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D
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2009
 
Asset Recovery or Asset Bubble?
Talk of burgeoning asset price bubbleshas taken centre stage in the financial media.Caught between modestly improving economicdata and fears of a liquidity-driven mania,prices of stocks and commodities have beenincreasingly volatile in recent weeks. Marketsfrom time to time have become skeptical that asustained period of growth will occur andconcerned that debt troubles will resurface.The next phase of the recovery willcontinue to see the Federal Reserve floodingthe system with liquidity in a marathon battleagainst rising unemployment which, togetherwith elections, has always been the key to U.S.economic policy. To date, there have been nosignals that would push the Fed to tightenpolicy. Inflation is non-existent and long bondyields are flat. The Fed has a green light.Asset prices particularly in emergingmarkets will get increasingly frothy as centralbanks are forced to accommodate U.S.monetary policy in order to limit currencyappreciation against the dollar. Protectingthemselves from the inevitable bubbles instocks and real estate will prove extremelydifficult without significant currencyappreciation.Capital restrictions (such as Brazil’sportfolio tax), raising reserve requirements andother attempts to sterilize capital inflows haverarely been successful when applied in thepast. Chart 1 shows the close correlationbetween the change in U.S. dollar reserves held
 
 
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2by the Chinese central bank, money supply andthe Shanghai stock index. It is the same storyin Brazil, Indonesia, India and most otheremerging markets and commodity producingnations. Given that it is unlikely they will bewilling to accept the steep currencyappreciation necessary to cool capital inflows,emerging market asset prices will continue tobe driven by U.S. monetary policy for theforeseeable future.Does this mean that we are in a generalasset bubble? Opinions vary widely. Somesay 2009 has been just “a very good year.”Others say that we have been experiencing “themother of all carry trades,” and forecastdisaster. In our opinion, we are certainly in theearly stages of a bubble. Liquidity and capitalflows have had a large impact on prices andmost markets have gotten well ahead of thefundamentals, although valuations are notobviously yet in bubble territory.The principal risk in the currentenvironment is that international capital flowscould be extremely volatile. In the 1997 AsianCrisis, a correction turned into a full scale rout.A similar panic could easily develop in thecurrent environment, causing the U.S. dollarcarry trade to unwind with alacrity.
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3Although this may not be a bubble yet,we are certainly on track for one. Liquidityexpansion will continue to drive the cycle forthe foreseeable future, creating risk of a violentcorrection particularly in emerging markets,gold and other commodities.The Federal Reserve recognizes signsof froth in foreign markets, but has made itclear that it will not alter course well into 2010.The Fed will err on the side of excess liquidityin order to deal with the more sensitiveproblem of high unemployment. Furthermore,letting banks and consumers rebuild theirtattered balance sheets through a broadreflation of financial assets is in everyone’sshort-term best interest.It is difficult to gauge how widespreadparticipation by the U.S. financial sector is inthis nascent speculative mania. However, it isclear from the Dubai default that emergingmarkets are becoming increasingly vulnerable.If this turned into a panic sell-off, shockwaveswould trigger another round of losses at certainU.S. and foreign financial institutions. Howsevere the damage would be is anyone’s guessat this point.
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The challenge with interpretingindicators for the U.S. economy is that fiscalstimulus, bailouts and monetary policy havecreated a totally artificial picture. While it istrue that we can expect these interventions tocontinue through 2010, their impact has likelypeaked. Policy makers are becomingincreasingly hemmed in politically and willneed to start demonstrating that they have acredible plan to rein in deficits in order to keepa handle on interest rates. With that proviso,we provide a look at some of the indicators weare following.The U.S. economy officially returned togrowth in the last quarter largely thanks toresilient retail sales. “Cash for clunkers” and
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