HALISTER1: Dollar May Rise in 2017, Becoming High Yield Currency: Deutsche

Dollar May Rise in 2017, Becoming High Yield Currency: Deutsche

(Bloomberg) -- It will only take a Fed funds rate of 1.0% to turn the dollar into a G-10 high yielder, Deutsche Bank strategists including Alan Ruskin, write in note.
  • If Fed tightens once in 2016 and twice in 2017, as DB expects, then regression-based rules of thumb on short-term rates suggest USD could gain between 5% and 10% versus EUR, GBP and AUD
  • USD is the major currency likely to benefit the most from a fiscal stimulus in current circumstances
    • 2017 is expected to mark a shift to greater fiscal accommodation in G-10, based on fiscal multipliers, credit risk, sensitivity to external account deterioration and, most importantly, the monetary response
  • EUR/USD seen ending 2017 at 0.95; USD/JPY at 94.0; GBP/USD at 1.15 and AUD/USD at 0.63
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Alan Ruskin (Deutsche Bank AG)

To de-activate this alert, click here

UUID: 7947283