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Sunday, September 7

7th Sep - W/E: Markets & Economics



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MARKETS
EUR rates: Draghi delivers - Market impact and thoughtsNordea
The ECB almost emptied the chamber yesterday and markets in general were surprised by the scope of the measures introduced. Huge question marks remain, not least on the efficacy of the policies. New record lows for shorter rates and a massive steepening of curves. Inflation swaps are bid, and real rates take another tumble. We favor paying – but in specific segments and forms.

Fools rush in: Why an all-equities portfolio is a loser´s betTradingFloor
The famous Kelly betting formula applies to stocks as well * Based on S&P 500 data, you should only bet 30% of your capital on equities * The smart investor plans for the long term

Charlie Munger’s Investing PrinciplesA Wealth of Common Sense

Commodity trading: End-to-end gameThe Economist
Banks, harried by regulators and short of capital, are fleeing the commodities business.

Screening for stock trading candidates 1Adam Grimes
Screening for stock trading candidates 2Adam Grimes

ECONOMICS
Three meanings of "printing money causes inflation"Worthwhile

Collateralising your FDIFT
Private capital flows generate political risk — “haha, all your FDI are belong to us” — and, without some sort of collateral, flows from rich countries to poor countries will be held back.

Fiscal pessimismPieria
When both conventional “money” and other financial assets are highly liquid and fungible, monetary and fiscal policy become indistinguishable. What does that imply for price stability and the role of central banks?

Simplistic theories of inflationMainly Macro

Money in a Time of ZeroKrugman / NYT

Inflation, Septaphobia, and the Shock DoctrineKrugman / NYT

It's the Inflation Fallacy, duh!Worthwhile

Martin Wolf’s ‘The Shifts and the Shocks’ – Review by Joseph StiglitzFT
The Nobel laureate applauds a new analysis of the financial crisis by the FT’s chief economics commentator

The Exaggerated Death of InflationProject Syndicate
Kenneth Rogoff: Recognizing that inflation is only dormant renders foolish the oft-stated claim that any country with a flexible exchange rate has nothing to fear from high debt, as long as debt is issued in its own currency.

The impact of capital requirements on bank lendingVoxEU.org
Since the Global Crisis, support has grown for the use of time-varying capital requirements as a macroprudential policy tool. This column examines the effect of bank-specific, time-varying capital requirements in the UK between 1990 and 2011. In response to increased capital requirements, banks gradually increase their capital ratios to restore their original buffers above the regulatory minimum, reducing lending temporarily as they do so. The largest effects are on commercial real estate lending, followed by lending to other corporates and then secured lending to households.

‘Leaning against the wind’: exchange rate intervention in emerging markets worksvoxeu.org
Central banks’ exchange rate interventions are typically attributed to precautionary, prudential, or mercantilist motives. This column documents the prevalence of an alternative motive – that of stabilising the exchange rate – in emerging markets, where, despite heavy intervention, the Global Crisis saw important deviations of the real exchange rate from its equilibrium value. Exchange rate intervention is shown to be effective, but more so at containing appreciations than depreciations.

Real GDP per capita growth over the past 10 years: not what you’d thinkFT

BIS says we should follow the moneyFT
One should not ask what the real side of the equation means for its financial counterpart, but what the financial side means for its real counterpart. The starting point should be what happens in financial asset markets rather than in the goods markets, domestically and internationally. Otherwise, there is a risk that the financial side will be neglected.

Wage stagnation: The big freezeThe Economist
Central bankers once used to inveigh against wage inflation. Guarding against a return to the ruinous price-wage spirals of the 1970s was a constant preoccupation. Now, throughout the rich world, wages are stuck.