WhyItDropped

KOSPI · June 13, 2006

The 2006 emerging market selloff

-17.81%

peak-to-trough, the whole slide

21 trading days · 2006-05-11 → 2006-06-13

back to the old high on 2007-02-22

What happened that day?

  • From the 11 May 2006 peak to the 13 June low the KOSPI fell 17.81% — 21 trading days
  • The US and Japan were both moving toward higher rates at the same time
  • Until then, money borrowed cheaply had been flowing into emerging markets
  • When developed-market rates rise, that money goes home — which is why emerging shares and currencies fall together
  • Korea has an unusually large share of foreign ownership among emerging markets, so it swung harder
  • It recovered once it became clear the hikes would not be fast. The old high returned on 22 February 2007

Sources

Every figure on this page is recomputed from the original daily closing prices and checked against them at build time. The account of what happened is written from the sources listed above.