Physical Markets, Paper Markets and the WTI-Brent Spread von Büyükşahin, Bahattin, Lee, Thomas K., Moser, James T., Robe, Michel A.

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Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth von Kofman, Paul, Michayluk, David, Moser, James T.

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Interest-rate derivatives and bank lending von Brewer III, Elijah, Minton, Bernadette A., Moser, James T.

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Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications von Moser, James T, Allen, Linda, Jagtiani, Julapa A

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Spreads, information flows and transparency across trading systems von Kofman, Paul, Moser, James T.

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Microstructure Developments in Derivative Markets von Moser, James T

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Physical Markets, Paper Markets and the WTI-Brent Spread: FINANCIAL SPECULATION IN THE OIL MARKETS AND THE DETERMINANTS OF THE PRICE OF OIL von BÜYÜKSAHIN, Bahattin, LEE, Thomas K, MOSER, James T, ROBE, Michel A

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Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions von Brewer, Elijah, Jackson, William E., Moser, James T.

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OPPORTUNITY COST AND PRUDENTIALITY: AN ANALYSIS OF COLLATERAL DECISIONS IN BILATERAL AND MULTILATERAL SETTINGS von Baer, Herbert L., France, Virginia G., Moser, James T.

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A note on the crash and participation in stock index futures von Moser, James T.

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Public policy intervention through futures market operations von Moser, James T.

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An examination of basis risk due to estimation von Moser, James T., Helms, Billy

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Bank-Equity returns and changes in the discount rate von Born, Jeffery A., Moser, James T.

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19th annual Asia-Pacific futures research symposium von Chou, Robin K, Wang, Yun-yi, Kofman, Paul, Michayluk, David, Moser, James T, Lin, William, Sun, David, Dawson, Paul, Staikouras, Sotiris K

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Failed delivery and daily Treasury bill returns von Degennaro, Ramon P., Moser, James T.

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Stock margins and the conditional probability of price reversals von Kofman, Paul, Moser, James T

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Credit derivatives: just-in-time provisioning for loan losses von Moser, James T

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A NOTE ON THE CRASH AND PARTICIPATION IN STOCK INDEX FUTURES von Moser, James T

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Does program trading cause stock prices to overreact? von Moser, James T

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Determining the margin for futures contracts: the role of private interests and the relevance of excess volatility. (includes related articles) von Moser, James T

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