                                      1        22.03.2002 06:00:00                    NaT
    27.03.2002 13:05:00                    NaT    US Auction Result Note                               Auction          US Result                         Note                                              CUSIP 912828AA8                                                                                                                                                                                            https://www.treasurydirect.gov/instit/annceresult/press/preanre/2002/ofd32002.pdf                                                                                                                      1        27.03.2002 19:05:00                    NaT
    29.03.2002 14:00:00                    NaT    Fed: Discount Rate Minutes                           Central Bank     Fed                               Discount Rate Minutes                             Discount Rate Minutes                                                                                                                                                                                      https://www.federalreserve.gov/boarddocs/press/General/2002/20020329/attachment.pdf                                                                                                                    1        29.03.2002 20:00:00                    NaT
    08.04.2002 05:00:00                    NaT    Riksbank: Minutes                                    Central Bank     Riksbank                          Minutes                                           Minutes from 18 March 2002                                                                                                                                                                                 http://archive.riksbank.se/en/Web-archive/Published/Minutes-of-the-Executive-Boards-monetary-policy-meetings/2002/Separate-minutes-from-the-Executive-Board-meeting-on-18-March-2002/index.html        1        08.04.2002 11:00:00                    NaT
    18.04.2002 11:48:00    18.04.2002 12:45:00    Ad Hoc: Other Unscheduled Event                      Ad Hoc           Other Unscheduled Event           -                                                 An airplane crashes into a skyscraper in Milan, Italy, raising fears of a terrorist attack because of the similarities with the 9/11 attacks.                                                              https://en.wikipedia.org/wiki/2002_Pirelli_Tower_airplane_crash                                                                                                                                        0        18.04.2002 17:48:00    18.04.2002 18:45:00
    19.04.2002 07:45:00                    NaT    ECB: Speech by President                             Central Bank     ECB                               Speech by President                               Duisenberg: Some remarks on the euro in a US context                                                                                                                                                       https://www.ecb.europa.eu/press/key/date/2002/html/sp020419.en.html                                                                                                                                    0        19.04.2002 13:45:00                    NaT
    26.04.2002 04:00:00                    NaT    Riksbank: Press Conference                           Central Bank     Riksbank                          Press Conference                                  PC                                                                                                                                                                                                         -                                                                                                                                                                                                      1        26.04.2002 10:00:00                    NaT
    15.05.2002 05:30:00    15.05.2002 06:30:00    BoE: Inflation Reports                               Central Bank     BoE                               Inflation Reports                                 Quarterly Inflation Report                                                                                                                                                                                 https://www.bankofengland.co.uk/-/media/boe/files/inflation-report/2002/may-2002.pdf?la=en&hash=9E8BD9AA0E9D95CA8D95F66569A61B318D189DA3                                                               1        15.05.2002 11:30:00    15.05.2002 12:30:00
    07.06.2002 10:15:00                    NaT    BE Budget Balance                                    Macro Release    BE                                Budget Balance                                    -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        07.06.2002 16:15:00                    NaT
    14.06.2002 04:00:00    14.06.2002 05:30:00    SNB: Press Conference                                Central Bank     SNB                               Press Conference                                  Roth: "SNB has enough leeway to move rates should the European economy take longer to rebound than expected, or upward pressure on the Swiss franc resumes"                                                https://global.factiva.com/redir/default.aspx?P=sa&an=dji0000020020614dy6e000id&cat=a&ep=ASE                                                                                                           1        14.06.2002 10:00:00    14.06.2002 11:30:00
    20.09.2002 06:00:00                    NaT    BoE: Speech by Governor                              Central Bank     BoE                               Speech by Governor                                George: "there is a reasonable prospect that global demand will pick up gradually"                                                                                                                         https://www.bankofengland.co.uk/-/media/boe/files/speech/2002/edward-george-west-midlands-conference.pdf?la=en&hash=06AFC3A65579A2E1253CD99C6EACAC61972A5736                                           0        20.09.2002 12:00:00                    NaT
    22.09.2002 12:00:00                    NaT    Ad Hoc: Iraq War                                     Ad Hoc           Iraq War                          -                                                 Having voiced strong anti-war views during the campaign, Gerhard Schroeder wins German election.                                                                                                           Wolfers & Zitzewitz (2009)                                                                                                                                                                             0        22.09.2002 18:00:00                    NaT
