Access Statistics for Travis Dean Nesmith

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors 0 0 0 21 1 7 10 52
Building new monetary services indices: methodology and source data 0 0 1 46 1 4 14 244
Central Clearing and Systemic Liquidity Risk 0 0 0 54 0 3 13 102
Central Clearing and Systemic Liquidity Risk 0 0 0 20 0 5 9 96
Divisia Second Moments 0 0 0 61 0 4 12 213
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 1 5 14 219
Does Financial Stress Affect Commodity Futures Traders’ Positions? 0 0 1 1 4 10 15 15
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 2 6 12 414
Monetary aggregation theory and statistical index numbers 0 0 1 95 0 1 8 484
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 1 6 9 15
Portfolio Margining Using PCA Latent Factors 0 0 17 17 13 17 29 29
Rational seasonality 0 0 0 48 0 2 6 147
Revisiting Risky Money 0 0 0 3 1 4 9 14
Risk and concentration in payment and securities settlement systems 0 0 0 81 0 9 14 248
Solving stochastic money-in-the-utility-function models 0 0 0 296 0 4 6 801
Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates 0 0 0 95 0 2 5 274
The Nonlinear Skeletons in the Closet 0 0 0 30 1 4 8 264
The Nonlinear Skeletons in the Closet 0 0 0 143 2 4 5 571
Total Working Papers 0 0 20 1,219 27 97 198 4,202
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors 0 0 0 7 1 5 18 79
Central Clearing and Systemic Liquidity Risk 0 0 0 4 2 15 33 56
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 1 46 1 4 11 151
Risk and concentration in payment and securities settlement systems 0 1 3 58 3 11 21 222
Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods 0 1 1 71 0 6 7 302
Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project 0 0 0 66 0 11 13 407
Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers 0 0 0 30 1 8 10 209
Total Journal Articles 0 2 5 282 8 60 113 1,426


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Rational Seasonality 0 0 0 0 1 4 11 16
Time Series Cointegration Tests and Nonlinearity 0 0 2 3 1 2 5 8
Total Chapters 0 0 2 3 2 6 16 24


Statistics updated 2026-04-09