Staff analytical notes - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T15:15:21+00:00A Dynamic Factor Model for Commodity Prices
https://www.bankofcanada.ca/2017/09/staff-analytical-note-2017-12/
In this note, we present the Commodities Factor Model (CFM), a dynamic factor model for a large cross-section of energy and non-energy commodity prices. The model decomposes price changes in commodities into a common “global” component, a “block” component confined to subgroups of economically related commodities and an idiosyncratic price shock component.2017-09-25T17:44:19+00:00enA Dynamic Factor Model for Commodity Prices2017-09-25Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading?
https://www.bankofcanada.ca/2017/09/staff-analytical-note-2017-11/
Technology, risk tolerance and regulation may influence dealers to reduce their trading as principals (using their own balance sheets for sales and purchases of securities) in favour of agency trading (matching client trades).2017-09-11T11:49:41+00:00enDo Canadian Broker-Dealers Act as Agents or Principals in Bond Trading?2017-09-11