Of investors’ fear and recessionary trades
Markets have remained jittery all last week, with the main theme remaining banks’ distress, and a new epicenter emerging in the Eurozone with Deutsche Bank. First Republic Bank’s stock fell -43% and Deutsche Bank’s dropped by -8%. Oil and energy markets underperformed (implying expectations of less demand and less inflation).
But as market participants were anticipating the disease (slower growth), they were also pricing the cure (central banks easing monetary policy): the US Treasury 1-year yield shaved -30bps, vs -10bps for the US 10-year yield, inferring further rate cuts from June 2023 on, in contradiction with the Fed’s projection at last week’s FOMC meeting. The FOMC committee...