    07.10.2002 03:45:00                    NaT    AT Wholesale Price Index                             Macro Release    AT                                Wholesale Price Index                             -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        07.10.2002 09:45:00                    NaT
    24.10.2002 08:36:00    24.10.2002 09:30:00    ECB: Ad Hoc Press Release                            Central Bank     ECB                               Ad Hoc Press Release                              PR: ECB to make stability pact statement; "Problems have arisen not because the rules are inflexible, but as a result of some countries' unwillingness to honour their commitment to respect the rules"    https://www.ecb.europa.eu/press/pr/date/2002/html/pr021024_1.en.html                                                                                                                                   0        24.10.2002 14:36:00    24.10.2002 15:30:00
    30.10.2002 00:45:00                    NaT    BoJ: Ad Hoc Press Release                            Central Bank     BoJ                               Ad Hoc Press Release                              MP eased. CAB increased to ¥15-20 tr                                                                                                                                                                       https://www.boj.or.jp/en/announcements/release_2002/k021030.htm/                                                                                                                                       0        30.10.2002 06:45:00                    NaT
    19.12.2002 06:17:00                    NaT    DE Auction Issuance Plan                             Auction          DE Issuance Plan                  -                                                 Release of Yearly Issuance Plan                                                                                                                                                                            http://www.deutsche-finanzagentur.de/de/institutionelle-investoren/primaermarkt/auktionsergebnisse/                                                                                                    1        19.12.2002 12:17:00                    NaT
    17.03.2003 12:15:00                    NaT    SNB: Speech by Chair                                 Central Bank     SNB                               Speech by Chair                                   Roth: "We can raise liquidity in the system also in case of interest rates at 0%"                                                                                                                          https://global.factiva.com/redir/default.aspx?P=sa&an=dji0000020030317dz3h0011s&cat=a&ep=ASE                                                                                                           0        17.03.2003 18:15:00                    NaT
    17.07.2003 02:00:00    17.07.2003 03:00:00    BoJ: Press Conference                                Central Bank     BoJ                               Press Conference                                  Fukui: "Many of the uncertain factors such as the Iraq situation and SARS are receding. Our basic scenario, of a pick-up later this year, remains unchanged."                                              https://global.factiva.com/redir/default.aspx?P=sa&an=lba0000020030717dz7h00dl7&cat=a&ep=ASE                                                                                                           1        17.07.2003 08:00:00    17.07.2003 09:00:00
    24.09.2003 08:02:00                    NaT    Ad Hoc: OPEC                                         Ad Hoc           OPEC                              -                                                 OPEC meeting: cut production by 0,9 mbpd                                                                                                                                                                   https://global.factiva.com/redir/default.aspx?P=sa&an=LBA0000020030924dz9o001jv&cat=a&ep=ASE                                                                                                           0        24.09.2003 14:02:00                    NaT
    01.01.2004 05:00:00                    NaT    FR Auction Result Bond or Note                       Auction          FR Result                         Bond or Note                                      -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.01.2004 11:00:00                    NaT
    22.07.2004 11:00:00                    NaT    US Auction Announcement Bond                         Auction          US Announcement                   Bond                                              CUSIP 912810FR4                                                                                                                                                                                            https://www.treasurydirect.gov/instit/annceresult/press/preanre/2004/ofp072204.pdf                                                                                                                     1        22.07.2004 17:00:00                    NaT
    27.07.2004 13:05:00                    NaT    US Auction Result Bond                               Auction          US Result                         Bond                                              CUSIP 912810FR4                                                                                                                                                                                            https://www.treasurydirect.gov/instit/annceresult/press/preanre/2004/ofp072204.pdf                                                                                                                     1        27.07.2004 19:05:00                    NaT
    28.11.2004 05:30:00                    NaT    FR Auction Result Bill                               Auction          FR Result                         Bill                                              -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        28.11.2004 11:30:00                    NaT
    05.01.2005 05:05:00                    NaT    DE Auction Result Note                               Auction          DE Result                         Note                                              ISIN DE0001135267                                                                                                                                                                                          http://www.deutsche-finanzagentur.de/de/institutionelle-investoren/primaermarkt/auktionsergebnisse/                                                                                                    1        05.01.2005 11:05:00                    NaT
