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Author:Moser, James T. 

Journal Article
Stock margins and the condition probability of price reversals

Does the cost of trading affect stock prices? Yes, according to the evidence in this article. The authors find that high costs seem to reduce the frequency of price reversals.
Economic Perspectives , Volume 25 , Issue Q III , Pages 2-12

Working Paper
Trading activity, program trading, and the volatility of stock returns

Working Paper Series, Issues in Financial Regulation , Paper 92-16

Newsletter
The economics of disclosure requirements for derivatives

Chicago Fed Letter , Issue Oct

Newsletter
Fostering mainstream financial access: www.chicagofed.org/unbanked/

Chicago Fed Letter , Issue Feb

Working Paper
Interest-rate derivatives and bank lending

We study the relationship between bank participation in derivatives contracting and bank lending for the period June 30, 1985 through the end of 1992. Since 1985 commercial banks have become active participants in the interest-rate derivative products markets as end-users, or intermediaries, or both. Over much of this period significant changes were made in the composition of bank portfolios. We find that banks which utilized interest-rate derivatives experienced greater growth in their commercial and industrial (C&I) loan portfolios than banks which did not use these financial instruments. ...
Working Paper Series, Macroeconomic Issues , Paper WP-96-13

Journal Article
The value of using interest rate derivatives to manage risk of U.S. banking organizations

This article examines the major differences in the accounting and stock market characteristics of banking organizations that use derivatives relative to those that do not.
Economic Perspectives , Volume 25 , Issue Q III

Newsletter
A modest proposal: securitizing multinational LDC debt

Chicago Fed Letter , Issue Sep

Working Paper
The immediacy implications of exchange organization

The paper introduces a connection between the needs of exchanges to respond to the immediacy needs of their clientele and the need to manage the credit risks faced by exchange members. Queueing theory is used to represent the opportunity loss suffered by brokers engaging in multiple activities: order-flow origination and its intermediation. The role of market-making locals is depicted as enabling specialization. Brokers focus on originating order flow and locals on fulfilling intermediation needs. The capacity to specialize is constrained by the availability of creditworthy members acting as ...
Working Paper Series , Paper WP-02-09

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

Working Paper Series, Issues in Financial Regulation , Paper 94-3

Newsletter
Credit derivatives: the latest new thing

Chicago Fed Letter , Issue Jun

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