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Want To Start A Fist Fight? Start Saying How Much You Love The Dollar

Posted on 09/04/2007 22:22:42 | Link | Post Comment

Sometimes I like to say something nice about the dollar, just because everyone is talking bad about it.

I guess it’s in my nature to react like that. I mean if everyone knows the story, what’s the point in listening? The story everyone knows is probably already reflected in the price. Why not look for another story instead? At least that keeps it interesting!

I have argued for many months, and yes even before it morphed, that sub-prime is a global affair. I think it’s a mistake to attach all collateral damage to U.S. shores. Most know that by now. But though most know that, they continue to believe the U.S. dollar will take all the hits. And they may be right. But it’s more interesting to look at the untold story – which in this case, is the potential tanking of the euro and pound.

Why is this more interesting? Well, besides wanting to pick a fight, it’s because of expectations.

Continental Europe’s hit from the sub-prime fallout may be much less than in the U.S., granted. But because expectations for rate hikes and continued growth momentum (growth decoupling from Uncle Sam) still seem so high, it may be time for a rethink.

This is from The Economist magazine [our emphasis]: ?That risk aversion may find surprising victims. In previous financial wobbles, emerging markets often suffered most. This time rich countries, particularly in continental Europe, where some banks have been caught out by the sub-prime mess, may be more worried. Thanks to fat foreign-exchange reserves and current-account surpluses, many emerging economies are well placed to withstand an exodus of investors.

?In Europe's rich economies, in contrast, sub-prime losses and investor nervousness may force banks to tighten their belts, denting the nascent growth in domestic spending. Germany's Ifo index of business sentiment fell for a third month in August, and consumer confidence has also declined. The European Central Bank, which before the crunch had signaled that it would raise interest rates on September 6th, seems to be waiting to see how the dust settles. This week Jean-Claude Trichet, the ECB's head, stressed that the bank was not ? pre-committed to an increase.

?Even if direct financial contagion is contained, America's sub-prime crisis could spawn psychological contagion, particularly a reassessment of house prices. Although the scale of reckless lending to risky borrowers was bigger in America than anywhere else, house-price inflation has been more extreme elsewhere. Countries such as Britain and Spain are particularly vulnerable to a house-price bust.


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The second major reason I think we may be due for a dollar bounce is because the overall market sentiment is still so darn dollar bearish. As much as we all love those dollar perma-bears, you have to respect their innate ability to be strident at just the wrong time.

The third major reason is historical fact. Japan proved back in the late nineties that a country’s currency can rally during a major credit crunch and debt implosion. Back then, the Bank of Japan was on its way to its zero interest rate policy. Japanese economic growth was on its way to subterranean levels. Thus, growth and yield, the two primary drivers of currencies over time, were both negative for Japan relative to the competition. Sound familiar?

And yet, once again, the currency market defied the expectations of the crowd. We think it had something to do with repatriation among the major Japanese institutions – needing to reduce exposure, running back into Japanese government bonds. Does any of that sound familiar?

USDJPY Rocks When Japanese Economy Enters Recession Back in 1990…Could We Be in for a Repeat of History?

Anyway, it’s just something to think about. Beats the usual pabulum!

Regards,

Jack Crooks, President
Black Swan Capital


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Making "Cents" of the Headlines

Why the Yen Went Hiking in August

What Happened:
During the month of August, the yen rose against the 16 most-active currencies on speculation that European banks will disclose more losses related to sub-prime mortgages.

How Markets Reacted:
Traders rushed to sell higher-yielding assets funded by loans in Japan, which helped push the yen higher. Instead, they moved their assets to the safety of government debt.

What I Say:
The yen continues to be the global barometer of risk in the global markets. When risk is low, traders sell cheap yen to invest in higher yielding currencies. When risk increases, the yen attracts more buying, as these carry-trade loans get paid back, so money flows back into the yen.

Therefore, it’s not shocking that the yen rose against all major currencies when risk returned to the markets in August. In fact, we’ve been predicting the carry-trade would unwind for some time.

And with more risk headed towards the markets this fall, the yen could shoot much higher still. As we’ve said, keep an eye on the yen.



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