    10.01.2005 05:05:00                    NaT    DE Auction Result Bill                               Auction          DE Result                         Bill                                              ISIN DE0001114759                                                                                                                                                                                          http://www.deutsche-finanzagentur.de/de/institutionelle-investoren/primaermarkt/auktionsergebnisse/                                                                                                    1        10.01.2005 11:05:00                    NaT
    26.01.2005 05:05:00                    NaT    DE Auction Result Bond                               Auction          DE Result                         Bond                                              ISIN DE0001135275                                                                                                                                                                                          http://www.deutsche-finanzagentur.de/de/institutionelle-investoren/primaermarkt/auktionsergebnisse/                                                                                                    1        26.01.2005 11:05:00                    NaT
    12.09.2005 05:00:00                    NaT    IT Auction Result Bill                               Auction          IT Result                         Bill                                              -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        12.09.2005 11:00:00                    NaT
    13.09.2005 05:00:00                    NaT    IT Auction Result Bond or Note                       Auction          IT Result                         Bond or Note                                      -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        13.09.2005 11:00:00                    NaT
    19.10.2005 04:30:00                    NaT    ES Auction Result Bill                               Auction          ES Result                         Bill                                              -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        19.10.2005 10:30:00                    NaT
    20.10.2005 02:46:00                    NaT    ES Auction Result Bond or Note                       Auction          ES Result                         Bond or Note                                      -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        20.10.2005 08:46:00                    NaT
    02.05.2006 06:47:00                    NaT    Ad Hoc: Sovereign Credit Ratings                     Ad Hoc           Sovereign Credit Ratings          -                                                 Fitch Upgrade and stable outlook for Belgium                                                                                                                                                               https://global.factiva.com/redir/default.aspx?P=sa&an=LBA0000020060502e2520018h&cat=a&ep=ASE                                                                                                           0        02.05.2006 12:47:00                    NaT
    09.01.2007 03:00:00                    NaT    SNB: Quarterly Bulletin                              Central Bank     SNB                               Quarterly Bulletin                                Quarterly Bulletin (Monetary Policy Report - Economic Situation)                                                                                                                                           https://global.factiva.com/redir/default.aspx?P=sa&an=DJI0000020070109e319000om&cat=a&ep=ASE                                                                                                           1        09.01.2007 09:00:00                    NaT
    24.07.2007 08:05:00                    NaT    Ad Hoc: Global Financial Crisis                      Ad Hoc           Global Financial Crisis           -                                                 Countrywide Financial Corporation warns of “difficult conditions.”                                                                                                                                         Cayon et al. (2014)                                                                                                                                                                                    0        24.07.2007 14:05:00                    NaT
    17.08.2007 08:15:00                    NaT    Fed: Ad Hoc Press Release                            Central Bank     Fed                               Ad Hoc Press Release                              Federal Reserve Board Statement: reduce primary credit rate from 6.25% to 5.75%; allow the provision of term financing for as long as 30 days, renewable by the borrower                                   https://www.federalreserve.gov/newsevents/pressreleases/monetary20070817c.htm                                                                                                                          0        17.08.2007 14:15:00                    NaT
    11.03.2008 07:00:00                    NaT    BoE: Ad Hoc Press Release                            Central Bank     BoE                               Ad Hoc Press Release                              PR: continuation of expanded 3-month long term repo open market operations against a wider range of high quality collateral                                                                                https://www.bankofengland.co.uk/news/2008/march/central-bank-measures                                                                                                                                  0        11.03.2008 12:00:00                    NaT
    14.07.2009 05:53:00    14.07.2009 06:04:00    Ad Hoc: European Sovereign Debt Crisis               Ad Hoc           European Sovereign Debt Crisis    -                                                 In comments to the press, Irish CB chief John Hurley warned that taxpayer would have to take a hit in purchasing loans from the banks in order to help restore financial stability.                        Bahaj (2019)                                                                                                                                                                                           0        14.07.2009 11:53:00    14.07.2009 12:04:00
    07.10.2009 08:00:00                    NaT    PL Official Reserves                                 Macro Release    PL                                Official Reserves                                 -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        07.10.2009 14:00:00                    NaT
