James T. Moser
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James |
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T. |
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Moser |
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author of:
- Physical Markets, Paper Markets and the WTI-Brent Spread (RePEc:aen:journl:ej34-3-06)
by Bahattin Buyuksahin, Thomas K. Lee, James T. Moser, and Michel A. Robe - An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory (RePEc:bla:finrev:v:23:y:1988:i:3:p:287-99)
by Born, Jeffery A & Moser, James T - A Simple Formula for Duration: An Extension (RePEc:bla:finrev:v:24:y:1989:i:4:p:611-15)
by Moser, James T & Lindley, James T - Interest-rate derivatives and bank lending (RePEc:eee:jbfina:v:24:y:2000:i:3:p:353-379)
by Brewer III, Elijah & Minton, Bernadette A. & Moser, James T. - Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions (RePEc:fip:fedcpr:y:1996:i:aug:p:482-501)
by Elijah Brewer & William E. Jackson & James T. Moser - Failed delivery and daily Treasury bill returns (RePEc:fip:fedcwp:9003)
by Ramon P. DeGennaro & James T. Moser - Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs' application to convert to FHC (RePEc:fip:fedhei:y:2000:i:oct:n:sr-00-9r)
by Linda Allen & Julapa Jagtiani & James T. Moser - Circuit breakers (RePEc:fip:fedhep:y:1990:i:sep:p:2-13:n:v.14no.5)
by James T. Moser - Determining margin for futures contracts: the role of private interests and the relevance of excess volatility (RePEc:fip:fedhep:y:1992:i:mar:p:2-18:n:v.16no.2)
by James T. Moser - Does program trading cause stock prices to overreact? (RePEc:fip:fedhep:y:1994:i:jul:p:19-24:n:v.18no.4)
by James T. Moser - A review of regulatory mechanisms to control the volatility of prices (RePEc:fip:fedhep:y:1994:i:nov:p:15-28:n:v.18no.6)
by Virginia G. France & Laura E. Kodres & James T. Moser - Credit derivatives: just-in-time provisioning for loan losses (RePEc:fip:fedhep:y:1998:i:qiv:p:2-11:n:v.22no.4)
by James T. Moser - Stock margins and the condition probability of price reversals (RePEc:fip:fedhep:y:2001:i:qiii:p:2-12:n:v.25no.3)
by Paul Kofman & James T. Moser - The value of using interest rate derivatives to manage risk of U.S. banking organizations (RePEc:fip:fedhep:y:2001:i:qiii:p:49-66:n:v.25no.3)
by Elijah Brewer & William E. Jackson & James T. Moser - Variability and stationarity of term premia (RePEc:fip:fedhfi:89-16)
by Ramon P. DeGennaro & James T. Moser - Evidence on the impact of futures margin specifications on the performance of futures and cash markets (RePEc:fip:fedhfi:90-20)
by James T. Moser - Trading activity, program trading, and the volatility of stock returns (RePEc:fip:fedhfi:92-16)
by James T. Moser - An investigation of returns conditional on trading performance (RePEc:fip:fedhfi:92-24)
by James T. Moser & Jacky C. So - Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets (RePEc:fip:fedhfi:93-11)
by Tony Bouwman & Paul Kofman & James T. Moser - Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior (RePEc:fip:fedhfi:93-18)
by Herbert L. Baer & Virginia G. France & James T. Moser - Stock margins and the conditional probability of price reversals (RePEc:fip:fedhfi:93-5)
by Paul Kofman & James T. Moser - Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges (RePEc:fip:fedhfi:94-3)
by James T. Moser - The effect of bank-held derivatives on credit accessibility (RePEc:fip:fedhfi:94-5)
by Elijah Brewer & Bernadette A. Minton & James T. Moser - Spreads, information flows and transparency across trading systems (RePEc:fip:fedhfi:95-1)
by Paul Kofman & James T. Moser - Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities (RePEc:fip:fedhfi:95-12)
by William J. Hanley & Karen McCann & James T. Moser - Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions (RePEc:fip:fedhfi:wp-96-6)
