Systemic liquidity risk and bipolar markets : wealth management in todays macro risk on/risk off financial environment / Clive Corcoran.
By: Corcoran, Clive M.
Series: Wiley finance series. Chichester, West Sussex, U.K. : Wiley, ©2013Description: xi, 351 pages : illustration ; 26 cm.ISBN: 9781118409336 (hbk.).Subject(s): Finance, Personal | Investments | Portfolio managementDDC classification: 332.024/C81 Other classification: CBAItem type | Current location | Call number | Status | Date due | Barcode |
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College Library General Reference Section | CBA 332.024/C81 (Browse shelf) | Available | 80326 |
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.
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
College of Business and Accountancy
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