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 0 1 11 53
Building new monetary services indices: methodology and source data 0 0 1 46 0 1 14 245
Central Clearing and Systemic Liquidity Risk 0 0 0 54 0 3 16 105
Central Clearing and Systemic Liquidity Risk 0 0 0 20 1 3 12 99
Divisia Second Moments 1 1 1 62 1 9 21 222
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 1 5 19 224
Does Financial Stress Affect Commodity Futures Traders’ Positions? 0 0 1 1 0 2 17 17
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 0 6 17 420
Monetary aggregation theory and statistical index numbers 0 0 1 95 0 2 10 486
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 0 5 14 20
Portfolio Margining Using PCA Latent Factors 0 0 0 17 0 3 27 32
Rational seasonality 0 0 0 48 0 2 8 149
Revisiting Risky Money 0 0 0 3 0 2 10 16
Risk and concentration in payment and securities settlement systems 0 0 0 81 0 3 17 251
Solving stochastic money-in-the-utility-function models 0 0 0 296 1 3 9 804
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 6 275
The Nonlinear Skeletons in the Closet 0 0 0 30 0 0 8 264
The Nonlinear Skeletons in the Closet 0 0 0 143 0 1 6 572
Total Working Papers 1 1 4 1,220 4 52 242 4,254
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 0 4 22 83
Central Clearing and Systemic Liquidity Risk 0 0 0 4 0 6 31 62
Does Financial Stress Affect Commodity Futures Traders' Positions? 0 0 0 0 0 3 7 7
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 1 46 0 5 16 156
Risk and concentration in payment and securities settlement systems 0 1 3 59 0 5 25 227
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 0 3 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 1 3 16 410
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 2 12 211
Total Journal Articles 0 1 5 283 1 31 139 1,461

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 1 12 17
Time Series Cointegration Tests and Nonlinearity 0 0 0 3 0 1 4 9
Total Chapters 0 0 0 3 0 2 16 26

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Statistics updated 2026-07-10