LEADER 00898nam2 2200289 i 450 001 996270848503316 005 20181017103220.0 010 $a978-88-14-22934-3 100 $a20181017d2018----km y0itay5003 ba 101 $aita 102 $aIT 105 $ay 00 y 200 1 $a<> sequestri$ecivili, penali e della legislazione speciale$fAntonio Gerardo Diana 210 $aMilano$cGiuffrè$d2018 215 $aXV, 402 p.$d21 cm 225 $aTeoria e pratica del diritto. Civile e processo 410 0$1001000344298$12001$aTeoria e pratica del diritto$iCivile e processo 606 0 $aSequestro$2BNCF 676 $a347.4507 700 1$aDIANA,$bAntonio Gerardo$0268519 801 0$aIT$bsalbc$gISBD 912 $a996270848503316 951 $aXXV.1. Coll. 15/ 253$b88639 G.$cXXV.1. Coll.15/$d425166 959 $aBK 969 $aGIU 996 $aSequestri$91534537 997 $aUNISA LEADER 03280nam 2200697Ia 450 001 9911019787503321 005 20200520144314.0 010 $a9781118818459 010 $a1118818458 010 $a9781118410806 010 $a1118410807 010 $a9781283869416 010 $a1283869411 010 $a9781118410752 010 $a1118410750 035 $a(CKB)2550000000709526 035 $a(EBL)947712 035 $a(SSID)ssj0000787235 035 $a(PQKBManifestationID)11486570 035 $a(PQKBTitleCode)TC0000787235 035 $a(PQKBWorkID)10813668 035 $a(PQKB)11125634 035 $a(MiAaPQ)EBC947712 035 $a(DLC) 2012043880 035 $a(OCoLC)841331218 035 $a(CaSebORM)9781118410806 035 $a(Perlego)1000613 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 $aDescription based upon print version of record. 311 08$a9781118409336 311 08$a1118409337 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$01842418 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019787503321 996 $aSystemic liquidity risk and bipolar markets$94422958 997 $aUNINA