8
H index
7
i10 index
212
Citations
James T. Moser : Citation Profile
| RESEARCH PRODUCTION: 31 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1988 - 2015). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James T. Moser. | Is cited by:
| Cites to:
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Main data
Where James T. Moser has published?
| Journals with more than one article published | # docs |
|---|---|
| Chicago Fed Letter | 9 |
| Economic Perspectives | 7 |
| Journal of Futures Markets | 4 |
| The Financial Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago | 12 |
| Working Paper Series / Federal Reserve Bank of Chicago | 3 |
| Proceedings / Federal Reserve Bank of Chicago | 3 |
Recent works citing James T. Moser (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | The Value of Central Clearing. (2020). Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2021-2053. Full description at Econpapers || Download paper |
| 2020 | Has bail-in increased market discipline? An empirical investigation of European banks’ credit spreads. (2020). Osborne, Matthew ; Lindstrom, Ryan . In: Bank of England working papers. RePEc:boe:boeewp:0887. Full description at Econpapers || Download paper |
| 2020 | Which banks smooth and at what price?. (2020). Zachariadis, Marios ; Vinogradov, Dmitri ; Kokas, Sotirios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918307843. Full description at Econpapers || Download paper |
| 2020 | Interest rate derivatives and risk exposure: Evidence from the life insurance industry. (2020). Shiu, Yung-Ming ; Chang, Ariana ; Liu, Hui-Hsuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301566. Full description at Econpapers || Download paper |
| 2020 | A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x. Full description at Econpapers || Download paper |
| 2020 | Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471. Full description at Econpapers || Download paper |
| 2020 | Labor unions and bank risk culture: evidence from the financial crisis. (2020). Lin, Chih-Yung ; Hsu, Hsing-Hua ; Chen, Yan-Shing ; Bui, Dien Giau. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300814. Full description at Econpapers || Download paper |
| 2020 | Setting the margins of Hang Seng Index Futures on different positions using an APARCH-GPD Model based on extreme value theory. (2020). Yu, Wenqiang ; Chen, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:544:y:2020:i:c:s0378437119318023. Full description at Econpapers || Download paper |
| 2020 | What Drives Derivatives: An Indian Perspective. (2020). Sahoo, Seshadev . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:134-:d:374901. Full description at Econpapers || Download paper |
| 2021 | Derivative use, ownership structure and lending activities of US banks. (2021). Osah, Theophilus T ; Abugri, Benjamin A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:1:d:10.1007_s12197-020-09535-3. Full description at Econpapers || Download paper |
| 2020 | Interest and credit risk management in German banks: Evidence from a quantitative survey. (2020). Memmel, Christoph ; Drager, Vanessa ; Heckmann-Draisbach, Lotta. In: Discussion Papers. RePEc:zbw:bubdps:022020. Full description at Econpapers || Download paper |
Works by James T. Moser:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Physical Markets, Paper Markets and the WTI-Brent Spread In: The Energy Journal. [Full Text][Citation analysis] | article | 18 |
| 1988 | An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory. In: The Financial Review. [Citation analysis] | article | 1 |
| 1989 | A Simple Formula for Duration: An Extension. In: The Financial Review. [Citation analysis] | article | 1 |
| 2000 | Interest-rate derivatives and bank lending In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
| 1996 | Interest-rate derivatives and bank lending.(1996) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 1996 | Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions In: Proceedings. [Citation analysis] | article | 25 |
| 1996 | Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions.(1996) In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 1996 | Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions..(1996) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 1990 | Failed delivery and daily Treasury bill returns In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 3 |
| 2000 | Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs application to convert to FHC In: Emerging Issues. [Citation analysis] | article | 0 |
| 1990 | Circuit breakers In: Economic Perspectives. [Full Text][Citation analysis] | article | 5 |
| 1992 | Determining margin for futures contracts: the role of private interests and the relevance of excess volatility In: Economic Perspectives. [Full Text][Citation analysis] | article | 3 |
| 1994 | Does program trading cause stock prices to overreact? In: Economic Perspectives. [Full Text][Citation analysis] | article | 0 |
| 1994 | A review of regulatory mechanisms to control the volatility of prices In: Economic Perspectives. [Full Text][Citation analysis] | article | 12 |
| 1998 | Credit derivatives: just-in-time provisioning for loan losses In: Economic Perspectives. [Full Text][Citation analysis] | article | 4 |
| 2001 | Stock margins and the condition probability of price reversals In: Economic Perspectives. [Full Text][Citation analysis] | article | 3 |
| 1993 | Stock margins and the conditional probability of price reversals.(1993) In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2001 | The value of using interest rate derivatives to manage risk of U.S. banking organizations In: Economic Perspectives. [Full Text][Citation analysis] | article | 9 |
| 1989 | Variability and stationarity of term premia In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1990 | Evidence on the impact of futures margin specifications on the performance of futures and cash markets In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1992 | Trading activity, program trading, and the volatility of stock returns In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1992 | An investigation of returns conditional on trading performance In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1993 | Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 1 |
| 1993 | Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1994 | Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 8 |
| 1994 | The effect of bank-held derivatives on credit accessibility In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 2 |
| 1994 | The effect of bank-held derivatives on credit accessibility.(1994) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1995 | Spreads, information flows and transparency across trading systems In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 17 |
| 1997 | Spreads, information flows and transparency across trading systems.(1997) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 1995 | Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 3 |
| 1989 | A good hedge keeps dogs off the yard In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 1991 | Futures margin and excess volatility In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 1 |
| 1994 | What is multilateral clearing and who cares? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 1996 | Improving regulatory standards for clearing facilities In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 1996 | The economics of disclosure requirements for derivatives In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 2 |
| 1998 | Credit derivatives: the latest new thing In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 1 |
| 2000 | A modest proposal: securitizing multinational LDC debt In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 2001 | Fostering mainstream financial access: www.chicagofed.org/unbanked/ In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 2001 | Do markets react to regulatory information? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 1995 | Determination of collateral deposits by bilateral parties and clearinghouses. In: Proceedings. [Citation analysis] | paper | 4 |
| 1996 | Reconsidering regulatory standards for clearing and settlement systems In: Proceedings. [Citation analysis] | paper | 0 |
| 2001 | Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings In: Working Paper Series. [Citation analysis] | paper | 6 |
| 2002 | The immediacy implications of exchange organization In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2002 | The Immediacy Implications of Exchange Orgzanization.(2002) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1998 | Contracting innovations and the evolution of clearing and settlement methods at futures exchanges In: Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2017 | Bank Lending and Interest- Rate Derivatives In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
| 2001 | Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 13 |
| 1998 | Contracting Innovations and the Evolution of Exchange Clearinghouses In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The case for universality of the phase diagram of the Fabre and Bechgaard salts In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
| 1994 | Opportunity cost and prudentiality : an analysis of futures clearinghouse behavior In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 1990 | An examination of basis risk due to estimation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 1990 | Public policy intervention through futures market operations In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 1994 | A note on the crash and participation in stock index futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2009 | Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
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