Sentences with phrase «taper tantrum»

Since the «Taper Tantrum» of 2013, however, the immediate response of REIT share prices to rising interest rates has been to decline.

«The net share of consumers who expect mortgage rates to rise over the next year exceeded that experienced during the 2013 taper tantrum,» Duncan says.

The spike in market volatility in October did not centre on these countries, unlike at the time of the taper tantrum in May last year and the subsequent market tensions in January.

The «taper tantrum» of 2013 unwound those moves, leading to sharp moves higher in real interest rates and a sharp move lower in gold.

Two major market events — the 2008 Financial Crisis and the 2013 Taper Tantrum — showed the efficiency and reliability of the ETF structure.

The market's initial taper tantrum contributed to this effect, marking down the major markets at mid-year by a sudden 5 - 10 % (from their mid-May highs).

Rapidly rising rates undermined confidence in equity markets in those episodes, which included the «taper tantrum» of 2013 in response to Federal Reserve hints about tapering and the 2015 spike in German bond yields.

Also, as for interest rates, the stock market and BAM, you are right, but I looked at the relationship between the stock market and interest rates in the post after this one and there is quite a cushion (even though short term market impact from taper tantrum like shocks will happen).

The one exception: during the taper tantrum.

Probably will give a hold until September so that I can see if they will and if the market will have a taper tantrum.

According to Adant, this has been seen already a couple of times in the market — the two worst episodes were the 2013 «Taper Tantrum» and the October 2014 U.S. Treasury «flash crash» — but Adant thinks it is more prevalent.

But, most strikingly, this spread has rebounded (due to the well - documented «taper tantrum» of 2013) to levels just a touch below its all - time high during the 2008 global financial crisis!

The U.S. has often led moves in global bond yields, such as during the «taper tantrum» of 2013 when then Federal Reserve Chairman Ben Bernanke sparked a global bond market rout by signaling the beginning of the end of quantitative easing.

The apartment loan rate we track popped up into the 4.70 s today after spending the last three weeks in the 4.60 s. Today's 4.71 % rate is about the same as it was a year ago, just before the taper tantrum hit.

Strong inflows year - to - date have only replaced a quarter of the outflows from EM stocks between the 2013 Taper Tantrum selloff and mid-2016, and only 17 % of the flows out of European equities last year.

EM equity exchange - traded and mutual funds have attracted $ 26 billion of inflows since February, reversing a fraction of the roughly $ 150 billion that had exited the asset class since the 2013 taper tantrum, EPFR Global data show.

Over those four years, the currencies of the twin - deficit countries (a.k.a. the «fragile five») were hit by the 2013 taper tantrum, Mordy said.

Periodic reversals in the relationship include the «taper tantrum» of 2013, when both equities and bonds sold off in response to Federal Reserve hints about a tapering of its bond purchases.

Convertibles have generally performed well in periods of rising interest rates, as well as in market shocks like the taper tantrum (source: Bloomberg, as of 1/10/2018).

Note, for example, how they performed during the «taper tantrum» in 2013.

Its SMA composite has posted negative returns in six of 60 months but has never lost money in more than two consecutive months (during the 2011 taper tantrum).

Since the «taper tantrum» back in 2013, the prospect of the Fed easing monetary policy has been one of the top concerns for global market participants.

I think this is the worst run for mortgage rates since the taper tantrum of 2013.

Looking forward, since the Fed has telegraphed its intent to normalize policy rates, we don't expect another Taper Tantrum, and current spreads appear to offer fair compensation, at least on a relative basis.

The last time yields were this low was June of last year, in the early stages of the «Taper Tantrum.»

Corporate bonds shrugged off the recent «taper tantrum» that hit government debt and equities.

Keep your hands and feet in the car because it is going to be a ride that may make the «Taper Tantrum» look tame.

CAPITAL MARKETS FOREIGN EXCHANGE As the Federal Reserve winds down its bond - buying program and prepares to raise rates, analysts are debating the likelihood of a repeat of last year's «taper tantrum» — when the mere hint of a gradual end to quantitative easing in the US caused huge disruptions to emerging markets (EMs).

After all, it was just two years ago when a «taper tantrum» — or the talk of an end to the Fed's bond - buying program hit emerging markets such as India and South Africa with a wave of currency depreciation and capital flight.

The International Monetary Fund's Managing Director Christine Lagarde said on Tuesday that she feared the «taper tantrum» of 2013 was not a one - off event.

After all, it was just two years ago when a «taper tantrum» — or the talk of an end to the Fed's bond - buying...

The last time investors digested tighter monetary policy from the Fed in the summer of 2013, an event now recognized as the so - called «Taper Tantrum ``, the EMBIG index suffered a -5.25 percent return that year, performance very different from what we've seen this year and last, according to data from Bloomberg

Crucially, the current market doesn't seem to be in the grips of another taper tantrum, and with good reason.

Note that the peak in yields at the beginning of 2014 when the taper tantrum had run its course was at 3.00 percent — quite a bit higher than the 2.30 percent level at the end of the most recent upward move.

That adds to a downside bias since 2013's «taper tantrum» that sparked capital flows out of emerging markets and into the U.S. as investors began to grasp that the post-financial crisis era of ultra-low U.S. interest rates was drawing to a close.

In fact, this scenario occurred back in 2013: as the Fed's taper tantrum led to a sharp rise in US real rates, gold collapsed by 29 % as investors exited gold exposures.

They likely have room to up allocations: $ 71 billion has left Asia ex-Japan bonds and stocks since the mid-2013 «taper tantrum» set off by the Federal Reserve (Fed) signaling an end to bond purchases, according to EPFR Global data.

The so - called taper tantrum of mid-2013 eventually subsided, but the real estate industry suffered from aftershock.

* The Taper Tantrum refers to the 2013 surge in U.S. Treasury yields, which resulted from the Federal Reserve's use of tapering to reduce the amount of money it «fed» into the economy.

Which might suggest that what the market got really wrong during taper tantrum V. 1, was that a reduction in QE would cause a US bond apocalypse.

«The Fed learned its lesson from the taper tantrum,» Learner maintained.

Just last month, Fischer said he does not expect significant market disturbances, such as another taper tantrum when reinvestments end, given the muted market responses to Fed officials» discussions about shrinking the balance sheet, thus far.

And if a 2013 taper tantrum in the US offers any lesson, this triple taper could very well be greeted by an even more emphatic market and investor tantrum.

The original taper tantrum occurred in spring of 2013, after then Fed - chair Ben Bernanke hinted that the Fed would begin backing off its bond - buying stimulus program.

Yet, that's exactly what Morgan Stanley's global economic team suggests could happen next year in its recent report, «A Triple Taper Tantrum?»

Most definitely, there is going to come a time before too long to extend maturities with treasuries as we did after the 2013 «taper tantrum».

For more Morgan Stanley Research on global economic trends, ask your Morgan Stanley representative or a Financial Advisor for the full report, «A Triple Taper Tantrum?»

Given that these policy actions were widely anticipated, they had no marked effect on asset prices, unlike last year's «taper tantrum».

By contrast, dealers in countries such as India were building both types of inventories until mid-2013, before selling off their sovereign holdings during the taper tantrum (Graph 3, right - hand panel).

The «taper tantrum» of 2013 unwound those moves, leading to sharp moves higher in real interest rates and a sharp move lower in gold.