Tuesday, December 4, 2007

The Bernanke Put

Greenspan had a theoretical put, so why can't Bernanke? Well, he does. This theoretical Greenspan Put is a belief that, given a "market crisis", the Federal Reserve chief would step in and lower key rates to avoid a systematic crisis. We have seen this several times with Bernanke since he took over the reigns. Even the rumors of Fed action is enough to create the most dramatic of market rallies (as witnessed on November 28th , 2007 as the DJ-30 gained 330 points). If you are short, you will feel the pain. These types of events are what make shorting more risky than being long.

Nouriel Roubini does a fantastic job looking into the recent market rout and subsequent Fed inspired rally. Spend some time with the full article, it will help shed some light on the recent developments in our economy and just might save your financial future.

The Bernanke Put and the Last Legs of the Stock Market Sucker's Rally

How sharply will the US stock market fall if the US experiences a recession? Given the recent flow of very negative macro news, the likelihood of a US hard landing has sharply increased; thus, it is important to assess the implication of such growth slowdown, hard landing or outright recession on the stock market.

It is true that in the last two days the US stock market has recovered sharply after a significant 10% downward correction in the period from early October until Monday. But the most sensible interpretation of the upward move on Tuesday and Wednesday this week (in spite of an onslaught of lousy macro news: consumer confidence, existing home sales, Beige Book, fall in durable goods orders, regional Fed manufacturing reports, initial claims for unemployment benefits, expectations that Q4 growth will be closer to 0% after the revised 4.9% in Q3, sharply rising credit losses, falling home prices and a worsening housing recession, etc.) is that this is the last leg of a sucker's rally (or dead cat's bounce) driven by wishful hopes that the Fed easing will prevent a recession.

Certainly yesterday Wednesday equities rally was totally driven by Fed governor Kohn signaling the obvious, i.e. that given that the liquidity and credit crunch is now worse than at its August peak the Fed will cut rates in December, January and for as long as needed. In this game of chicken between the Fed and the bond market (with the latter signaling already for a while that the Fed will keep on cutting) the Fed was obviously the one to blink: this was no surprise to anyone who had noticed the meltdown in financial markets (a ugly liquidity and credit crunch) in the last few weeks. But for some reason the stock market on Wednesday discovered what analysts, the bond market and credit markets knew all along, i.e. that the Fed will have to keep on cutting rates as we are headed towards an ugly recession that is now inevitable regardless of how much the Fed cuts rates.......
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