James T. Moser at IDEAS
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about: James T. Moser
Personal Details | Affiliation | Works
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Personal Details
First Name: James
Middle Name: T.
Last Name: Moser
Suffix:
RePEc Short-ID: pmo36
Email: Homepage:
Postal Address: Office of the Chief Economist Commodity Futures Trading Commission 1155 21st Street Washinton, DC 20581 USA
Phone: 202 418-5625Affiliation (in no particular order)
Commodity Futures Trading Commission (CFTC)
Government of the United States
Location: Washington, District of Columbia (United States)
Homepage: http://www.cftc.gov/
Email:
Phone: (202) 418-5000
Fax: (202) 418-5521
Postal: Three Lafayette Centre, 1155 21st Street, NW, Washington DC 20581
Handle: RePEc:edi:cftgvus (registered authors at this institution )
Works | Working papers | Articles | Access
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Working papers
James T. Moser, 2002.
"The Immediacy Implications of Exchange Orgzanization ,"
Center for Financial Institutions Working Papers
02-11, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Other versions:
Herbert L. Baer & Virginia G. France & James T. Moser, 2001.
"Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings ,"
Working Paper Series
WP-01-26, Federal Reserve Bank of Chicago.
James T. Moser, 1998.
"Contracting innovations and the evolution of clearing and settlement methods at futures exchanges ,"
Working Paper Series
WP-98-26, Federal Reserve Bank of Chicago.
[Downloadable!]
Elijah Brewer, III & William E. Jackson, III & James T. Moser, 1996.
"Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions ,"
Working Paper Series, Issues in Financial Regulation
WP-96-6, Federal Reserve Bank of Chicago.
Published as:
Brewer, Elijah, III & Jackson, William E, III & Moser, James T, 1996.
"Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 28(3), pages 482-97, August.
[Downloadable!] (restricted) Elijah Brewer & William E. Jackson & James T. Moser, 1996.
"Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions ,"
Proceedings ,
Federal Reserve Bank of Cleveland, issue Aug, pages 482-501.
Elijah Brewer, III & Bernadette A. Minton & James T. Moser, 1996.
"Interest-rate derivatives and bank lending ,"
Working Paper Series, Macroeconomic Issues
WP-96-13, Federal Reserve Bank of Chicago.
Published as:
William J. Hanley & Karen McCann & James T. Moser, 1995.
"Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities ,"
Working Paper Series, Issues in Financial Regulation
95-12, Federal Reserve Bank of Chicago.
Paul Kofman & James T. Moser, 1995.
"Spreads, information flows and transparency across trading systems ,"
Working Paper Series, Issues in Financial Regulation
95-1, Federal Reserve Bank of Chicago.
Published as:
Elijah Brewer, III & Bernadette A. Minton & James T. Moser, 1994.
"The effect of bank-held derivatives on credit accessibility ,"
Working Paper Series, Issues in Financial Regulation
94-5, Federal Reserve Bank of Chicago.
Published as:
James T. Moser, 1994.
"Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges ,"
Working Paper Series, Issues in Financial Regulation
94-3, Federal Reserve Bank of Chicago.
Baer, Herbert L. & France, Virginia G. & Moser, James T., 1994.
"Opportunity cost and prudentiality : an analysis of futures clearinghouse behavior ,"
Policy Research Working Paper Series
1340, The World Bank.
[Downloadable!]
Paul Kofman & James T. Moser, 1993.
"Stock margins and the conditional probability of price reversals ,"
Working Paper Series, Issues in Financial Regulation
93-5, Federal Reserve Bank of Chicago.
Published as:
Herbert L. Baer & Virginia G. France & James T. Moser, 1993.
"Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior ,"
Working Paper Series, Issues in Financial Regulation
93-18, Federal Reserve Bank of Chicago.
Paul Kofman & Tony Bouwman & James T. Moser, 1993.
"Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets ,"
Working Paper Series, Issues in Financial Regulation
93-11, Federal Reserve Bank of Chicago.
James T. Moser & Jacky C. So, 1992.
"An investigation of returns conditional on trading performance ,"
Working Paper Series, Issues in Financial Regulation
92-24, Federal Reserve Bank of Chicago.
James T. Moser, 1992.
"Trading activity, program trading, and the volatility of stock returns ,"
Working Paper Series, Issues in Financial Regulation
92-16, Federal Reserve Bank of Chicago.
Franses, P.H. & Kofman, P. & Moser, J., 1992.
"Garch Effects on a Test of Cointegration ,"
Papers
9249-a, Erasmus University of Rotterdam - Econometric Institute.
Ramon P. DeGennaro & James T. Moser, 1990.
"Failed delivery and daily Treasury bill returns ,"
Working Paper
9003, Federal Reserve Bank of Cleveland.
[Downloadable!]
James T. Moser, 1990.
"Evidence on the impact of futures margin specifications on the performance of futures and cash markets ,"
Working Paper Series, Issues in Financial Regulation
90-20, Federal Reserve Bank of Chicago.
