Author Page for James T. Moser

1.

Contracting Innovations and the Evolution of Clearing and Settlement Methods at Futures Exchanges

FRB of Chicago Working Paper No. 26

Number of pages: 48 Posted: 21 Jun 2006

James T. Moser

American University - Kogod School of Business

Downloads 458 (132,877)

Citation 22

Abstract:

2.

Credit Derivatives: Just-in-Time Provisioning for Loan Losses

Economic Perspectives, 4th Quarter, 1998

Number of pages: 10 Posted: 21 Jun 2006

James T. Moser

American University - Kogod School of Business

Downloads 265 (241,920)

Abstract:

3.

Stock Margins and the Conditional Probability of Price Reversals

Economic Perspectives, 3rd Quarter, 2001

Number of pages: 11 Posted: 21 Jun 2006

James T. Moser and Paul Kofman

American University - Kogod School of Business and The University of Melbourne

Downloads 150 (409,329)

Abstract:

4.

Reversing the Lead, or a Series of Unfortunate Events? NYMEX, ICI and Amaranth

Number of pages: 35 Posted: 13 Feb 2009

Paul Kofman, David Michayluk and James T. Moser

The University of Melbourne, University of Technology Sydney (UTS) - School of Finance and Economics and American University - Kogod School of Business

Downloads 149 (411,577)

Citation 2

Abstract:

5.

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

Downloads 107 (531,771)

2

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

NYU Working Paper No. S-FI-00-04

Number of pages: 32 Posted: 11 Nov 2008

Linda Allen, Julapa Jagtiani and James T. Moser

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and American University - Kogod School of Business

Downloads 69 (705,753)

Abstract:

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

NYU Working Paper No. FIN-00-030

Number of pages: 32 Posted: 13 Nov 2008

Linda Allen, Julapa Jagtiani and James T. Moser

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and American University - Kogod School of Business

Downloads 38 (933,745)

Abstract:

6.

The Immediacy Implications of Exchange Organization

Number of pages: 43 Posted: 15 Oct 2002

James T. Moser

American University - Kogod School of Business

Downloads 95 (577,196)

Abstract:

7.

Physical Markets, Paper Markets and the WTI-Brent Spread

Energy Journal, Vol. 34, No. 3, 2013

Posted: 07 Oct 2013

Bahattin Buyuksahin, Thomas K Lee, James T. Moser and Michel A. Robe

CoMeX Consulting and Advising, Energy Information Administration - US DOE, American University - Kogod School of Business and University of Richmond - E. Claiborne Robins School of Business

Abstract:

8.

The Value of Using Interest Rate Derivatives to Manage Risk at U.S. Banking Organizations

Economic Perspectives, 3rd Quarter, 2001

Posted: 21 Jun 2006

Elijah Brewer, William E. Jackson and James T. Moser

DePaul University - Department of Finance, Culverhouse College of Business, University of Alabama and American University - Kogod School of Business

Abstract:

9.

Failed Delivery and Daily Treasury Bill Returns

Posted: 12 Aug 2003

Ramon P. DeGennaro and James T. Moser

University of Tennessee, Knoxville - Department of Finance and American University - Kogod School of Business

Abstract:

10.

Measuring Variability and Stationarity of Term Premia for Interest Rate Forecasting

Advances in Quantitative Analysis of Finance and Accounting, Vol. 3A, 1995

Posted: 22 Apr 2003

Ramon P. DeGennaro and James T. Moser

University of Tennessee, Knoxville - Department of Finance and American University - Kogod School of Business

Abstract:

11.

The Effect of Bank-Held Derivatives on Credit Accessibility

Posted: 15 Sep 1999

Elijah Brewer, Bernadette A. Minton and James T. Moser

DePaul University - Department of Finance, Ohio State University (OSU) - Department of Finance and American University - Kogod School of Business

Abstract:

12.

Spreads, Information Flows and Transparency Across Trading Systems Federal Reserve Bank of Chicago, Issues in Financial Regulation

Posted: 15 Sep 1999

Paul Kofman and James T. Moser

The University of Melbourne and American University - Kogod School of Business

Abstract:

13.

Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior

OFOR Working Paper 96-01

Posted: 26 Jun 1998

Virginia G. France, Herbert L. Baer and James T. Moser

University of Illinois at Urbana-Champaign, World Bank and American University - Kogod School of Business

Abstract:

14.

Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions

J. OF MONEY, CREDIT, AND BANKING, Vol. 28 No. 3, August 1996

Posted: 19 May 1998

Elijah Brewer, William E. Jackson and James T. Moser

DePaul University - Department of Finance, Culverhouse College of Business, University of Alabama and American University - Kogod School of Business

Abstract:

15.

Public Benefits and Public Concerns: An Economic Analysis of Regulatory Standards for Clearing Facilities

Issues in Financial Regulation WP95-12

Posted: 13 Oct 1995

William J. Hanley, Karen McCann and James T. Moser

affiliation not provided to SSRN, affiliation not provided to SSRN and American University - Kogod School of Business

James T. Moser

American University - Kogod School of Business

Program Director Masters in Finance Program

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Scholarly Papers (15)

Contracting Innovations and the Evolution of Clearing and Settlement Methods at Futures Exchanges

Abstract:

Credit Derivatives: Just-in-Time Provisioning for Loan Losses

Abstract:

Stock Margins and the Conditional Probability of Price Reversals

Abstract:

Reversing the Lead, or a Series of Unfortunate Events? NYMEX, ICI and Amaranth

Abstract:

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

Abstract:

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

Abstract:

The Immediacy Implications of Exchange Organization

Abstract:

Physical Markets, Paper Markets and the WTI-Brent Spread

Abstract:

The Value of Using Interest Rate Derivatives to Manage Risk at U.S. Banking Organizations

Abstract:

Failed Delivery and Daily Treasury Bill Returns

Abstract:

Measuring Variability and Stationarity of Term Premia for Interest Rate Forecasting

Abstract:

The Effect of Bank-Held Derivatives on Credit Accessibility

Abstract:

Spreads, Information Flows and Transparency Across Trading Systems Federal Reserve Bank of Chicago, Issues in Financial Regulation

Abstract:

Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior

Abstract:

Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions

Abstract:

Public Benefits and Public Concerns: An Economic Analysis of Regulatory Standards for Clearing Facilities

Abstract: