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 1 5 14 169
An investigation of returns conditional on trading performance 0 0 0 0 1 1 2 137
Contracting Innovations and the Evolution of Exchange Clearinghouses 0 1 3 18 1 2 8 47
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 2 3 6 368 2 5 22 1,043
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 0 1 5 34
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 0 0 2 409
Failed delivery and daily Treasury bill returns 0 0 1 50 0 0 1 978
Interest-rate derivatives and bank lending 0 0 0 0 0 6 12 541
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 1 1 5 195
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 0 0 2 487
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 2 4 11 870
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 0 1 1 107 1 2 8 365
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 2 7 23 1,210
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 1 1 2 325
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 0 0 1 11
Spreads, information flows and transparency across trading systems 0 0 0 0 0 2 3 375
Stock margins and the conditional probability of price reversals 0 0 0 0 0 0 6 724
The Immediacy Implications of Exchange Orgzanization 0 0 0 99 0 0 2 367
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 0 3 42
The effect of bank-held derivatives on credit accessibility 0 0 0 0 0 0 5 318
The immediacy implications of exchange organization 0 1 1 64 1 5 9 388
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 0 0 0 799
Variability and stationarity of term premia 0 0 0 1 0 0 0 178
Total Working Papers 2 6 12 713 13 42 146 10,012


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 1 678
A good hedge keeps dogs off the yard 0 0 0 2 0 2 2 397
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 2 2 8
A review of regulatory mechanisms to control the volatility of prices 0 0 0 40 1 3 5 81
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 0 1 142 0 2 8 594
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 0 1 7 606
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 2 0 0 0 7
Bank Lending and Interest- Rate Derivatives 0 1 6 12 2 5 33 61
Circuit breakers 0 0 1 45 0 0 5 101
Credit derivatives: just-in-time provisioning for loan losses 0 0 0 251 0 0 2 738
Credit derivatives: the latest new thing 0 0 0 301 0 0 1 1,723
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 0 1 18 0 3 8 61
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 1 348
Do markets react to regulatory information? 0 0 1 29 0 0 1 110
Does program trading cause stock prices to overreact? 0 0 0 28 0 0 1 60
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 0 67 0 0 1 368
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 0 0 0 21 1 1 2 102
Futures margin and excess volatility 0 0 0 10 0 0 2 425
Improving regulatory standards for clearing facilities 0 0 0 59 0 0 0 276
Interest-rate derivatives and bank lending 0 1 8 236 1 4 18 523
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 1 45 1 3 10 142
Public policy intervention through futures market operations 0 0 0 2 0 0 1 7
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 1 1 10
Spreads, information flows and transparency across trading systems 0 0 1 56 0 0 3 167
Stock margins and the condition probability of price reversals 0 0 0 64 0 0 5 194
The case for universality of the phase diagram of the Fabre and Bechgaard salts 0 0 0 2 0 0 1 15
The economics of disclosure requirements for derivatives 0 1 1 133 0 1 2 423
The value of using interest rate derivatives to manage risk of U.S. banking organizations 2 2 4 127 4 5 20 379
What is multilateral clearing and who cares? 0 3 8 51 0 8 15 337
Total Journal Articles 2 8 33 1,821 11 42 158 9,275


Statistics updated 2021-04-06