Wednesday links: yield volatility

13Jun07

FT Alphaville on bond yields and psychological levels and the dilemma facing Fed chairman Bernanke.

Barry Ritholtz at the Big Picture on the six ways falling bond prices could affect the stock market.

David Merkel at the Aleph Blog on four effects pushing bond yields up, including the role RMBS hedging has played.

Randall W. Forsyth at Barrons.com on rising real yields and whether yields were too low previously.

Jeff Miller at A Dash of Insight looks at whether rising yields are a sign of “near-term stability.”

Mark Hulbert at Marketwatch.com notes bearish bond market sentiment has not yet reached a peak.

Jonathan Clements at WSJ.com on the diversification benefits of commodity-related funds in light of market turbulence.

Speaking of market volatility, do implied volatilities anticipate market moves? Adam Warner at the Daily Options Report on the topic.

DealBook and Felix Salmon on banks’ ebbing interest in so-called ‘cov-lite loans.’

Going Private on the role of mark-to-market accounting and the ominous signs of credit tightening.

John Carney at DealBreaker.com asks (and answers) questions about the imminent Blackstone Group initial public offering.

Not surprisingly, more public equity firms are seriously looking to follow in Blackstone’s footsteps and come public.

One has to wonder what role the growing call for higher taxes on private equity profits has on this trend. Jenny Anderson in the New York Times investigates.

Speaking of alternative investments, Joanna Slater at WSJ.com explores the growing appeal of “infrastructure investment” with a focus on toll roads.

All About Alpha on the resurgence in “active overlay strategies.”

Is anyone else really sick of all the “active ETF” stories? (via WSJ.com)

CXO Advisory Group looks at equity sector performance on a calendar basis.

Robert Frank at the Wealth Report on the role family wealth has played in the rise of the “new rich.”

Felix Salmon at Market Movers makes an art market “bubble” call.

Thanks for checking in with one of the “50 best business blogs.” Your feedback is always welcome and appreciated.

Advertisements


%d bloggers like this: