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035   $a(DLC)  2012043880
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035   $a(CaSebORM)9781118410806
035   $a(EXLCZ)992550000000709526
100   $a20121025d2013      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aSystemic liquidity risk and bipolar markets $ewealth management in todays macro risk on/risk off financial environment /$fClive Corcoran
205   $a1st ed.
210   $aChichester, West Sussex $cJohn Wiley & Sons$dc2013
215   $a1 online resource (365 p.)
225 1 $aBloomberg (UK)
300   $aDescription based upon print version of record.
311   $a1-118-40933-7 
320   $aIncludes bibliographical references and index.
327   $aIntroduction -- 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.
330   $a The dramatic and well chronicled crisis of 2007/8 marked a watershed moment for all stakeholders in global capital markets. In the aftermath, financial markets have become even more tightly coupled as correlations in returns across multiple asset classes have been at historically elevated levels. Investors and fund managers are, to a much larger degree than previously and often much more than they realize, subject to the risk of severe wealth destruction. The ultimate hazard, which is not adequately characterized by the widely touted notion of tail risk, is the systemic risk which arises wh
410  0$aBloomberg (UK)
606   $aFinance, Personal
606   $aInvestments
606   $aPortfolio management
615  0$aFinance, Personal.
615  0$aInvestments.
615  0$aPortfolio management.
676   $a332.6
700   $aCorcoran$b Clive M$01754332
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910877680503321
996   $aSystemic liquidity risk and bipolar markets$94190624
997   $aUNINA