Systemic liquidity risk and bipolar markets : wealth management in today's macro risk on/risk off financial environment /

• Main Author: Corcoran, Clive M.
• Format: eBook
• Language: English
• Published: Chichester, West Sussex, U.K. : Wiley, 2013.
• Series: Wiley finance series.
• Subjects: Finance, Personal.; Investments.; Portfolio management.; Electronic books.

Table of 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.