James T. Moser

American University - Kogod School of Business

Program Director Masters in Finance Program

4400 Massachusetts Avenue NW

Washington, DC 20816-8044

United States

SCHOLARLY PAPERS

15

DOWNLOADS
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860

CITATIONS
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13

Scholarly Papers (15)

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 274 (80,919)
Citation 9

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 231 (106,765)
Citation 1

Abstract:

bank, derivatives, credit

3.

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 and American University - Kogod School of Business
Downloads 101 (212,793)
Citation 1

Abstract:

price discovery, trading platforms, natural gas derivatives

4.

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 89 (227,976)
Citation 1

Abstract:

stock, margin

5.

The Immediacy Implications of Exchange Organization

FRB of Chicago Working Paper No. 2002-09
Number of pages: 43 Posted: 15 Oct 2002
James T. Moser
American University - Kogod School of Business
Downloads 65 (274,900)
Citation 1

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. 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, CUNY 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 (367,710)

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, CUNY 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 21 (447,648)

Abstract:

7.

Physical Markets, Paper Markets and the WTI-Brent Spread

Energy Journal, Vol. 34, No. 3, 2013
Posted: 07 Oct 2013
Bank of Canada, Energy Information Administration - US DOE, American University - Kogod School of Business and American University - Kogod School of Business

Abstract:

Crude Oil, Brent, WTI, LLS, Spread, Fundamentals, Inventories, Cushing, Paper Markets, Commodity Index Trading (CIT)

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

Abstract:

derivatives, bank

9.

Failed Delivery and Daily Treasury Bill Returns

Journal of Financial Services Research, Vol. 4, 1990
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:

fails, failed delivery, bid-ask spread

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.

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:

12.

The Effect of Bank-Held Derivatives on Credit Accessibility

Posted: 15 Sep 1999
DePaul University - Department of Finance, Ohio State University (OSU) - Department of Finance 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
DePaul University - Department of Finance, Culverhouse College of Commerce, 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

Abstract: