Details about James T. Moser

This author is deceased (2015-07-05).

Access statistics for papers by James T. Moser.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pmo36

Working Papers

2002

1. The Immediacy Implications of Exchange Orgzanization
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (2)
   Also in Working Paper Series, Federal Reserve Bank of Chicago (2002) View citations (3)

2001

2. Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings
   Working Paper Series, Federal Reserve Bank of Chicago View citations (7)

1998

3. Contracting Innovations and the Evolution of Exchange Clearinghouses
   MPRA Paper, University Library of Munich, Germany
4. Contracting innovations and the evolution of clearing and settlement methods at futures exchanges
   Working Paper Series, Federal Reserve Bank of Chicago View citations (19)

1996

5. Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions
   Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (22)
   See also Journal Article Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions, Journal of Money, Credit and Banking, Blackwell Publishing (1996) View citations (27) (1996)
6. Interest-rate derivatives and bank lending
   Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (3)
   See also Journal Article Interest-rate derivatives and bank lending, Journal of Banking & Finance, Elsevier (2000) View citations (48) (2000)
7. Reconsidering regulatory standards for clearing and settlement systems
   Proceedings, Federal Reserve Bank of Chicago

1995

8. Determination of collateral deposits by bilateral parties and clearinghouses
   Proceedings, Federal Reserve Bank of Chicago View citations (4)
9. Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities
   Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (3)
10. Spreads, information flows and transparency across trading systems
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (4)
    See also Journal Article Spreads, information flows and transparency across trading systems, Applied Financial Economics, Taylor & Francis Journals (1997) View citations (16) (1997)

1994

11. Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior
    Policy Research Working Paper Series, The World Bank View citations (9)
12. Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (9)
13. The effect of bank-held derivatives on credit accessibility
    Proceedings, Federal Reserve Bank of Chicago View citations (3)
    Also in Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago (1994) View citations (2)

1993

14. Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (1)
15. Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (1)
16. Stock margins and the conditional probability of price reversals
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (2)
    See also Journal Article Stock margins and the condition probability of price reversals, Economic Perspectives, Federal Reserve Bank of Chicago (2001) View citations (3) (2001)

1992

17. An investigation of returns conditional on trading performance
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago
18. Trading activity, program trading, and the volatility of stock returns
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago

1990

19. Evidence on the impact of futures margin specifications on the performance of futures and cash markets
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago View citations (1)
20. Failed delivery and daily Treasury bill returns
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (3)

1989

21. Variability and stationarity of term premia
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago

Journal Articles

2017

1. Bank Lending and Interest- Rate Derivatives
   International Journal of Financial Research, 2017, 8, (4), 23-37 View citations (4)

2013

2. Physical Markets, Paper Markets and the WTI-Brent Spread
   The Energy Journal, 2013, Volume 34, (Number 3) View citations (37)
   Also in The Energy Journal, 2013, 34, (3), 129-152 (2013)

2009

3. Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth
   Journal of Futures Markets, 2009, 29, (12), 1130-1160 View citations (2)

2001

4. Do markets react to regulatory information?
   Chicago Fed Letter, 2001, (Jun)
5. Fostering mainstream financial access: www.chicagofed.org/unbanked/
   Chicago Fed Letter, 2001, (Feb)
6. Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications
   Journal of Financial Services Research, 2001, 20, (2), 213-232 View citations (14)
7. Stock margins and the condition probability of price reversals
   Economic Perspectives, 2001, 25, (Q III), 2-12 View citations (3)
   See also Working Paper Stock margins and the conditional probability of price reversals, Working Paper Series, Issues in Financial Regulation (1993) View citations (2) (1993)
8. The case for universality of the phase diagram of the Fabre and Bechgaard salts
   The European Physical Journal B: Condensed Matter and Complex Systems, 2001, 21, (2), 175-183
9. The value of using interest rate derivatives to manage risk of U.S. banking organizations
   Economic Perspectives, 2001, 25, (Q III), 49-66 View citations (11)

2000

10. A modest proposal: securitizing multinational LDC debt
    Chicago Fed Letter, 2000, (Sep)
11. Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs' application to convert to FHC
    Emerging Issues, 2000, (Oct)
12. Interest-rate derivatives and bank lending
    Journal of Banking & Finance, 2000, 24, (3), 353-379 View citations (48)
    See also Working Paper Interest-rate derivatives and bank lending, Working Paper Series, Macroeconomic Issues (1996) View citations (3) (1996)

1998

13. Credit derivatives: just-in-time provisioning for loan losses
    Economic Perspectives, 1998, 22, (Q IV), 2-11 View citations (4)
14. Credit derivatives: the latest new thing
    Chicago Fed Letter, 1998, (Jun) View citations (1)

1997

15. Spreads, information flows and transparency across trading systems
    Applied Financial Economics, 1997, 7, (3), 281-294 View citations (16)
    See also Working Paper Spreads, information flows and transparency across trading systems, Working Paper Series, Issues in Financial Regulation (1995) View citations (4) (1995)

1996

16. Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions
    Journal of Money, Credit and Banking, 1996, 28, (3), 482-97 View citations (27)
    Also in Proceedings, 1996, (Aug), 482-501 (1996) View citations (28)
    See also Working Paper Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions, Working Paper Series, Issues in Financial Regulation (1996) View citations (22) (1996)
17. Improving regulatory standards for clearing facilities
    Chicago Fed Letter, 1996, (Jan)
18. The economics of disclosure requirements for derivatives
    Chicago Fed Letter, 1996, (Oct) View citations (2)

1994

19. A note on the crash and participation in stock index futures
    Journal of Futures Markets, 1994, 14, (1), 117-119
20. A review of regulatory mechanisms to control the volatility of prices
    Economic Perspectives, 1994, 18, (Nov), 15-28 View citations (13)
21. Does program trading cause stock prices to overreact?
    Economic Perspectives, 1994, 18, (Jul), 19-24
22. What is multilateral clearing and who cares?
    Chicago Fed Letter, 1994, (Nov)

1992

23. Determining margin for futures contracts: the role of private interests and the relevance of excess volatility
    Economic Perspectives, 1992, 16, (Mar), 2-18 View citations (3)

1991

24. Futures margin and excess volatility
    Chicago Fed Letter, 1991, (Jun) View citations (1)

1990

25. An examination of basis risk due to estimation
    Journal of Futures Markets, 1990, 10, (5), 457-467 View citations (4)
26. Circuit breakers
    Economic Perspectives, 1990, 14, (Sep), 2-13 View citations (5)
27. Public policy intervention through futures market operations
    Journal of Futures Markets, 1990, 10, (6), 567-571 View citations (2)

1989

28. A Simple Formula for Duration: An Extension
    The Financial Review, 1989, 24, (4), 611-15 View citations (1)
29. A good hedge keeps dogs off the yard
    Chicago Fed Letter, 1989, (Nov)

1988

30. An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory
    The Financial Review, 1988, 23, (3), 287-99 View citations (1)