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 4 4 190
An investigation of returns conditional on trading performance 0 0 0 0 6 6 7 145
Contracting Innovations and the Evolution of Exchange Clearinghouses 0 0 0 19 2 4 4 54
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 0 0 0 371 1 3 3 1,056
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 2 3 7 46
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 3 9 9 420
Failed delivery and daily Treasury bill returns 0 1 1 54 5 11 11 1,004
Interest-rate derivatives and bank lending 0 0 0 0 4 5 5 556
Is There Life(F)E After DTB?: Competitive Aspects of Cross Listed Futures Contracts on Synchronous Markets 0 0 0 0 3 3 3 3
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 2 4 5 205
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 2 2 3 493
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 2 5 11 893
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 0 1 1 109 4 11 16 387
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 2 5 12 1,289
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 3 6 8 337
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 0 1 2 14
Spreads, information flows and transparency across trading systems 0 0 0 0 3 5 5 384
Stock Margins and the Conditional Probability of Price Reversals 0 0 0 0 1 1 1 1
Stock margins and the conditional probability of price reversals 0 0 0 0 1 7 9 741
The Immediacy Implications of Exchange Orgzanization 0 0 0 100 2 6 7 383
The effect of bank-held derivatives on credit accessibility 0 0 0 0 4 5 6 49
The effect of bank-held derivatives on credit accessibility 0 0 0 0 3 4 9 328
The immediacy implications of exchange organization 0 0 0 64 4 6 10 405
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 2 5 11 811
Variability and stationarity of term premia 0 0 0 1 5 5 5 184
Total Working Papers 0 2 2 724 67 126 173 10,378

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 2 2 3 683
A good hedge keeps dogs off the yard 0 0 0 2 0 2 3 400
A modest proposal: securitizing multinational LDC debt 0 0 0 48 1 2 2 214
A note on the crash and participation in stock index futures 0 0 0 1 2 3 3 12
A review of regulatory mechanisms to control the volatility of prices 0 0 0 43 2 4 5 94
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 0 0 144 1 2 4 610
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 2 4 5 620
An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory 0 0 0 0 2 3 5 127
An examination of basis risk due to estimation 0 0 0 2 1 3 4 11
Bank Lending and Interest- Rate Derivatives 0 0 0 22 5 10 10 125
Circuit breakers 0 1 1 52 0 3 5 115
Credit derivatives: just-in-time provisioning for loan losses 0 0 0 251 0 1 3 744
Credit derivatives: the latest new thing 0 0 0 301 1 1 4 1,729
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 0 0 18 3 4 7 70
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 2 4 353
Do markets react to regulatory information? 1 1 1 30 5 5 7 117
Does program trading cause stock prices to overreact? 0 0 0 28 1 2 3 65
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 0 67 2 3 5 373
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 0 0 0 22 2 2 2 130
Futures margin and excess volatility 1 1 1 11 5 7 7 433
Improving regulatory standards for clearing facilities 0 0 0 59 0 1 3 280
Interest-rate derivatives and bank lending 0 0 1 254 2 4 11 581
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 1 3 1 2 3 6
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 4 66 4 9 15 203
Public policy intervention through futures market operations 0 0 0 4 0 1 1 12
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 1 1 1 14
Spreads, information flows and transparency across trading systems 0 0 0 57 0 1 1 172
Stock margins and the condition probability of price reversals 0 0 0 64 7 8 8 206
The case for universality of the phase diagram of the Fabre and Bechgaard salts 0 0 0 2 2 2 2 19
The economics of disclosure requirements for derivatives 0 0 0 133 1 2 3 430
The value of using interest rate derivatives to manage risk of U.S. banking organizations 0 0 0 133 1 5 16 417
What is multilateral clearing and who cares? 0 0 1 56 2 2 5 349
Total Journal Articles 2 3 10 1,902 59 103 160 9,714

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Statistics updated 2026-02-12