J. Moser

发表

Contracting Innovations and the Evolution of Exchange Clearinghouses

J. Moser, 1998 .

Clearing and Settlement

James A. Overdahl, R. Kolb, D. Reiffen, 2011 .

THE RELATIONSHIP BETWEEN DIVIDENDS AND EARNINGS

F. Farsio, J. Moser, A. Geary, 2004 .

Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges

J. Moser, 1994 .

Failed delivery and daily Treasury bill returns

Ramon P. Degennaro, J. Moser, 1990 .

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

J. Moser, 1998 .

Spreads, information flows and transparency across trading systems

James T. Moser, P. Kofman, Paul Kofman, 1997 .

Interest-rate derivatives and bank lending

Bernadette A. Minton, E. Brewer, J. Moser, 2000 .

Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications

Julapa Jagtiani, Linda Allen, J. Moser, 2001 .

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

Julapa Jagtiani, Linda Allen, J. Moser, 2000 .

Changes in dividend policy and subsequent earnings

Jeffery A. Born, Dennis T. Officer, J. Moser, 1988 .

OPPORTUNITY COST AND PRUDENTIALITY: AN ANALYSIS OF COLLATERAL DECISIONS IN BILATERAL AND MULTILATERAL SETTINGS

H. Baer, J. Moser, 2005 .

Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior

H. Baer, J. Moser, 1996 .

Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions

James T. Moser, W. Jackson, Elijah Brewer, 1996 .

Physical Markets, Paper Markets and the WTI-Brent Spread

Michel A. Robe, Thomas K Lee, Bahattin Buyuksahin, 2013 .

Determining margin for futures contracts: the role of private interests and the relevance of excess volatility

J. Moser, 1992 .

Bank-Equity returns and changes in the discount rate

Jeffery A. Born, J. Moser, 1990 .

Stock Margins and the Conditional Probability of Price Reversals

P. Kofman, J. Moser, 2006 .

Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior

H. Baer, J. Moser, 1993 .

Financial Institutions Center Payment System Settlement and Bank Incentives

C. Kahn, P. Angelini, W. Roberds, 1996 .

PREDICTABLE RISK AND RETURNS IN EMERGING MARKETS

Campbell R. Harvey, V. Errunza, K. Koedijk, 1999 .

First Draft : July 1992 Current Version : August 1 , 1994 Predictable Risk and Returns in Emerging Markets

Campbell R. Harvey, V. Errunza, K. Koedijk, 2022 .

First Draft : July 1992 Current Version : August 1 , 1994 Predictable Risk and Returns in Emerging Markets

Campbell R. Harvey, V. Errunza, K. Koedijk, 1999 .

Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets

P. Kofman, J. Moser, T. Bouwman, 1993 .

Use of Derivatives and Bank Holding Companies' Interest-Rate Risk

J. Moser, Fang Zhao, 2009 .

An examination of basis risk due to estimation

Billy P. Helms, James T. Moser, B. Helms, 1990 .

Garch effects on a test of cointegration

P. Franses, P. Kofman, J. Moser, 1994 .

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

P. Kofman, D. Michayluk, J. Moser, 2009 .

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

W. Jackson, Elijah Brewer, J. Moser, 2006 .

Bank Lending and Interest- Rate Derivatives

J. Moser, Fang Zhao, 2017 .

Physical Market Conditions, Paper Market Activity, and the WTI-Brent Spread

Michel A. Robe, Thomas K Lee, Bahattin Buyuksahin, 2012 .