F31 - Foreign Exchange - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:05:47+00:00The Turning Black Tide: Energy Prices and the Canadian Dollar
https://www.bankofcanada.ca/2006/08/working-paper-2006-29/
The authors revisit the relationship between energy prices and the Canadian dollar in the Amano and van Norden (1995) equation, which shows a negative relationship such that higher real energy prices lead to a depreciation of the Canadian dollar.2006-08-04T15:55:16+00:00enThe Turning Black Tide: Energy Prices and the Canadian Dollar2006-08-04Econometric and statistical methodsExchange ratesWorking Paper 2006-29 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-29.pdfThe Turning Black Tide: Energy Prices and the Canadian DollarRamzi IssaRobert LafranceJohn MurrayAugust 2006FF3F31Can Affine Term Structure Models Help Us Predict Exchange Rates?
https://www.bankofcanada.ca/2006/08/working-paper-2006-27/
The author proposes an arbitrage-free model of the joint behaviour of interest and exchange rates whose exchange rate forecasts outperform those produced by a random-walk model, a vector autoregression on the forward premiums and the rate of depreciation, and the standard forward premium regression.2006-08-02T15:35:26+00:00enCan Affine Term Structure Models Help Us Predict Exchange Rates?2006-08-02Econometric and statistical methodsExchange ratesInterest ratesWorking Paper 2006-27 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-27.pdfCan Affine Term Structure Models Help Us Predict Exchange Rates?Antonio Diez de los RiosAugust 2006EE4E43FF3F31GG1G12G15