Exchange rates - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:26:44+00:00The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
https://www.bankofcanada.ca/2000/12/working-paper-2000-23/
Artificial neural networks (ANN) are employed for high-frequency Canada/U.S. dollar exchange rate forecasting. ANN outperform random walk and linear models in a number of recursive out-of- sample forecasts.2000-12-08T16:19:34+00:00enThe Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables2000-12-08Exchange ratesWorking Paper 2000-23 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-23.pdfThe Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure VariablesNikola GradojevicJing YangDecember 2000CC4C45FF3F31Modelling Risk Premiums in Equity and Foreign Exchange Markets
https://www.bankofcanada.ca/2000/05/working-paper-2000-9/
The observed predictability of excess returns in equity and foreign exchange markets has largely been attributed to the presence of time-varying risk premiums in these markets. For example, excess equity returns were found to be explained by various financial and economic variables.2000-05-07T16:06:53+00:00enModelling Risk Premiums in Equity and Foreign Exchange Markets2000-05-07Exchange ratesFinancial marketsMarket structure and pricingWorking Paper 2000-9 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-9.pdfModelling Risk Premiums in Equity and Foreign Exchange MarketsRené GarciaMaral KichianMay 2000EE4E44FF3F31GG1G12G15International Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada
https://www.bankofcanada.ca/2000/04/technical-report-no88/
This paper examines the behaviour of the Canadian dollar from 1997 to 1999 to see if there is any evidence of excess volatility or significant overshooting. A small econometric model of the exchange rate, based on market fundamentals, is presented and used to make tentative judgments about the extent to which the currency might have been systematically over- or undervalued.2000-04-07T14:35:12+00:00enInternational Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada2000-04-07Exchange rate regimesExchange ratesTechnical Report 88 https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr88.pdfInternational Financial Crises and Flexible Exchange Rates: Some Policy Lessons from CanadaJohn MurrayMark ZelmerZahir AntiaApril 2000FF3F31Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis
https://www.bankofcanada.ca/2000/02/working-paper-2000-4/
This paper explores the extent to which factors other than commodity and energy prices may have contributed to the Canadian dollar's depreciation since the early 1970s. The variables considered include among others budgetary conditions and productivity.2000-02-07T12:46:52+00:00frQuelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis2000-02-07Exchange ratesWorking Paper 2000-4https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-4.pdfQuelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-UnisRamdane DjoudadDavid TessierFebruary 2000FF3F31