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Record Nr. |
UNINA9911019787503321 |
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Autore |
Corcoran Clive M |
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Titolo |
Systemic liquidity risk and bipolar markets : wealth management in todays macro risk on/risk off financial environment / / Clive Corcoran |
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Pubbl/distr/stampa |
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Chichester, West Sussex, : John Wiley & Sons, c2013 |
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ISBN |
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9781118818459 |
1118818458 |
9781118410806 |
1118410807 |
9781283869416 |
1283869411 |
9781118410752 |
1118410750 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (365 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Finance, Personal |
Investments |
Portfolio management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Introduction -- Cross-sectional asset correlations -- The changing character of financial markets -- The flash crash -- Detecting mini bubbles with the VPIN metric -- Foreign exchange and the carry trade -- The enigmatic performance of the Japanese yen -- The Aussie/yen connection 1 -- Precursors to illiquidity -- Mainstream financial economics groping towards a new paradigm -- Could a eurozone breakup trigger another systemic crisis? -- China, commodities, and the global growth narrative -- Drawdowns and tail risk management -- Liquidity and maturity transformation -- Emotional finance and interval confidence -- Adjusting to more correlated financial markets -- Appendix -- Index. |
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Sommario/riassunto |
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The dramatic and well chronicled crisis of 2007/8 marked a watershed moment for all stakeholders in global capital markets. In the aftermath, |
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