Systemic liquidity risk and bipolar markets :
Corcoran, Clive M.
Systemic liquidity risk and bipolar markets : wealth management in todays macro risk on/risk off financial environment / Clive Corcoran. - xi, 351 pages : illustration ; 26 cm
Includes index.
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.
9781118409336 (hbk.)
2012039741
Finance, Personal.
Investments.
Portfolio management.
HG179 / .C68197 2013
332.024
Systemic liquidity risk and bipolar markets : wealth management in todays macro risk on/risk off financial environment / Clive Corcoran. - xi, 351 pages : illustration ; 26 cm
Includes index.
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.
9781118409336 (hbk.)
2012039741
Finance, Personal.
Investments.
Portfolio management.
HG179 / .C68197 2013
332.024