James T. Moser : Citation Profile


Deceased: 2015-07-05

8

H index

8

i10 index

231

Citations

RESEARCH PRODUCTION:

31

Articles

23

Papers

RESEARCH ACTIVITY:

   27 years (1988 - 2015). See details.
   Cites by year: 8
   Journals where James T. Moser has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 8 (3.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo36
   Updated: 2022-08-06    RAS profile:    
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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:

Roberds, William (11)

Kahn, Charles (9)

Memmel, Christoph (9)

Schertler, Andrea (6)

McAndrews, James (6)

Evanoff, Douglas (5)

Cummins, John (4)

Vall Castello, Judit (3)

Phillips, Richard (3)

Kim, Kenneth (3)

Hassan, M. Kabir (3)

Cites to:

Gorton, Gary (13)

Rosen, Richard (11)

Flannery, Mark (8)

Schwert, G. (7)

Shleifer, Andrei (5)

Kane, Edward (5)

Summers, Lawrence (5)

Gromb, Denis (4)

Berger, Allen (4)

Vayanos, Dimitri (4)

Stulz, René (3)

Main data


Where James T. Moser has published?


Journals with more than one article published# docs
Chicago Fed Letter9
Economic Perspectives7
Journal of Futures Markets4
The Financial Review2

Working Papers Series with more than one paper published# docs
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago12
Proceedings / Federal Reserve Bank of Chicago3
Working Paper Series / Federal Reserve Bank of Chicago3

Recent works citing James T. Moser (2022 and 2021)


YearTitle of citing document
2022Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria. In: Papers. RePEc:arx:papers:2202.02254.

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2022Credit derivatives and loan yields. (2022). Tannous, George F ; Mamun, Abdullah ; Azam, Nimita. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:205-241.

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2021The Russia-Saudi Arabia oil price war during the COVID-19 pandemic. (2021). Bao, Yukun ; Xiong, Tao ; Ma, Richie Ruchuan. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003984.

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2021Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patterns. (2021). Vellucci, Pierluigi ; Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303765.

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2021Does hedge disclosure influence cost of capital for European banks?. (2021). Acheampong, Albert ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002635.

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2021The Brent-WTI spread revisited: A novel approach. (2021). Powell, John ; Ruble, Isabella. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000013.

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2021Saudi Arabias currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market. (2021). McQuinn, Brian . In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100074x.

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2021Policy uncertainty, the use of derivatives: Evidence from U.S. bank holdingcompanies (BHCs). (2021). Turunen-Red, Arja ; Altalafha, Sarah H ; Hassan, Kabir M ; Tran, Dung Viet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000684.

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2021How the Removal of a Market Barrier Enhanced Market Efficiency: The Case of WTI and Brent Crude Oil Prices. (2021). Bauer, Paul ; Rushlow, Jennifer. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09707-4.

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2021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Working Papers. RePEc:pre:wpaper:202147.

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2021Derivative 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.

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2021Quantile information share under Markov regime?switching. (2021). Yu, Xiaojian ; Wang, Ziling ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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2021Disproportionate costs of uncertainty: Small bank hedging and Dodd?Frank. (2021). Kim, Raymond . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:686-709.

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2021Determinants of the WTI?Brent price spread revisited. (2021). Rathgeber, Andreas W ; Geyerklingeberg, Jerome. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:736-757.

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Works by James T. Moser:


YearTitleTypeCited
2013Physical Markets, Paper Markets and the WTI-Brent Spread In: The Energy Journal.
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article26
1988An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory. In: The Financial Review.
[Citation analysis]
article1
1989A Simple Formula for Duration: An Extension. In: The Financial Review.
[Citation analysis]
article1
2000Interest-rate derivatives and bank lending In: Journal of Banking & Finance.
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article41
1996Interest-rate derivatives and bank lending.(1996) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 41
paper
1996Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions In: Proceedings.
[Citation analysis]
article26
1996Alligators 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: 26
paper
1996Alligators 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: 26
article
1990Failed delivery and daily Treasury bill returns In: Working Papers (Old Series).
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paper3
2000Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs application to convert to FHC In: Emerging Issues.
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article0
1990Circuit breakers In: Economic Perspectives.
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article5
1992Determining margin for futures contracts: the role of private interests and the relevance of excess volatility In: Economic Perspectives.
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article2
1994Does program trading cause stock prices to overreact? In: Economic Perspectives.
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article0
1994A review of regulatory mechanisms to control the volatility of prices In: Economic Perspectives.
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article12
1998Credit derivatives: just-in-time provisioning for loan losses In: Economic Perspectives.
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article4
2001Stock margins and the condition probability of price reversals In: Economic Perspectives.
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article3
1993Stock 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
2001The value of using interest rate derivatives to manage risk of U.S. banking organizations In: Economic Perspectives.
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article10
1989Variability and stationarity of term premia In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper0
1990Evidence 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]
paper0
1992Trading activity, program trading, and the volatility of stock returns In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper0
1992An investigation of returns conditional on trading performance In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper0
1993Is 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]
paper1
1993Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper0
1994Origins 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]
paper8
1994The effect of bank-held derivatives on credit accessibility In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper2
1994The effect of bank-held derivatives on credit accessibility.(1994) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1995Spreads, information flows and transparency across trading systems In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper18
1997Spreads, information flows and transparency across trading systems.(1997) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 18
article
1995Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities In: Working Paper Series, Issues in Financial Regulation.
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paper3
1989A good hedge keeps dogs off the yard In: Chicago Fed Letter.
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article0
1991Futures margin and excess volatility In: Chicago Fed Letter.
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article1
1994What is multilateral clearing and who cares? In: Chicago Fed Letter.
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article0
1996Improving regulatory standards for clearing facilities In: Chicago Fed Letter.
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article0
1996The economics of disclosure requirements for derivatives In: Chicago Fed Letter.
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article2
1998Credit derivatives: the latest new thing In: Chicago Fed Letter.
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article1
2000A modest proposal: securitizing multinational LDC debt In: Chicago Fed Letter.
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article0
2001Fostering mainstream financial access: www.chicagofed.org/unbanked/ In: Chicago Fed Letter.
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article0
2001Do markets react to regulatory information? In: Chicago Fed Letter.
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article0
1995Determination of collateral deposits by bilateral parties and clearinghouses. In: Proceedings.
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paper4
1996Reconsidering regulatory standards for clearing and settlement systems In: Proceedings.
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paper0
2001Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings In: Working Paper Series.
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paper6
2002The immediacy implications of exchange organization In: Working Paper Series.
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paper3
2002The Immediacy Implications of Exchange Orgzanization.(2002) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 3
paper
1998Contracting innovations and the evolution of clearing and settlement methods at futures exchanges In: Working Paper Series.
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paper19
2017Bank Lending and Interest- Rate Derivatives In: International Journal of Financial Research.
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article3
2001Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications In: Journal of Financial Services Research.
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article13
1998Contracting Innovations and the Evolution of Exchange Clearinghouses In: MPRA Paper.
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paper0
2001The case for universality of the phase diagram of the Fabre and Bechgaard salts In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article0
1994Opportunity cost and prudentiality : an analysis of futures clearinghouse behavior In: Policy Research Working Paper Series.
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paper7
1990An examination of basis risk due to estimation In: Journal of Futures Markets.
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article3
1990Public policy intervention through futures market operations In: Journal of Futures Markets.
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article2
1994A note on the crash and participation in stock index futures In: Journal of Futures Markets.
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article0
2009Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth In: Journal of Futures Markets.
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article1

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