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 2 3 3 189
An investigation of returns conditional on trading performance 0 0 0 0 0 0 1 139
Contracting Innovations and the Evolution of Exchange Clearinghouses 0 0 0 19 2 2 2 52
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 0 0 0 371 1 2 3 1,055
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 1 1 5 44
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 5 6 6 417
Failed delivery and daily Treasury bill returns 1 1 1 54 6 6 7 999
Interest-rate derivatives and bank lending 0 0 0 0 1 1 1 552
Is There Life(F)E After DTB?: Competitive Aspects of Cross Listed Futures Contracts on Synchronous Markets 0 0 0 0 0 0 0 0
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 2 2 3 203
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 0 0 1 491
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 3 3 10 891
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 1 1 1 109 4 7 12 383
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 0 6 11 1,287
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 3 4 5 334
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 0 2 2 14
Spreads, information flows and transparency across trading systems 0 0 0 0 1 2 2 381
Stock Margins and the Conditional Probability of Price Reversals 0 0 0 0 0 0 0 0
Stock margins and the conditional probability of price reversals 0 0 0 0 6 7 9 740
The Immediacy Implications of Exchange Orgzanization 0 0 0 100 4 5 5 381
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 5 6 325
The effect of bank-held derivatives on credit accessibility 0 0 0 0 1 1 2 45
The immediacy implications of exchange organization 0 0 0 64 2 3 6 401
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 2 3 9 809
Variability and stationarity of term premia 0 0 0 1 0 0 0 179
Total Working Papers 2 2 2 724 46 71 111 10,311

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 1 681
A good hedge keeps dogs off the yard 0 0 0 2 2 2 3 400
A modest proposal: securitizing multinational LDC debt 0 0 0 48 0 1 1 213
A note on the crash and participation in stock index futures 0 0 0 1 1 1 1 10
A review of regulatory mechanisms to control the volatility of prices 0 0 0 43 2 2 3 92
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 0 0 144 1 1 3 609
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 2 2 3 618
An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory 0 0 0 0 0 2 3 125
An examination of basis risk due to estimation 0 0 0 2 2 3 3 10
Bank Lending and Interest- Rate Derivatives 0 0 0 22 5 5 5 120
Circuit breakers 0 1 1 52 1 3 5 115
Credit derivatives: just-in-time provisioning for loan losses 0 0 0 251 1 2 3 744
Credit derivatives: the latest new thing 0 0 0 301 0 1 3 1,728
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 0 0 18 0 1 4 67
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 1 1 3 352
Do markets react to regulatory information? 0 0 0 29 0 1 2 112
Does program trading cause stock prices to overreact? 0 0 0 28 0 1 2 64
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 0 67 0 1 3 371
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 0 0 0 22 0 0 0 128
Futures margin and excess volatility 0 0 0 10 0 2 2 428
Improving regulatory standards for clearing facilities 0 0 0 59 1 1 3 280
Interest-rate derivatives and bank lending 0 0 1 254 1 2 9 579
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 4 66 3 5 12 199
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 1 3 1 1 3 5
Public policy intervention through futures market operations 0 0 0 4 1 1 1 12
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 0 0 13
Spreads, information flows and transparency across trading systems 0 0 0 57 1 1 2 172
Stock margins and the condition probability of price reversals 0 0 0 64 0 1 2 199
The case for universality of the phase diagram of the Fabre and Bechgaard salts 0 0 0 2 0 0 1 17
The economics of disclosure requirements for derivatives 0 0 0 133 1 1 2 429
The value of using interest rate derivatives to manage risk of U.S. banking organizations 0 0 0 133 4 6 16 416
What is multilateral clearing and who cares? 0 0 1 56 0 0 3 347
Total Journal Articles 0 1 8 1,900 31 51 107 9,655

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Statistics updated 2026-01-08