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

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

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. I...

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Detalles Bibliográficos
Autor principal: Corcoran, Clive M. (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Chichester, West Sussex : John Wiley & Sons c2013.
Edición:1st ed
Colección:Bloomberg (UK)
Materias:
Finance, Personal.
Investments.
Portfolio management.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849110406719
Tabla de Contenidos:
  • 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.

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