PropetyChanged event is null on RelativeSource binding - wpf

Question

I use on the following DataGrid:
<DataGrid SelectedValuePath="Key" DisplayMemberPath="Value" ItemsSource="{Binding MyModelGrid}">
<DataGrid.Columns>
<DataGridTemplateColumn Width="*" Header="{x:Static p:Resources.XHeader}">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<ComboBox IsEditable="True" SelectedItem="{Binding Value.X}" ItemsSource="{Binding DataContext.XList,RelativeSource={RelativeSource AncestorType=DataGrid,Mode=FindAncestor}}"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
//More details...
</DataGrid.Columns>
</DataGrid>
It's DataContext is the following Model:
public class MyModel: INotifyPropertyChanged
{
private SortedDictionary<int, GridRowObj> _myModelGrid= new SortedDictionary<int,GridRowObj>();
public SortedDictionary<int, GridRowObj> MyModelGrid
{
get
{
return _myModelGrid;
}
set
{
if (_myModelGrid!= value)
{
_myModelGrid= value;
OnPropertyChanged("MyModelGrid");
}
}
}
private ObservableCollection<string> _xList;
public ObservableCollection<string> XList
{
get
{
return _xList;
}
set
{
if (_xList!= value)
{
_xList= value;
OnPropertyChanged("XList");
}
}
}
}
The Dictonary - MyModelGrid initialized in 20 rows (they are displayed on the screen).
And when I put data to the list - XList, the PropetyChangedEvent is null, so the list is displayed empty.
I think I'm missing something in the binding. I can not understand why the event is null?
EDIT:
DataContext setting :
public MyView()
{
InitializeComponent();
MyViewModel vm = new MyViewModel();
this.DataContext = vm.Model;
}
MyViewModel.cs:
public class MyViewModel: INotifyPropertyChanged
{
private MyModel _model = new MyModel();
public MyModel Model
{
get
{
return _model;
}
set
{
_model= value;
NotifyPropertyChanged("Model");
}
}
}