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| 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. |
| Bibliography note | Includes bibliographical references and index. |
| LCCN | 2012039741 |
| ISBN | 9781118409336 (hbk.) |
| ISBN | 1118409337 (hbk.) |