by William James Adams & Elijah Brewer & James T. Moser - A good hedge keeps dogs off the yard (RePEc:fip:fedhle:y:1989:i:nov:n:27)
by James T. Moser - Futures margin and excess volatility (RePEc:fip:fedhle:y:1991:i:jun:n:46)
by James T. Moser - What is multilateral clearing and who cares? (RePEc:fip:fedhle:y:1994:i:nov:n:87)
by James T. Moser - Improving regulatory standards for clearing facilities (RePEc:fip:fedhle:y:1996:i:jan:n:101)
by William J. Hanley & Karen McCann & James T. Moser - The economics of disclosure requirements for derivatives (RePEc:fip:fedhle:y:1996:i:oct:n:110)
by James T. Moser & Subu Venkataraman - Credit derivatives: the latest new thing (RePEc:fip:fedhle:y:1998:i:jun:n:130)
by James T. Moser - A modest proposal: securitizing multinational LDC debt (RePEc:fip:fedhle:y:2000:i:sep:n:157)
by James T. Moser - Fostering mainstream financial access: www.chicagofed.org/unbanked/ (RePEc:fip:fedhle:y:2001:i:feb:n:162)
by James T. Moser - Do markets react to regulatory information? (RePEc:fip:fedhle:y:2001:i:jun:n:166)
by Julapa Jagtiani & James T. Moser - Interest-rate derivatives and bank lending (RePEc:fip:fedhma:wp-96-13)
by Elijah Brewer & Bernadette A. Minton & James T. Moser - The effect of bank-held derivatives on credit accessibility (RePEc:fip:fedhpr:31)
by Elijah Brewer & Bernadette A. Minton & James T. Moser - Determination of collateral deposits by bilateral parties and clearinghouses (RePEc:fip:fedhpr:473)
by Herbert L. Baer & Virginia G. France & James T. Moser - Reconsidering regulatory standards for clearing and settlement systems (RePEc:fip:fedhpr:517)
by William J. Hanley & Karen McCann & James T. Moser - Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings (RePEc:fip:fedhwp:wp-01-26)
by Herbert L. Baer & Virginia G. France & James T. Moser - The immediacy implications of exchange organization (RePEc:fip:fedhwp:wp-02-09)
by James T. Moser - Contracting innovations and the evolution of clearing and settlement methods at futures exchanges (RePEc:fip:fedhwp:wp-98-26)
by James T. Moser - Bank Lending and Interest- Rate Derivatives (RePEc:jfr:ijfr11:v:8:y:2017:i:4:p:23-37)
by Fang Zhao & James Moser - Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications (RePEc:kap:jfsres:v:20:y:2001:i:2:p:213-232)
by Linda Allen & Julapa Jagtiani & James Moser - Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions (RePEc:mcb:jmoncb:v:28:y:1996:i:3:p:482-97)
by Brewer, Elijah, III & Jackson, William E, III & Moser, James T - Contracting Innovations and the Evolution of Exchange Clearinghouses (RePEc:pra:mprapa:35202)
by Moser, James T - The case for universality of the phase diagram of the Fabre and Bechgaard salts (RePEc:spr:eurphb:v:21:y:2001:i:2:p:175-183:10.1007/pl00011120)
by H. Wilhelm & D. Jaccard & R. Duprat & C. Bourbonnais & D. Jérome & J. Moser & C. Carcel & J.M. Fabre - Spreads, information flows and transparency across trading systems (RePEc:taf:apfiec:v:7:y:1997:i:3:p:281-294)
by Paul Kofman & James Moser - Opportunity cost and prudentiality : an analysis of futures clearinghouse behavior (RePEc:wbk:wbrwps:1340)
by Baer, Herbert L. & France, Virginia G. & Moser, James T. - An examination of basis risk due to estimation (RePEc:wly:jfutmk:v:10:y:1990:i:5:p:457-467)
by James T. Moser & Billy Helms - Public policy intervention through futures market operations (RePEc:wly:jfutmk:v:10:y:1990:i:6:p:567-571)
by James T. Moser - A note on the crash and participation in stock index futures (RePEc:wly:jfutmk:v:14:y:1994:i:1:p:117-119)
by James T. Moser - Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth (RePEc:wly:jfutmk:v:29:y:2009:i:12:p:1130-1160)
by Paul Kofman & David Michayluk & James T. Moser - The Immediacy Implications of Exchange Orgzanization (RePEc:wop:pennin:02-11)
by James T. Moser