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 3 4 8 194
An investigation of returns conditional on trading performance 0 0 0 0 0 3 9 148
Contracting Innovations and the Evolution of Exchange Clearinghouses 0 1 1 20 1 2 6 56
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges 0 1 1 372 3 8 11 1,064
Determination of collateral deposits by bilateral parties and clearinghouses 0 0 0 0 1 1 5 47
Evidence on the impact of futures margin specifications on the performance of futures and cash markets 0 0 0 0 1 1 10 421
Failed delivery and daily Treasury bill returns 0 0 1 54 2 4 15 1,008
Interest-rate derivatives and bank lending 0 0 0 0 4 4 9 560
Is There Life(F)E After DTB?: Competitive Aspects of Cross Listed Futures Contracts on Synchronous Markets 0 0 0 0 2 3 6 6
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets 0 0 0 0 2 4 8 209
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior 0 0 0 2 1 2 4 495
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings 0 0 0 0 4 4 12 897
Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior 0 0 1 109 2 5 21 392
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges 0 0 0 4 2 5 15 1,294
Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities 0 0 0 0 2 5 12 342
Reconsidering regulatory standards for clearing and settlement systems 0 0 0 0 1 1 3 15
Spreads, information flows and transparency across trading systems 0 0 0 0 3 5 10 389
Stock Margins and the Conditional Probability of Price Reversals 0 0 0 0 1 1 2 2
Stock margins and the conditional probability of price reversals 0 0 0 0 1 1 9 742
The Immediacy Implications of Exchange Orgzanization 0 0 0 100 0 1 8 384
The effect of bank-held derivatives on credit accessibility 0 0 0 0 1 1 7 50
The effect of bank-held derivatives on credit accessibility 0 0 0 0 1 1 10 329
The immediacy implications of exchange organization 0 0 0 64 3 5 13 410
Trading activity, program trading, and the volatility of stock returns 0 0 0 0 3 3 14 814
Variability and stationarity of term premia 0 0 0 1 1 4 9 188
Total Working Papers 0 2 4 726 45 78 236 10,456

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 4 4 7 687
A good hedge keeps dogs off the yard 0 0 0 2 4 5 7 405
A modest proposal: securitizing multinational LDC debt 0 0 0 48 2 2 4 216
A note on the crash and participation in stock index futures 0 0 0 1 2 3 6 15
A review of regulatory mechanisms to control the volatility of prices 0 0 0 43 3 4 8 98
Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions 0 0 0 144 1 1 5 611
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions 0 0 0 0 6 7 11 627
An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory 0 0 0 0 4 4 8 131
An examination of basis risk due to estimation 0 0 0 2 1 1 5 12
Bank Lending and Interest- Rate Derivatives 0 0 0 22 4 4 14 129
Circuit breakers 0 0 1 52 0 0 4 115
Credit derivatives: just-in-time provisioning for loan losses 0 0 0 251 1 1 4 745
Credit derivatives: the latest new thing 0 0 0 301 2 3 5 1,732
Determining margin for futures contracts: the role of private interests and the relevance of excess volatility 0 0 0 18 1 1 7 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 2 3 7 356
Do markets react to regulatory information? 0 0 1 30 2 3 9 120
Does program trading cause stock prices to overreact? 0 0 0 28 1 2 5 67
Fostering mainstream financial access: www.chicagofed.org/unbanked/ 0 0 0 67 2 2 5 375
Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications 0 0 0 22 0 3 5 133
Futures margin and excess volatility 0 0 1 11 2 2 9 435
Improving regulatory standards for clearing facilities 0 0 0 59 3 5 7 285
Interest-rate derivatives and bank lending 0 0 0 254 1 8 16 589
Physical Markets, Paper Markets and the WTI-Brent Spread 0 0 0 3 8 13 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 1 2 3 16
Spreads, information flows and transparency across trading systems 0 0 0 57 1 1 2 173
Stock margins and the condition probability of price reversals 0 1 1 65 2 6 14 212
The case for universality of the phase diagram of the Fabre and Bechgaard salts 0 0 0 2 1 1 3 20
The economics of disclosure requirements for derivatives 0 0 0 133 1 3 5 433
The value of using interest rate derivatives to manage risk of U.S. banking organizations 0 0 0 133 0 4 19 421
What is multilateral clearing and who cares? 0 0 0 56 4 4 6 353
Total Journal Articles 0 1 4 1,837 66 102 226 9,613
1 registered items for which data could not be found
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Statistics updated 2026-05-06