Ramon P. DeGennaro & James T. Moser, 1989.
"Variability and stationarity of term premia ,"
Working Paper Series, Issues in Financial Regulation
89-16, Federal Reserve Bank of Chicago.
Articles
Paul Kofman & James T. Moser, 2001.
"Stock margins and the condition probability of price reversals ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Q III, pages 2-12.
[Downloadable!] Other versions:
Elijah Brewer, III & William E. Jackson, III & James T. Moser, 2001.
"The value of using interest rate derivatives to manage risk of U.S. banking organizations ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Q III, pages 49-66.
[Downloadable!]
Linda Allen & Julapa Jagtiani & James Moser, 2001.
"Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications ,"
Journal of Financial Services Research ,
Springer, vol. 20(2), pages 213-232, October.
[Downloadable!] (restricted)
Julapa Jagtiani & James T. Moser, 2001.
"Do markets react to regulatory information? ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Jun.
[Downloadable!]
James Moser, 2001.
"Fostering mainstream financial access: www.chicagofed.org/unbanked/ ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Feb.
[Downloadable!]
Linda Allen & Julapa A. Jagtiani & James Moser, 2000.
"Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs' application to convert to FHC ,"
Emerging Issues ,
Federal Reserve Bank of Chicago, issue Oct.
[Downloadable!]
James T. Moser, 2000.
"A modest proposal: securitizing multinational LDC debt ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Sep.
[Downloadable!]
Brewer III, Elijah & Minton, Bernadette A. & Moser, James T., 2000.
"Interest-rate derivatives and bank lending ,"
Journal of Banking & Finance ,
Elsevier, vol. 24(3), pages 353-379, March.
[Downloadable!] (restricted) Other versions:
James T. Moser, 1998.
"Credit derivatives: the latest new thing ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Jun.
[Downloadable!]
James T. Moser, 1998.
"Credit derivatives: just-in-time provisioning for loan losses ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Q IV, pages 2-11.
[Downloadable!]
Kofman, Paul & Moser, James T, 1997.
"Spreads, Information Flows and Transparency across Trading Systems ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 7(3), pages 281-94, June.
[Downloadable!] (restricted) Other versions:
James T. Moser & Subu Venkataraman, 1996.
"The economics of disclosure requirements for derivatives ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Oct.
[Downloadable!]
William J. Hanley & Karen McCann & James T. Moser, 1996.
"Improving regulatory standards for clearing facilities ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Jan.
[Downloadable!]
Elijah Brewer & William E. Jackson & James T. Moser, 1996.
"Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions ,"
Proceedings ,
Federal Reserve Bank of Cleveland, issue Aug, pages 482-501.
Other versions: Published as:
Brewer, Elijah, III & Jackson, William E, III & Moser, James T, 1996.
"Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 28(3), pages 482-97, August.
[Downloadable!] (restricted)
William J. Hanley & Karen McCann & James T. Moser, 1996.
"Reconsidering regulatory standards for clearing and settlement systems ,"
Proceedings ,
Federal Reserve Bank of Chicago, issue May, pages 441-458.
Herbert L. Baer & Virginia Grace France & James T. Moser, 1995.
"Determination of collateral deposits by bilateral parties and clearinghouses ,"
Proceedings ,
Federal Reserve Bank of Chicago, issue May, pages 525-546.
James T. Moser, 1994.
"Does program trading cause stock prices to overreact? ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Jul, pages 19-24.
[Downloadable!]
Virginia Grace France & Laura Kodres & James T. Moser, 1994.
"A review of regulatory mechanisms to control the volatility of prices ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Nov, pages 15-28.
[Downloadable!]
Elijah Brewer, III & Bernadette Minton & James T. Moser, 1994.
"The effect of bank-held derivatives on credit accessibility ,"
Proceedings ,
Federal Reserve Bank of Chicago, issue May, pages 208-228.
Other versions:
James T. Moser, 1994.
"What is multilateral clearing and who cares? ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Nov.
[Downloadable!]
James T. Moser, 1992.
"Determining margin for futures contracts: the role of private interests and the relevance of excess volatility ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Mar, pages 2-18.
[Downloadable!]
James T. Moser, 1991.
"Futures margin and excess volatility ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Jun.
[Downloadable!]
James T. Moser, 1990.
"Circuit breakers ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Sep, pages 2-13.
[Downloadable!]
Moser, James T & Lindley, James T, 1989.
"A Simple Formula for Duration: An Extension ,"
The Financial Review ,
Eastern Finance Association, vol. 24(4), pages 611-15, November.
James T. Moser, 1989.
"A good hedge keeps dogs off the yard ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Nov.
[Downloadable!]
Born, Jeffery A & Moser, James T, 1988.
"An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory ,"
The Financial Review ,
Eastern Finance Association, vol. 23(3), pages 287-99, August.
NEP Fields 1 paper by this author was announced in NEP , and specifically in the following field reports (number of papers):
No paper was announced in a field specific NEP report
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This page was last updated on 2009-11-23.
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