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 1 1 21 0 2 2 42
Building new monetary services indices: methodology and source data 0 0 0 45 0 1 4 230
Central Clearing and Systemic Liquidity Risk 0 0 0 20 0 0 2 87
Central Clearing and Systemic Liquidity Risk 0 0 0 54 0 0 1 89
Divisia Second Moments 0 0 0 61 0 0 0 201
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 0 5 6 205
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 0 0 0 402
Monetary aggregation theory and statistical index numbers 0 0 0 94 0 1 3 476
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 0 0 0 6
Portfolio Margining Using PCA Latent Factors 5 5 5 5 0 0 0 0
Rational seasonality 0 0 0 48 0 0 2 141
Revisiting Risky Money 0 1 3 3 1 3 6 6
Risk and concentration in payment and securities settlement systems 0 0 0 81 0 0 1 234
Solving stochastic money-in-the-utility-function models 0 0 0 296 0 0 0 795
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 1 3 269
The Nonlinear Skeletons in the Closet 0 0 0 143 0 0 2 566
The Nonlinear Skeletons in the Closet 0 0 0 30 0 0 2 256
Total Working Papers 5 7 9 1,204 1 13 34 4,005


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 0 0 0 61
Central Clearing and Systemic Liquidity Risk 0 0 2 4 4 6 18 27
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 0 45 0 0 0 140
Risk and concentration in payment and securities settlement systems 1 2 5 56 1 3 9 202
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 0 70 0 0 3 295
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 1 4 394
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 0 4 5 199
Total Journal Articles 1 2 7 278 5 14 39 1,318


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 0 0 2 5
Time Series Cointegration Tests and Nonlinearity 1 1 2 2 1 2 4 4
Total Chapters 1 1 2 2 1 2 6 9


Statistics updated 2025-05-12