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Awaiting the data - After the shock of Brexit, the next test will be the

rlp

Jul 2nd 2016 | From the print edition

SHOCK, followed by frantic recalculation. That was how astonished financial

markets reacted to the British vote to leave the European Union.

The initial phase saw a worldwide sell-off in riskier assets, such as equities,

and a flight to safe ones, prompting further declines in government-bond

yields. After the sell-off, equities started to bounce again on June 28th, in

part because central banks may respond with easier monetary policy (or, in the

case of the Federal Reserve, slower tightening); in part because Brexit may not

have much of an impact on, say, the Chinese economy.

The biggest casualty of the vote was sterling, which was edging towards $1.50

on Thursday but on June 27th briefly dropped below $1.32, a 31-year low. In

trade-weighted terms, the pound has fallen by 11% this year (see chart).

Britain has a large current-account deficit (7% of GDP in the fourth quarter of

2015), which needs financing. A big drop in the pound, to make British assets

more appealing to foreign investors and imports less appealing to Britons, is a

necessary adjustment.

Equities have not suffered as much. Many companies in London s FTSE 100 index

the oil and mining giants, for example have little connection with the British

economy. Since much of their income is in foreign currencies, sterling s

weakness will be good for profits. The more domestically oriented FTSE 250

index took the bigger hit, falling by 14% in two days.

Now the initial shock has passed, investors need to work out what the economic

impact will be. David Cameron, Britain s lame-duck prime minister, did not

immediately trigger Article 50 the provision in European treaties about a

member state leaving the EU bequeathing that decision to his successor. That

will only prolong the uncertainty over what kind of deal will emerge from the

negotiations between Britain and Europe.

One question is whether consumption will suffer because of the Brexit vote. A

survey by Retail Economics found that more than half of consumers planned to

reduce their spending on non-essential items. Shares in estate agents,

housebuilders and budget airlines have all been hit.

However, this might be a short-term effect. The biggest risk to consumption was

a crisis in the gilts market that forced up mortgage rates. But gilt yields

have fallen, partly because of their risk-free status and partly because the

markets anticipate further rate cuts from the Bank of England.

The bigger worry is investment. There have been lots of hints about jobs or

corporate headquarters moving abroad, but nothing concrete so far. Many

companies may be waiting to see whether Britain decides to join the European

Economic Area, alongside Iceland and Norway, which would keep it in the single

market. If it does, then the temptation will be to stay.

But since that deal would require freedom of movement, it seems unlikely that

the next prime minister will accept it. In the meantime, of course, the

uncertainty means that few businesses will be inclined to invest in new

projects. And the longer it takes for a deal to emerge, the longer the hiatus.

Brexit: taking stock

Almost three-quarters of economists polled by Bloomberg think that Britain is

headed for recession either this year or next. But the many anecdotal reports

of cancelled contracts may not show up in the economic data until the

third-quarter numbers are released; the more detailed estimate is not due until

November 25th. Markets may get earlier indications of the trend in business

surveys, such as the purchasing managers index. That will be the next big test

for British equities.

In the longer term, some hope that the departure from the EU will turn Britain

into a more vibrant economy. Chris Watling of Longview Economics is one of the

few analysts to spell out what this might mean in practice. He suggests the

immediate announcement of trade talks with the rest of the world, the abolition

of corporation tax and the creation of new towns to ease the housing shortage.

The first would take a long time to achieve; the second would stir fierce

political opposition; and the third, both. Again, investors will want to see

some concrete plans if they are to believe the campaign promises of some

Brexiteers of a more open Britain.

For the rest of Europe, the question is whether Brexit will encourage other

anti-EU movements. The indicator to watch is the German ten-year Bund yield,

since it is the safest asset on the continent. It has dropped further into

negative territory, hitting -0.12%. That yield needs to move well into positive

territory before the risks of the British vote can be said to have been

contained.

Economist.com/blogs/buttonwood