<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Chart 3: Average marginal contribution of global currency factors and fixed announcement dates</label>
    <description><![CDATA[Average adjusted R2 obtained by extending window regressions using data up to each fixed announcement

Source: Bloomberg Finance L.P.]]></description>
    <link>https://www.bankofcanada.ca/?p=239855</link>
</groupDetail>
<seriesDetail>
<series id="SAN_KROH20240301_C3_S1">
<label>Dollar factor</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_KROH20240301_C3_S2">
<label>Carry factor</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_KROH20240301_C3_S3">
<label>Oil factor</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2021-01-20"><v s="SAN_KROH20240301_C3_S1">0.09</v><v s="SAN_KROH20240301_C3_S2">0.25</v><v s="SAN_KROH20240301_C3_S3">0.02</v></o>
<o d="2021-03-10"><v s="SAN_KROH20240301_C3_S1">0.15</v><v s="SAN_KROH20240301_C3_S2">0.20</v><v s="SAN_KROH20240301_C3_S3">0.00</v></o>
<o d="2021-04-21"><v s="SAN_KROH20240301_C3_S2">0.20</v><v s="SAN_KROH20240301_C3_S1">0.10</v><v s="SAN_KROH20240301_C3_S3">0.01</v></o>
<o d="2021-06-09"><v s="SAN_KROH20240301_C3_S2">0.14</v><v s="SAN_KROH20240301_C3_S1">0.13</v><v s="SAN_KROH20240301_C3_S3">0.03</v></o>
<o d="2021-07-14"><v s="SAN_KROH20240301_C3_S3">0.06</v><v s="SAN_KROH20240301_C3_S1">0.16</v><v s="SAN_KROH20240301_C3_S2">0.13</v></o>
<o d="2021-09-08"><v s="SAN_KROH20240301_C3_S3">0.08</v><v s="SAN_KROH20240301_C3_S1">0.20</v><v s="SAN_KROH20240301_C3_S2">0.18</v></o>
<o d="2021-10-27"><v s="SAN_KROH20240301_C3_S3">0.08</v><v s="SAN_KROH20240301_C3_S2">0.19</v><v s="SAN_KROH20240301_C3_S1">0.24</v></o>
<o d="2021-12-08"><v s="SAN_KROH20240301_C3_S1">0.26</v><v s="SAN_KROH20240301_C3_S2">0.20</v><v s="SAN_KROH20240301_C3_S3">0.08</v></o>
<o d="2022-01-26"><v s="SAN_KROH20240301_C3_S3">0.08</v><v s="SAN_KROH20240301_C3_S1">0.19</v><v s="SAN_KROH20240301_C3_S2">0.16</v></o>
<o d="2022-03-02"><v s="SAN_KROH20240301_C3_S3">0.11</v><v s="SAN_KROH20240301_C3_S2">0.11</v><v s="SAN_KROH20240301_C3_S1">0.21</v></o>
<o d="2022-04-13"><v s="SAN_KROH20240301_C3_S3">0.08</v><v s="SAN_KROH20240301_C3_S1">0.19</v><v s="SAN_KROH20240301_C3_S2">0.09</v></o>
<o d="2022-06-01"><v s="SAN_KROH20240301_C3_S2">0.11</v><v s="SAN_KROH20240301_C3_S3">0.04</v><v s="SAN_KROH20240301_C3_S1">0.16</v></o>
<o d="2022-07-13"><v s="SAN_KROH20240301_C3_S2">0.13</v><v s="SAN_KROH20240301_C3_S3">0.02</v><v s="SAN_KROH20240301_C3_S1">0.16</v></o>
<o d="2022-09-07"><v s="SAN_KROH20240301_C3_S1">0.15</v><v s="SAN_KROH20240301_C3_S3">0.00</v><v s="SAN_KROH20240301_C3_S2">0.11</v></o>
<o d="2022-10-26"><v s="SAN_KROH20240301_C3_S1">0.11</v><v s="SAN_KROH20240301_C3_S2">0.06</v><v s="SAN_KROH20240301_C3_S3">0.01</v></o>
<o d="2022-12-07"><v s="SAN_KROH20240301_C3_S1">0.12</v><v s="SAN_KROH20240301_C3_S2">0.05</v><v s="SAN_KROH20240301_C3_S3">0.00</v></o>
<o d="2023-01-25"><v s="SAN_KROH20240301_C3_S1">0.12</v><v s="SAN_KROH20240301_C3_S2">0.03</v><v s="SAN_KROH20240301_C3_S3">0.01</v></o>
<o d="2023-03-08"><v s="SAN_KROH20240301_C3_S1">0.11</v><v s="SAN_KROH20240301_C3_S2">0.03</v><v s="SAN_KROH20240301_C3_S3">0.01</v></o>
<o d="2023-04-12"><v s="SAN_KROH20240301_C3_S1">0.12</v><v s="SAN_KROH20240301_C3_S2">0.03</v><v s="SAN_KROH20240301_C3_S3">0.00</v></o>
</observations>
</data>