Report NEP-RMG-2010-12-23

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Masaaki Fujii & Akihiko Takahashi, 2010, "Choice of Collateral Currency," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-778, Dec.
• Tim Siu-Tang Leung & Kazutoshi Yamazaki, 2010, "American Step-Up and Step-Down Default Swaps under Levy Models," Papers, arXiv.org, number 1012.3234, Dec, revised Sep 2012.
• Sebastian Barnes & Philip R. Lane & Artur Radziwill, 2010, "Minimising Risks from Imbalances in European Banking," OECD Economics Department Working Papers, OECD Publishing, number 828, Dec, DOI: 10.1787/5km33srnz5nt-en.
• Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010, "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-34, Nov.
• Akihiko Takahashi & Yukihiro Tsuzuki & Akira Yamazaki, 2010, "Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-777, Nov.