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9269 Results

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.
March 1, 2017

Currency Converter

Convert from Canadian dollars based on daily exchange rates.
March 1, 2017

Daily exchange rates

View the daily average exchange rates. Published once each business day by 16:30 ET.

The Share of Systematic Variations in the Canadian Dollar—Part II

Staff Analytical Note 2017-1 Jean-Sébastien Fontaine, Guillaume Nolin
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.
Content Type(s): Staff research, Staff analytical notes Topic(s): Exchange rates JEL Code(s): F, F3, F31
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