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James T. Moser

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Personal Details

First Name: James
Middle Name: T.
Last Name: Moser
Suffix:

RePEc Short-ID: pmo36

Email:
Homepage:
Postal Address:
Phone: 202 885-1998

Affiliation

Kogod School of Business
American University
Location: Washington, District of Columbia (United States)
Homepage: http://www.kogod.american.edu/
Email:
Phone:
Fax: 202-244-1946
Postal: 4400 Massachussetts Avenue, NW, Washington, DC 20016
Handle: RePEc:edi:ksbamus (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. Moser, James T, 1998. "Contracting Innovations and the Evolution of Exchange Clearinghouses," MPRA Paper 35202, University Library of Munich, Germany.
  4. 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.
  5. 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.
  6. William J. Hanley & Karen McCann & James T. Moser, 1996. "Reconsidering regulatory standards for clearing and settlement systems," Proceedings 517, Federal Reserve Bank of Chicago.
  7. 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.
  8. Herbert L. Baer & Virginia Grace France & James T. Moser, 1995. "Determination of collateral deposits by bilateral parties and clearinghouses," Proceedings 473, Federal Reserve Bank of Chicago.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Ramon P. DeGennaro & James T. Moser, 1990. "Failed delivery and daily Treasury bill returns," Working Paper 9003, Federal Reserve Bank of Cleveland.
  21. 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

  1. Julapa Jagtiani & James T. Moser, 2001. "Do markets react to regulatory information?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.
  2. 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.
  3. 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.
  4. H. Wilhelm & D. Jaccard & R. Duprat & C. Bourbonnais & D. Jérome & J. Moser & C. Carcel & J.M. Fabre, 2001. "The case for universality of the phase diagram of the Fabre and Bechgaard salts," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 21(2), pages 175-183, May.
  5. James Moser, 2001. "Fostering mainstream financial access: www.chicagofed.org/unbanked/," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Feb.
  6. 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.
  7. 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.
  8. James T. Moser, 2000. "A modest proposal: securitizing multinational LDC debt," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Sep.
  9. 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.
  10. James T. Moser, 1998. "Credit derivatives: the latest new thing," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.
  11. 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.
  12. Paul Kofman & James Moser, 1997. "Spreads, information flows and transparency across trading systems," Applied Financial Economics, Taylor & Francis Journals, vol. 7(3), pages 281-294.
  13. James T. Moser & Subu Venkataraman, 1996. "The economics of disclosure requirements for derivatives," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Oct.
  14. 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.
  15. 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.
  16. James T. Moser, 1994. "Does program trading cause stock prices to overreact?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Jul, pages 19-24.
  17. James T. Moser, 1994. "What is multilateral clearing and who cares?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  18. 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.
  19. 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.
  20. James T. Moser, 1991. "Futures margin and excess volatility," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.
  21. James T. Moser, 1990. "Circuit breakers," Economic Perspectives, Federal Reserve Bank of Chicago, issue Sep, pages 2-13.
  22. James T. Moser, 1989. "A good hedge keeps dogs off the yard," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  23. 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.
  24. 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):
  1. No paper was announced in a field specific NEP report

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