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The role of the dollar in 1987 isn't as convincing as that of bonds and stocks Despite its plunge in October 1987, which contributed to stock market weakness, the dollar had already been falling for over two years It's important to recognize that although the dollar plays an important role in the intermarket picture, long lead times must at times be taken into consideration For example, the dollar topped in the spring of 1985 That peak in the dollar started a chain of events in motion and led to the eventual bottom in the CRB Index and tops in bonds and stocks However, the bottom in the commodity index didn't take place until a year after the dollar peak A falling dollar becomes bearish for bonds and stocks when its inflationary impact begins to push commodity prices higher.

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The A, that satisfy this Eq. A.4.8 may be complex, since an algebraic equation with real coefficients may have complex conjugate pairs of roots, or they may be complex since the polynomial may have complex coefficients if the matrix [A] has nonreal elements. The values (roots) A 1 ,A 2 ,A 3 ,...,A m of the characteristic equation Pm(A) = 0 are called eigenvalues of the matrix [A]. A.4.1 Properties of Eigenvalues

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Although my analysis begins with the dollar, it's important to recognize that there's really no starting point in intermarket work The dollar affects commodity prices, which affect interest rates, which in turn affect the dollar A period of falling interest rates (1981 1986) will eventually cause the dollar to weaken (1985); the weaker dollar will eventually cause commodities to rally (1986 1987) along with higher interest rates, which is bearish for bonds and stocks (1987) Eventually the higher interest rates will pull the dollar higher, commodities and interest rates will peak, exerting a bullish influence on bonds and stocks, and the whole cycle starts over again Therefore, it is possible to have a falling dollar along with falling commodity prices and rising financial assets for a period of time The trouble starts when commodities turn higher Of the four sectors that we will be examining, the role of the U.

{ int i,j, k; double Ps[20][20] = {0.0}; // build Hull-White tree buildHW(zero,a,volatility,Ns,T);

S dollar is probably the least precise and the one most difficult to pin down..

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are only realized upon the sale of a security, one way to defer taxes is to minimize turnover and hold securities within the portfolio for as long as possible. But because the investor will eventually withdraw his money, or liquidate the portfolio, there is a potential tax on the unrealized gains lurking in every taxable portfolio. Because of this tax overhang, investors also are interested in a measure of return that takes the potential taxes into account. We calculate such an after liquidation after-tax return by assuming that the investor sold all the securities in the account on the end date. To do this we calculate an assumed tax liability equal to the unrealized gain multiplied by the applicable tax rates, and then subtract the result from the numerator. Mutual funds must follow speci c SEC directions for calculating both before- and after-liquidation returns that are presented to investors in advertisements and other materials. Although the post-liquidation return is useful to the investor in identifying funds with large embedded unrealized capital gains, it is not always meaningful for the purpose of comparing investment managers. One reason is that the difference in time since the inception date of the portfolio, or vintage year, will in uence the cost paid for the securities and therefore the unrealized gain embedded in the funds being compared.

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The right-hand side can only depend on T2 and is independent of T1. The left-hand side can only depend on T1 and is independent of T2. This equality can only hold if and only if for any zero-coupon bond P 1 2 2 P1 + rP t 2 r 2 = (r , t ) P / r