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Currencies

According to BCA Research’s Emerging Markets Strategy service, Indonesia's “window of opportunity” to transition to a lower real interest rate regime – without jeopardizing the currency stability – has closed. This opportunity had opened thanks to an…

Following the October US jobs data, the ‘Joshi rule’ real-time US recession indicator increased from 0.11 to 0.15, meaning that it is fast approaching its event horizon of 0.20. We go through the investment implications. We also highlight a new long-term recommendation. Plus, the Norwegian krone is close to a potential rebound.

Last week the Bank of Japan (BoJ) announced further relaxations to its yield curve control (YCC) program. Despite this, the yen has shown no signs of life. Since the BOJ's decision was announced, the yen is the worst performing G10 currency; on a 2023YTD…
The South African rand is the best performing major currency since the DXY peaked on October 3. Considering that the rand acts as a proxy for global sentiment towards emerging markets, its recent strength raises the question whether investors are becoming…
The FX G10 attractiveness model continues to favor the US dollar, but the tide could shift in the coming weeks. Currencies such as the NOK, CHF and even CAD have been rising in rankings in recent months. Using an aggregate of economic and financial…

In financial systems, cracks typically begin on the periphery and then expand to the center. Hence, the ruptures on the fringes often act as an early warning. These fissures tend to widen and spread to the core, causing a breakdown in the S&P 500. Investors should consider buying US Treasurys aggressively when the S&P 500 slips below 4,000.

The broad-based selloff continued in October. Fixed income markets performed particularly poorly as stronger-than-anticipated US economic data generated upside pressure on long-dated bond yields in the US and, to a lesser extent, across other major…

The fundamental component of long-term inflation expectations has climbed to its highest level since 2008 in both the US and the euro area. This means that both the Fed and the ECB will need to engineer inflation to undershoot 2 percent for an extended period if they are to maintain their 2 percent inflation targets. We explain what this means for investment strategy over the coming 6-12 months. Plus, we pinpoint what to focus on in this Friday’s US jobs report. And we identify food and beverages (PBJ) and the Indonesian rupiah (IDR/USD) as excellent rebound candidates.

High interest rates will eventually cause growth to slow. Signs of stress are already starting to show. Stay cautiously positioned.

The Bank of Japan adjusted the language of its Monetary Policy Statement on Tuesday to indicate that it will allow greater flexibility it its yield curve control policy (YCC). It indicated that although the target level of 10-year JGB yields remains unchanged…