F3 - International Finance - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:39:11+00:00The Share of Systematic Variations in the Canadian Dollar—Part II
https://www.bankofcanada.ca/2017/02/staff-analytical-note-2017-1/
This analytical note examines how much of the systematic variation in the Canadian dollar is attributable to its sensitivity to commodity prices. We introduce a new “oil” portfolio that captures systematic variations when the exchange rates of commodity exporters and commodity importers move in opposite directions.2017-02-21T15:17:19+00:00enThe Share of Systematic Variations in the Canadian Dollar—Part II2017-02-21