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| 01998nam 2200325za 4500 |
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| 001 | 9.833303 |
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| 003 | CaOODSP |
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| 005 | 20221107150207 |
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| 007 | cr ||||||||||| |
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| 008 | 170303s2017 oncd ob f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-7/2017-1E-PDF |
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| 100 | 1 |aFontaine, Jean-Sébastien. |
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| 245 | 14|aThe share of systemic variations in the Canadian dollar - part II |h[electronic resource] / |cby Jean-Sébastien Fontaine and Guillaume Nolin. |
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| 246 | 17|aShare of systematic variations in the Canadian dollar depreciation - part II |
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| 260 | |a[Ottawa] : |bBank of Canada, |cc2017. |
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| 300 | |a6 p. : |bcol. charts |
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| 490 | 1 |aStaff analytical note = Note analytique du personnel, |x2369-9639 ; |v2017-1 |
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| 500 | |aCover title. |
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| 504 | |aIncludes bibliographical references. |
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| 520 | 3 |a“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. We find that the Canadian dollar’s sensitivity to the oil portfolio has increased with the growing importance of commodities in the Canadian economy; this trend accelerated between 2007 and 2014. However, we find that only a small share of the depreciation of the Canadian dollar in 2014–15 can be attributed to the oil portfolio, even if this depreciation coincided with a sharp decline in oil prices"--Abstract, p. [i]. |
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| 546 | |aIncludes abstract in French. |
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| 692 | 07|2gccst|aCurrency |
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| 692 | 07|2gccst|aExchange rates |
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| 700 | 1 |aNolin, Guillaume. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff analytical note,|x2369-9639 ; |v2017-1|w(CaOODSP)9.807323 |
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| 856 | 40|qPDF|s549 KB|uhttps://publications.gc.ca/collections/collection_2017/banque-bank-canada/FB3-7-2017-1-eng.pdf |
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