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by dweeb
June 8th, 2014, 12:50 pm
Forum: Economics Forum
Topic: Economic interpretation of rise in gross value of public equities
Replies: 13
Views: 12002

Economic interpretation of rise in gross value of public equities

NYT Opinion - The Biology of RiskSee chart caption - How the Fed Tried to Rein in Volatility - The Fed reduced short-term rate volatility from the mid '90s on, the effect however was that crashes in the S&P 500 were longer and more acute.
by dweeb
June 8th, 2014, 10:16 am
Forum: Economics Forum
Topic: Economic interpretation of rise in gross value of public equities
Replies: 13
Views: 12002

Economic interpretation of rise in gross value of public equities

<t>QuoteOriginally posted by: musicgold1Corporate and foreign bonds rose 229 percent in the 1980s and another 122 percent from 1990 to 1998." Rise in total notional??QuoteOriginally posted by: musicgold11. this growth can't be a result of the growth in the US GDP or the wealth of the US economy. So ...
by dweeb
June 7th, 2014, 8:35 pm
Forum: Economics Forum
Topic: Economic interpretation of rise in gross value of public equities
Replies: 13
Views: 12002

Economic interpretation of rise in gross value of public equities

10. 1987 crash - complex portfolio models11. 1987 - A. Greenspan becomes Fed Chairman12. late 80s/early 90s - Savings and Loans crisis13. 1994 bond rout from unexpected Fed rate increase14. 1997 Asian financial crisis15. 1998 Russian financial crisis
by dweeb
June 7th, 2014, 6:07 pm
Forum: Economics Forum
Topic: Economic interpretation of rise in gross value of public equities
Replies: 13
Views: 12002

Economic interpretation of rise in gross value of public equities

<t>QuoteOriginally posted by: daveangelI would suggest the following1. economic growth 2. a fall in nominal interest rates3. a lowering of the "risk premium" demanded by equity investors as some of the "macro" risks are being managed better - see prior point4. A focus on shareholder value driven by ...
by dweeb
June 7th, 2014, 12:24 pm
Forum: Economics Forum
Topic: Britain announces that sex and drugs will now be included in GDP
Replies: 13
Views: 9270

Britain announces that sex and drugs will now be included in GDP

QuoteOriginally posted by: Traden4Alpha Yet Her Majesty is still out those VAT revenues and income tax revenues for these cash-only criminal industries.Colorado legalized marijuana tax revs ahead of expectations: Moody's
by dweeb
June 6th, 2014, 1:02 pm
Forum: General Forum
Topic: Spreadsheets and Negative Interest Rates
Replies: 12
Views: 5868

Spreadsheets and Negative Interest Rates

Imagine the effect negative rates are having on bank IT systems.
by dweeb
June 2nd, 2014, 9:35 pm
Forum: Economics Forum
Topic: Britain announces that sex and drugs will now be included in GDP
Replies: 13
Views: 9270

Britain announces that sex and drugs will now be included in GDP

<t>Isn't a value-added tax (VAT) a consumption tax (CT), ie; taxing wages/income when spent instead of earned?? A CT captures income earned in the cash economy - eg; construction, casual workers, and the sex and drug industries. One problem is that a CT doesn't discriminate in regards to income brac...
by dweeb
May 30th, 2014, 5:29 pm
Forum: General Forum
Topic: How can you get 100% non risk-neutral?
Replies: 7
Views: 5413

How can you get 100% non risk-neutral?

Read in an interview with Seth Klarman that Baupost invests long only in equities, on the basis that stocks have a greater propensity for the upside.
by dweeb
May 30th, 2014, 12:19 pm
Forum: General Forum
Topic: How can you get 100% non risk-neutral?
Replies: 7
Views: 5413

How can you get 100% non risk-neutral?

<t>Originally posted by: bearishQuoteFor the purpose of calculating relative values, like the value of an option as a function of the underlying stock price, you don't need to know the size of the risk premium earned by holders of the stock, so it is expedient to temporarily suppress it (i.e. set it...
by dweeb
May 29th, 2014, 10:17 pm
Forum: Economics Forum
Topic: Britain announces that sex and drugs will now be included in GDP
Replies: 13
Views: 9270

Britain announces that sex and drugs will now be included in GDP

FT - Drugs ands sex add £10B to UK economyWhat about rock and roll??
by dweeb
May 22nd, 2014, 2:09 pm
Forum: Economics Forum
Topic: Economics of Climate Change
Replies: 27
Views: 20107

Economics of Climate Change

WSJ -Miner Freeport Pressured by Water Costs as Copper Prices Slide Chile's mines thirst for desal
by dweeb
May 21st, 2014, 1:15 pm
Forum: Economics Forum
Topic: Economics of Climate Change
Replies: 27
Views: 20107

Economics of Climate Change

Copper - essential to a wide range of manufacturing, proxy for global GDP, mining is an intensive user of water, water management could drive up production costs.
by dweeb
May 16th, 2014, 5:56 pm
Forum: Economics Forum
Topic: Economics of Climate Change
Replies: 27
Views: 20107

Economics of Climate Change

<t>QuoteOriginally posted by: Traden4Alpha - All of it seems really long-term -- decadesSome climate trends seem to be accelerating. Perhaps there's a term structure to climate change related investment, and a two state model:1. Skeptics - coastal real estate, coal, some utilities, some insurance, T...
by dweeb
May 16th, 2014, 1:55 pm
Forum: Economics Forum
Topic: Economics of Climate Change
Replies: 27
Views: 20107

Economics of Climate Change

<t>Hot topic at the moment. Some items:HBO - ViceGreenland MeltingShowtime - Years of Living DangerouslyYears of Living DangerouslyCNA Military Advisory Board May 2014 National Security and the Accelerating Risks of Climate ChangeQuestion - what would be the trades/positions in any assets with any t...
by dweeb
May 15th, 2014, 1:25 pm
Forum: Economics Forum
Topic: Yellen the Hypocrite
Replies: 4
Views: 7663

Yellen the Hypocrite

PBS interview with Zachary Karabell, author of The Leading Indicators.GDP rules the world, but should it?
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