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James T. Moser

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Personal Details

This person is deceased (Date: 05 Jul 2015)
First Name:James
Middle Name:T.
Last Name:Moser
Suffix:
RePEc Short-ID:pmo36
202 885-1998
Terminal Degree:1986 Department of Finance; Fisher College of Business; Ohio State University (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles

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. Virginia G. France & Herbert L. Baer & 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, revised 2001.
  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. William J. Hanley & Karen McCann & James T. Moser, 1996. "Reconsidering regulatory standards for clearing and settlement systems," Proceedings 517, Federal Reserve Bank of Chicago.
  6. Elijah Brewer & 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.
  7. Elijah Brewer & William James Adams & 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. James T. Moser & Paul Kofman, 1995. "Spreads, information flows and transparency across trading systems," Working Paper Series, Issues in Financial Regulation 95-1, Federal Reserve Bank of Chicago, revised 1995.
  9. William J. Hanley & James T. Moser & Karen McCann, 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, revised 1995.
  10. James T. Moser & Virginia G. France & Herbert L. Baer, 1995. "Determination of collateral deposits by bilateral parties and clearinghouses," Proceedings 473, Federal Reserve Bank of Chicago.
  11. 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, revised 1994.
  12. 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.
  13. Elijah Brewer & 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.
  14. 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, revised 1993.
  15. Herbert L. Baer & James T. Moser & Virginia G. France, 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, revised 1993.
  16. James T. Moser & Paul Kofman, 1993. "Stock margins and the conditional probability of price reversals," Working Paper Series, Issues in Financial Regulation 93-5, Federal Reserve Bank of Chicago, revised 1993.
  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, revised 1992.
  18. Jacky C. So & James T. Moser, 1992. "An investigation of returns conditional on trading performance," Working Paper Series, Issues in Financial Regulation 92-24, Federal Reserve Bank of Chicago, revised 1992.
  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, revised 1990.
  20. James T. Moser & Ramon P. DeGennaro, 1990. "Failed delivery and daily Treasury bill returns," Working Papers (Old Series) 9003, Federal Reserve Bank of Cleveland, revised 1990.
  21. James T. Moser & Ramon P. DeGennaro, 1989. "Variability and stationarity of term premia," Working Paper Series, Issues in Financial Regulation 89-16, Federal Reserve Bank of Chicago, revised 1989.

Articles

  1. Fang Zhao & James Moser, 2017. "Bank Lending and Interest- Rate Derivatives," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(4), pages 23-37, October.
  2. Bahattin Buyuksahin, Thomas K. Lee, James T. Moser, and Michel A. Robe, 2013. "Physical Markets, Paper Markets and the WTI-Brent Spread," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  3. Paul Kofman & David Michayluk & James T. Moser, 2009. "Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(12), pages 1130-1160, December.
  4. 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;Western Finance Association, vol. 20(2), pages 213-232, October.
  5. 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;EDP Sciences, vol. 21(2), pages 175-183, May.
  6. James T. Moser, 2001. "Fostering mainstream financial access: www.chicagofed.org/unbanked/," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue feb.
  7. Paul Kofman & James T. Moser, 2001. "Stock margins and the condition probability of price reversals," Economic Perspectives, Federal Reserve Bank of Chicago, issue qiii, pages 2-12.
  8. Elijah Brewer & William E. Jackson & 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 qiii, pages 49-66.
  9. Julapa Jagtiani & James T. Moser, 2001. "Do markets react to regulatory information?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue jun.
  10. James T. Moser, 2000. "A modest proposal: securitizing multinational LDC debt," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue sep.
  11. Linda Allen & James T. Moser & Julapa Jagtiani, 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.
  12. 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.
  13. James T. Moser, 1998. "Credit derivatives: just-in-time provisioning for loan losses," Economic Perspectives, Federal Reserve Bank of Chicago, issue qiv, pages 2-11.
  14. James T. Moser, 1998. "Credit derivatives: the latest new thing," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue jun.
  15. 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.
  16. James T. Moser & Karen McCann & William J. Hanley, 1996. "Improving regulatory standards for clearing facilities," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue jan.
  17. Subu Venkataraman & James T. Moser, 1996. "The economics of disclosure requirements for derivatives," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue oct.
  18. James T. Moser & William E. Jackson & Elijah Brewer, 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.
  19. James T. Moser, 1994. "Does program trading cause stock prices to overreact?," Economic Perspectives, Federal Reserve Bank of Chicago, issue jul, pages 19-24.
  20. James T. Moser, 1994. "A note on the crash and participation in stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(1), pages 117-119, February.
  21. James T. Moser, 1994. "What is multilateral clearing and who cares?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue nov.
  22. Virginia G. France & Laura E. 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.
  23. 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.
  24. James T. Moser, 1991. "Futures margin and excess volatility," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue jun.
  25. James T. Moser & Billy Helms, 1990. "An examination of basis risk due to estimation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(5), pages 457-467, October.
  26. James T. Moser, 1990. "Circuit breakers," Economic Perspectives, Federal Reserve Bank of Chicago, issue sep, pages 2-13.
  27. James T. Moser, 1990. "Public policy intervention through futures market operations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(6), pages 567-571, December.
  28. James T. Moser, 1989. "A good hedge keeps dogs off the yard," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue nov.
  29. Moser, James T & Lindley, James T, 1989. "A Simple Formula for Duration: An Extension," The Financial Review, Eastern Finance Association, vol. 24(4), pages 611-615, November.
  30. 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 287-299, August.

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