Kimberly Berg - Latest - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T10:35:35+00:00Global Macro Risks in Currency Excess Returns
https://www.bankofcanada.ca/2016/07/staff-working-paper-2016-32/
We study a cross section of carry-trade-generated currency excess returns in terms of their exposure to global fundamental macroeconomic risk.2016-07-20T11:59:17+00:00enGlobal Macro Risks in Currency Excess Returns2016-07-20Asset pricingExchange ratesInterest ratesStaff Working Paper 2016-32https://www.bankofcanada.ca/wp-content/uploads/2016/07/swp2016-32.pdfGlobal Macro Risks in Currency Excess ReturnsKimberly BergNelson C. MarkJuly 2016EE2E21E4E43FF3F31GG1G12Predictive Ability of Commodity Prices for the Canadian Dollar
https://www.bankofcanada.ca/2016/03/staff-analytical-note-2016-2/
Recent sharp declines in commodity prices and the simultaneous depreciation of the Canadian dollar (CAD) relative to the U.S. dollar (USD) have rekindled an interest in the relationship between commodity prices and the CAD-USD exchange rate.2016-03-14T08:49:26+00:00enPredictive Ability of Commodity Prices for the Canadian Dollar2016-03-14