8
H index
8
i10 index
231
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 |
| Proceedings / Federal Reserve Bank of Chicago | 3 |
| Working Paper Series / Federal Reserve Bank of Chicago | 3 |
Recent works citing James T. Moser (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Derivatives 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. Full description at Econpapers || Download paper |
| 2022 | Credit 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Decoupling 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. Full description at Econpapers || Download paper |
| 2021 | Does 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Saudi 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. Full description at Econpapers || Download paper |
| 2021 | Policy 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. Full description at Econpapers || Download paper |
| 2021 | How 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. Full description at Econpapers || Download paper |
| 2021 | Integration 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. 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 |
| 2021 | Quantile 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. Full description at Econpapers || Download paper |
| 2021 | Disproportionate 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. Full description at Econpapers || Download paper |
| 2021 | Determinants 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. 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 | 26 |
| 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 | 41 |
| 1996 | Interest-rate derivatives and bank lending.(1996) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1996 | Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions In: Proceedings. [Citation analysis] | article | 26 |
| 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: 26 | 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: 26 | 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 | 2 |
| 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 | 10 |
| 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 | 18 |
| 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: 18 | 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 | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team