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 7 19 41 41
An investigation of returns conditional on trading performance 0 0 0 0 0 0 1 118
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 6 11 34 251 9 18 64 722
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 0 2 10 386
Failed delivery and daily Treasury bill returns 1 2 26 34 6 15 137 846
Garch Effects on a Test of Cointegration 0 0 0 0 1 7 35 500
Interest-rate derivatives and bank lending 0 0 0 0 20 47 84 84
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 0 1 4 166
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 2 6 17 438
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 9 22 57 656
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 3 8 28 58 6 19 76 194
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 6 20 87 673
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 0 9 23 282
Spreads, information flows and transparency across trading systems 0 0 0 0 3 5 22 305
Stock margins and the conditional probability of price reversals 0 0 0 0 6 12 41 573
The Immediacy Implications of Exchange Orgzanization 1 1 7 69 1 6 27 259
The effect of bank-held derivatives on credit accessibility 0 0 0 0 2 5 13 244
The immediacy implications of exchange organization 0 3 6 50 1 10 30 282
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 2 2 11 777
Variability and stationarity of term premia 0 0 0 1 0 0 2 147
Total Working Papers 11 25 101 469 81 225 782 7,693


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 5 12 105 531
A good hedge keeps dogs off the yard 0 0 0 0 0 4 21 369
A modest proposal: securitizing multinational LDC debt 0 0 1 48 0 1 11 193
A review of regulatory mechanisms to control the volatility of prices 1 2 11 12 1 2 16 17
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 1 7 83 2 6 24 405
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 4 10 45 503
An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory 0 0 0 0 1 3 12 85
Circuit breakers 0 0 5 6 1 2 8 9
Credit derivatives: just-in-time provisioning for loan losses 0 0 4 231 0 4 14 662
Credit derivatives: the latest new thing 1 1 2 290 1 2 10 1,694
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 1 4 18 166
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 1 6 6 1 3 13 13
Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs' application to convert to FHC 0 0 2 28 1 1 12 314
Do markets react to regulatory information? 0 0 1 27 0 0 6 91
Does program trading cause stock prices to overreact? 1 4 9 9 1 4 11 11
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 3 61 1 1 11 299
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 1 2 4 7 3 7 15 23
Futures margin and excess volatility 0 1 2 2 0 3 7 387
Improving regulatory standards for clearing facilities 0 1 3 54 0 1 4 260
Interest-rate derivatives and bank lending 4 9 41 156 8 17 85 279
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 0 0 7 108
Spreads, Information Flows and Transparency across Trading Systems 0 1 4 41 2 5 11 102
Stock margins and the condition probability of price reversals 0 2 8 8 4 7 30 30
The economics of disclosure requirements for derivatives 0 0 8 128 1 1 17 393
The effect of bank-held derivatives on credit accessibility 0 0 0 0 2 3 6 110
The value of using interest rate derivatives to manage risk of U.S. banking organizations 2 4 14 14 6 12 37 37
What is multilateral clearing and who cares? 1 5 12 12 1 6 21 241
Total Journal Articles 11 34 147 1,223 47 121 577 7,332


Statistics updated 2009-11-04