Access Statistics for James T. Moser

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 0 0 2 186
An investigation of returns conditional on trading performance 0 0 0 0 0 0 1 138
Contracting Innovations and the Evolution of Exchange Clearinghouses 0 0 0 19 0 0 0 50
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 0 0 0 371 0 1 1 1,053
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 0 0 0 39
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 0 1 1 411
Failed delivery and daily Treasury bill returns 0 0 0 53 0 1 3 993
Interest-rate derivatives and bank lending 0 0 0 0 0 0 2 551
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 1 1 1 201
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 1 1 1 491
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 2 3 3 884
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 0 0 0 108 0 0 0 371
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 1 2 23 1,278
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 1 1 2 330
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 0 0 0 12
Spreads, information flows and transparency across trading systems 0 0 0 0 0 0 2 379
Stock margins and the conditional probability of price reversals 0 0 0 0 0 1 1 732
The Immediacy Implications of Exchange Orgzanization 0 0 0 100 0 0 2 376
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 0 0 43
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 0 0 319
The immediacy implications of exchange organization 0 0 0 64 2 2 4 397
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 0 0 0 800
Variability and stationarity of term premia 0 0 0 1 0 0 0 179
Total Working Papers 0 0 0 722 8 14 49 10,213

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Formula for Duration: An Extension 0 0 0 0 0 0 0 680
A good hedge keeps dogs off the yard 0 0 0 2 0 0 0 397
A modest proposal: securitizing multinational LDC debt 0 0 0 48 0 0 0 212
A note on the crash and participation in stock index futures 0 0 0 1 0 0 1 9
A review of regulatory mechanisms to control the volatility of prices 0 0 0 43 1 1 1 90
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 0 0 144 0 0 1 606
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 0 0 1 615
An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory 0 0 0 0 1 1 1 123
An examination of basis risk due to estimation 0 0 0 2 0 0 0 7
Bank Lending and Interest- Rate Derivatives 0 0 0 22 0 0 0 115
Circuit breakers 0 0 2 51 1 1 3 111
Credit derivatives: just-in-time provisioning for loan losses 0 0 0 251 0 0 0 741
Credit derivatives: the latest new thing 0 0 0 301 1 1 2 1,726
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 0 0 18 1 1 1 64
Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs' application to convert to FHC 0 0 0 28 0 0 0 349
Do markets react to regulatory information? 0 0 0 29 1 1 1 111
Does program trading cause stock prices to overreact? 0 0 0 28 0 0 0 62
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 0 67 2 2 2 370
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 0 0 0 22 0 1 11 128
Futures margin and excess volatility 0 0 0 10 0 0 0 426
Improving regulatory standards for clearing facilities 0 0 0 59 1 1 1 278
Interest-rate derivatives and bank lending 0 0 3 253 1 2 12 571
Physical Markets, Paper Markets and the WTI-Brent Spread 0 1 2 2 0 2 3 3
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 1 62 0 4 6 188
Public policy intervention through futures market operations 0 0 0 4 0 0 1 11
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 0 1 13
Spreads, information flows and transparency across trading systems 0 0 0 57 0 1 1 171
Stock margins and the condition probability of price reversals 0 0 0 64 0 1 1 198
The case for universality of the phase diagram of the Fabre and Bechgaard salts 0 0 0 2 0 1 1 17
The economics of disclosure requirements for derivatives 0 0 0 133 1 1 2 428
The value of using interest rate derivatives to manage risk of U.S. banking organizations 0 0 0 133 0 1 2 401
What is multilateral clearing and who cares? 0 0 0 55 0 0 0 344
Total Journal Articles 0 1 8 1,892 11 23 56 9,565

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Statistics updated 2025-03-03