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 1 3 155
An investigation of returns conditional on trading performance 0 0 0 0 0 1 1 135
Contracting Innovations and the Evolution of Exchange Clearinghouses 0 0 0 15 0 0 3 39
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 0 0 6 362 3 6 18 1,021
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 0 0 2 26
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 0 1 1 407
Failed delivery and daily Treasury bill returns 0 0 0 49 0 2 3 977
Interest-rate derivatives and bank lending 0 0 0 0 1 4 12 528
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 1 2 5 190
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 0 0 2 485
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 0 0 3 859
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 0 0 1 105 0 1 3 356
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 3 6 23 1,183
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 0 0 0 323
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 0 0 0 10
Spreads, information flows and transparency across trading systems 0 0 0 0 0 1 3 372
Stock margins and the conditional probability of price reversals 0 0 0 0 1 1 6 718
The Immediacy Implications of Exchange Orgzanization 0 0 0 99 0 1 3 365
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 1 2 313
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 1 4 39
The immediacy implications of exchange organization 0 0 1 63 0 1 5 378
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 0 0 1 799
Variability and stationarity of term premia 0 0 0 1 0 8 8 178
Total Working Papers 0 0 8 700 9 38 111 9,856


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 0 677
A good hedge keeps dogs off the yard 0 0 0 2 0 1 1 395
A modest proposal: securitizing multinational LDC debt 0 0 0 48 0 0 2 212
A note on the crash and participation in stock index futures 0 0 0 1 0 1 1 6
A review of regulatory mechanisms to control the volatility of prices 0 0 0 40 0 1 3 76
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 0 4 141 1 2 12 586
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 2 5 13 599
An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory 0 0 0 0 0 0 0 122
An examination of basis risk due to estimation 0 0 0 1 0 3 3 6
Bank Lending and Interest- Rate Derivatives 0 1 4 6 0 2 15 28
Circuit breakers 0 0 1 44 0 0 5 96
Credit derivatives: just-in-time provisioning for loan losses 0 0 0 251 0 2 3 736
Credit derivatives: the latest new thing 0 0 0 301 0 0 1 1,722
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 0 0 17 0 1 2 53
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 2 6 347
Do markets react to regulatory information? 0 0 0 28 0 1 2 109
Does program trading cause stock prices to overreact? 0 0 0 28 1 2 3 58
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 0 67 0 1 2 367
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 0 0 0 21 0 3 6 99
Futures margin and excess volatility 0 0 0 10 0 1 6 423
Improving regulatory standards for clearing facilities 0 0 0 59 0 0 1 276
Interest-rate derivatives and bank lending 0 1 5 228 3 9 36 505
Physical Markets, Paper Markets and the WTI-Brent Spread 1 1 1 44 1 5 17 132
Public policy intervention through futures market operations 1 1 1 2 1 1 1 6
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 2 3 9
Spreads, information flows and transparency across trading systems 0 0 1 55 1 2 6 164
Stock margins and the condition probability of price reversals 0 0 1 64 1 2 6 189
The case for universality of the phase diagram of the Fabre and Bechgaard salts 1 1 1 2 1 1 1 14
The economics of disclosure requirements for derivatives 0 0 0 132 0 1 5 421
The value of using interest rate derivatives to manage risk of U.S. banking organizations 0 1 8 122 2 6 24 355
What is multilateral clearing and who cares? 0 2 3 43 1 6 7 322
Total Journal Articles 3 8 30 1,786 15 63 193 9,110


Statistics updated 2020-03-04