Posts
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Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects
We develop a simulation-based procedure to test for stock return predictability with multiple regressors. The process governing the regressors is left completely free and the test procedure remains valid in small samples even in the presence of non-normalities and GARCH-type effects in the stock returns. -
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March 2, 2017
Thermometer Rising—Climate Change and Canada’s Economic Future
Deputy Governor Tim Lane discusses the implications of climate change—and actions to address it—for Canada’s economy and financial system. -
March 1, 2017
Bank of Canada begins publishing new foreign exchange rate data
The Bank of Canada today began publishing new data on the foreign exchange (FX) rate for 26 currencies, intended for statistical, analytical and informational purposes only. -
March 1, 2017
Historical noon and closing rates
Download our legacy noon and closing rates data. These rates were last updated 28 April 2017 using the Bank’s old calculation methodology, and will not be updated in future. -
March 1, 2017
Monthly exchange rates
View the monthly average exchange rates. Typically published on the last business day of the month by 16:30 ET. -
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March 1, 2017
Daily exchange rates
View the daily average exchange rates. Published once each business day by 16:30 ET.
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