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Bernanke 'taper' 暗示,新兴市场暴跌

2013-05-22 monetary 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
+0.04% +0.75% -2.45%
DIA Dow 30
-0.05% -1.14% -0.33%
EEM Emerging Markets
-1.61% -4.10% -11.82%
EWJ Japan
-5.94% -10.63% -4.62%
FXI China Large Cap
-2.61% -4.08% -11.88%
GLD Gold
+1.38% +1.50% -9.42%
IEF 7-10yr Treasuries
+0.14% -0.89% -4.60%
IWM Russell 2000
+0.10% +0.02% +2.79%
QQQ Nasdaq 100
-0.29% -0.50% -1.01%
SHY 1-3yr Treasuries
+0.00% -0.06% -0.15%
SLV Silver
+0.46% -0.33% -14.37%
SPY S&P 500
-0.37% -1.49% -0.67%
TLT 20+yr Treasuries
+0.61% -1.41% -7.15%
UNG Natural Gas
+1.24% -5.54% -12.59%
USO Crude Oil
-0.27% -2.54% +8.82%
UUP USD Index
-0.79% -1.22% -0.22%
VIXY VIX Futures
+0.70% +2.79% -2.45%
VTI Total US Market
-0.32% -1.28% -0.27%
XLB Materials
-0.29% -0.96% -3.57%
XLC Communication Services
+0.62% -0.74% -2.10%
XLE Energy
-0.54% -2.01% -1.56%
XLF Financials
-0.50% +0.05% +1.11%
XLI Industrials
-0.59% -1.00% -0.75%
XLK Technology
-0.19% -0.28% -1.36%
XLP Consumer Staples
+0.53% -3.45% -1.90%
XLRE Real Estate
+0.46% +2.62% +2.35%
XLU Utilities
-1.75% -4.66% -4.31%
XLV Healthcare
-0.34% -2.39% -1.18%
XLY Consumer Discretionary
-0.51% -1.70% +2.46%

Fed Rate Cycle Pivots — Cross-Asset Reaction Patterns

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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