專欄歐元區

The wary retreat of the bond bulls

Is the three-and-a-half decade long bull market in the highest-rated government debt over? If so, would that be a good thing or a bad one? The answer to the first question is that it seems quite likely that the yield of 0.08 per cent (8 basis points) recorded on the 10-year Bund in April was a low point. The answer to the second question is that it would be a good thing: it would suggest confidence that the threats of deflation and eurozone disintegration are fading. At the same time, this bounce does not mean that a rapid rise in yields to what used to be normal levels is on the way. We should want to see yields rise, but modestly. This is also what we should expect.

Yields on 10-year bonds have behaved like the grand old Duke of York in the nursery rhyme: they marched right up to the top of the hill and then marched right down again. Yields on government bonds of the big advanced economies peaked in the early 1980s: Japan’s peak was near 10 per cent, Germany’s 11 per cent and those of the US and UK 15 per cent and 16 per cent. Then came a decline. Japan’s rates had fallen below 2 per cent by the late 1990s. Yields in the other three countries were between 3 and 6 per cent before the crisis, only to fall far lower still.

Theory suggests that long-term interest rates should be a weighted average of expected short-term interest rates, plus a “term premium”, as Ben Bernanke, former chairman of the Federal Reserve, argues in a recent blog. The premium should normally be positive, even in the absence of default risk. Longer-term securities are riskier than short-term ones, because their prices are volatile. Expected short-term rates should be determined by expected real interest rates and expected inflation. Again, expected domestic real interest rates should be determined by expected global real interest rates and expected changes in real exchange rates. Expected global real interest rates should, in turn, be determined by the expected balance of saving and investment. Finally, special factors, such as risk-aversion — at the limit, outright panic — and purchases by foreign governments and central banks, will also affect the prices of long-term bonds.

您已閱讀37%(2183字),剩餘63%(3705字)包含更多重要資訊,訂閱以繼續探索完整內容,並享受更多專屬服務。
版權聲明:本文版權歸FT中文網所有,未經允許任何單位或個人不得轉載,複製或以任何其他方式使用本文全部或部分,侵權必究。

馬丁•沃爾夫

馬丁•沃爾夫(Martin Wolf) 是英國《金融時報》副主編及首席經濟評論員。爲嘉獎他對財經新聞作出的傑出貢獻,沃爾夫於2000年榮獲大英帝國勳爵位勳章(CBE)。他是牛津大學納菲爾德學院客座研究員,並被授予劍橋大學聖體學院和牛津經濟政策研究院(Oxonia)院士,同時也是諾丁漢大學特約教授。自1999年和2006年以來,他分別擔任達佛斯(Davos)每年一度「世界經濟論壇」的特邀評委成員和國際傳媒委員會的成員。2006年7月他榮獲諾丁漢大學文學博士;在同年12月他又榮獲倫敦政治經濟學院科學(經濟)博士榮譽教授的稱號。

相關文章

相關話題

設置字型大小×
最小
較小
默認
較大
最大
分享×