    12.08.2010 04:28:00                    NaT    BoJ: Speech by Governor                              Central Bank     BoJ                               Speech by Governor                                Shirakawa: There are substantial fluctuations in the foreign exchange and stock markets. BoJ will carefully monitor such developments                                                                      https://global.factiva.com/redir/default.aspx?P=sa&an=DJON000020100812e68c0001p&cat=a&ep=ASE                                                                                                           0        12.08.2010 10:28:00                    NaT
    27.04.2011 14:15:00    27.04.2011 15:15:00    Fed: Press Conference                                Central Bank     Fed                               Press Conference                                  FOMC Press Conference                                                                                                                                                                                      https://www.federalreserve.gov/mediacenter/files/FOMCpresconf20110427.pdf                                                                                                                              1        27.04.2011 20:15:00    27.04.2011 21:15:00
    01.04.2014 01:00:00                    NaT    IE Investec Manufacturing PMI                        Macro Release    IE                                Investec Manufacturing PMI                        -                                                                                                                                                                                                          Bloomberg                                                                                                                                                                                              1        01.04.2014 07:00:00                    NaT
    26.01.2015 09:45:00                    NaT    ECB: Asset Purchase Programmes                       Central Bank     ECB                               Asset Purchase Programmes                         -                                                                                                                                                                                                          ECB website                                                                                                                                                                                            1        26.01.2015 15:45:00                    NaT
    19.02.2015 07:30:00                    NaT    ECB: Accounts                                        Central Bank     ECB                               Accounts                                          Monetary Policy Accounts                                                                                                                                                                                   https://www.ecb.europa.eu/press/accounts/2015/html/mg150219.en.html                                                                                                                                    1        19.02.2015 13:30:00                    NaT
    06.08.2015 07:00:00    06.08.2015 07:45:00    BoE: Press Conference                                Central Bank     BoE                               Press Conference                                  MPD, Minutes, Inflation report (first "Super Thursday")                                                                                                                                                    https://www.bankofengland.co.uk/monetary-policy-summary-and-minutes/2015/mpc-august-2015                                                                                                               1        06.08.2015 13:00:00    06.08.2015 13:45:00
    07.01.2016 18:50:00                    NaT    BoJ: Summary of Opinions                             Central Bank     BoJ                               Summary of Opinions                               Summary of Opinions                                                                                                                                                                                        https://www.boj.or.jp/en/mopo/mpmsche_minu/opinion_2016/opi151218.pdf                                                                                                                                  1        08.01.2016 00:50:00                    NaT
    04.12.2016 17:23:00                    NaT    Ad Hoc: Trump                                        Ad Hoc           Trump                             -                                                 Did China ask us if it was OK to devalue their currency (making it hard for our companies to compete) heavily tax our products going into..                                                                Twitter for Android                                                                                                                                                                                    0        04.12.2016 23:23:00                    NaT
    31.01.2020 12:36:00                    NaT    Ad Hoc: Covid-19                                     Ad Hoc           Covid-19                          -                                                 Trump Weighs Tighter China Travel Restrictions In Response To Coronavirus - Washington Post                                                                                                                https://global.factiva.com/redir/default.aspx?P=sa&an=LBA0000020200131eg1v03igt&cat=a&ep=ASE                                                                                                           0        31.01.2020 18:36:00                    NaT

Number of Events by Type

    Macro Release    Central Bank    Auction    Ad Hoc    Total
    _____________    ____________    _______    ______    _____

        27627            8670         14055      1219     51571

Number of Events by Subtype

For each type of event, show a "treemap" of subtypes and, if available, subsubtypes. The areas correspond to the number of events.

|||||||||||||||||||||||||||||||||||||||||||||||||| Event Type: Ad Hoc ||||||||||||||||||||||||||||||||||||||||||||||||||
|||||||||||||||||||||||||||||||||||||||||||||||||| Event Type: Auction ||||||||||||||||||||||||||||||||||||||||||||||||||
|||||||||||||||||||||||||||||||||||||||||||||||||| Event Type: Central Bank ||||||||||||||||||||||||||||||||||||||||||||||||||
|||||||||||||||||||||||||||||||||||||||||||||||||| Event Type: Macro Release ||||||||||||||||||||||||||||||||||||||||||||||||||

Events over Time

Number of monthly events for each type:
Number of quarterly events for each subtype:

Central Bank Announcements over Time

number of quarterly events for each central bank

Central Bank Announcements by Intraday Time

number of events by hour of the day

Types of Announcements by Intraday Time for each Central Bank

number of events by hour of the day