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 3 8 194
An investigation of returns conditional on trading performance 0 0 0 0 0 0 9 148
Contracting Innovations and the Evolution of Exchange Clearinghouses 0 0 1 20 0 1 6 56
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 0 0 1 372 0 3 11 1,064
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 0 1 4 47
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 2 4 13 424
Failed delivery and daily Treasury bill returns 0 0 1 54 1 3 16 1,009
Interest-rate derivatives and bank lending 0 0 0 0 0 5 10 561
Is There Life(F)E After DTB?: Competitive Aspects of Cross Listed Futures Contracts on Synchronous Markets 0 0 0 0 0 2 6 6
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 1 3 9 210
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 0 1 4 495
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 0 4 11 897
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 0 0 1 109 0 3 21 393
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 1 4 17 1,296
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 0 2 12 342
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 0 2 4 16
Spreads, information flows and transparency across trading systems 0 0 0 0 0 4 11 390
Stock Margins and the Conditional Probability of Price Reversals 0 0 0 0 0 2 3 3
Stock margins and the conditional probability of price reversals 0 0 0 0 1 3 11 744
The Immediacy Implications of Exchange Orgzanization 0 0 0 100 1 1 9 385
The effect of bank-held derivatives on credit accessibility 0 0 0 0 2 3 12 331
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 2 8 51
The immediacy implications of exchange organization 0 0 0 64 0 5 15 412
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 1 5 12 816
Variability and stationarity of term premia 0 0 0 1 0 2 10 189
Total Working Papers 0 0 4 726 10 68 252 10,479

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 4 7 687
A good hedge keeps dogs off the yard 0 0 0 2 0 6 9 407
A modest proposal: securitizing multinational LDC debt 0 0 0 48 1 5 7 219
A note on the crash and participation in stock index futures 0 0 0 1 0 3 7 16
A review of regulatory mechanisms to control the volatility of prices 0 0 0 43 0 3 8 98
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 0 0 144 0 1 5 611
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 0 7 12 628
An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory 0 0 0 0 0 4 8 131
An examination of basis risk due to estimation 0 0 0 2 0 2 6 13
Bank Lending and Interest- Rate Derivatives 0 0 0 22 0 5 15 130
Circuit breakers 0 0 1 52 0 0 3 115
Credit derivatives: just-in-time provisioning for loan losses 0 0 0 251 0 2 5 746
Credit derivatives: the latest new thing 0 0 0 301 0 2 5 1,732
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 0 0 18 0 1 6 71
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 4 8 358
Do markets react to regulatory information? 0 0 1 30 0 2 9 120
Does program trading cause stock prices to overreact? 0 0 0 28 0 2 5 68
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 0 67 0 2 5 375
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 0 1 1 23 0 2 7 135
Futures margin and excess volatility 0 0 1 11 0 2 9 435
Improving regulatory standards for clearing facilities 0 0 0 59 0 3 6 285
Interest-rate derivatives and bank lending 0 0 0 254 0 2 15 590
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 0 3 0 8 15 19
Public policy intervention through futures market operations 0 0 0 4 0 0 1 12
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 1 3 16
Spreads, information flows and transparency across trading systems 0 0 0 57 0 1 2 173
Stock margins and the condition probability of price reversals 0 0 1 65 0 2 14 212
The case for universality of the phase diagram of the Fabre and Bechgaard salts 0 0 0 2 0 1 3 20
The economics of disclosure requirements for derivatives 0 0 0 133 0 2 6 434
The value of using interest rate derivatives to manage risk of U.S. banking organizations 0 0 0 133 0 0 18 421
What is multilateral clearing and who cares? 0 0 0 56 0 4 6 353
Total Journal Articles 0 1 5 1,838 2 83 235 9,630
1 registered items for which data could not be found
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Statistics updated 2026-07-10