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 3 11 53
Building new monetary services indices: methodology and source data 0 0 1 46 1 3 15 245
Central Clearing and Systemic Liquidity Risk 0 0 0 54 1 4 14 103
Central Clearing and Systemic Liquidity Risk 0 0 0 20 2 4 11 98
Divisia Second Moments 0 0 0 61 8 9 20 221
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 4 6 18 223
Does Financial Stress Affect Commodity Futures Traders’ Positions? 0 0 1 1 1 7 16 16
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 5 8 17 419
Monetary aggregation theory and statistical index numbers 0 0 1 95 2 2 10 486
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 4 6 13 19
Portfolio Margining Using PCA Latent Factors 0 0 12 17 2 16 31 31
Rational seasonality 0 0 0 48 2 2 8 149
Revisiting Risky Money 0 0 0 3 1 4 9 15
Risk and concentration in payment and securities settlement systems 0 0 0 81 3 6 17 251
Solving stochastic money-in-the-utility-function models 0 0 0 296 2 2 8 803
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 1 2 6 275
The Nonlinear Skeletons in the Closet 0 0 0 143 0 2 5 571
The Nonlinear Skeletons in the Closet 0 0 0 30 0 1 8 264
Total Working Papers 0 0 15 1,219 40 87 237 4,242
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 4 6 22 83
Central Clearing and Systemic Liquidity Risk 0 0 0 4 5 11 34 61
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 1 46 3 6 14 154
Risk and concentration in payment and securities settlement systems 0 1 2 58 2 11 22 224
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 0 1 71 3 4 10 305
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 2 5 15 409
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 2 5 12 211
Total Journal Articles 0 1 4 282 21 48 129 1,447


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 12 17
Time Series Cointegration Tests and Nonlinearity 0 0 1 3 1 2 5 9
Total Chapters 0 0 1 3 2 6 17 26


Statistics updated 2026-05-06