Amazon cover image
Image from Amazon.com

Systemic liquidity risk and bipolar markets : wealth management in todays macro risk on/risk off financial environment / Clive Corcoran.

By: Material type: TextDescription: xi, 351 pages : illustration ; 26 cmISBN:
  • 9781118409336 (hbk.)
Subject(s): DDC classification:
  • 332.024 23
LOC classification:
  • HG179 .C68197 2013
Contents:
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Headquarters Lending Library General Collection NFIC 332.024 COR (Browse shelf(Opens below)) Available 0096097

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.

There are no comments on this title.

to post a comment.