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 1 20 1 2 10 37
Building new monetary services indices: methodology and source data 0 0 0 43 0 1 2 223
Central Clearing and Systemic Liquidity Risk 1 1 48 48 5 8 35 35
Central Clearing and Systemic Liquidity Risk 1 2 11 11 5 9 22 22
Divisia Second Moments 0 0 0 61 0 0 7 195
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 2 3 9 190
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 1 148 0 0 3 396
Monetary aggregation theory and statistical index numbers 0 0 0 94 1 2 3 462
Rational seasonality 0 0 1 48 0 1 2 134
Risk and concentration in payment and securities settlement systems 0 0 2 80 1 2 9 226
Solving stochastic money-in-the-utility-function models 0 0 1 293 0 1 6 783
Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates 0 0 0 94 0 0 4 262
The Nonlinear Skeletons in the Closet 0 0 0 30 0 1 4 253
The Nonlinear Skeletons in the Closet 0 1 1 142 1 3 9 550
Total Working Papers 2 4 66 1,168 16 33 125 3,768


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 1 1 2 5 1 2 15 51
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 1 45 0 1 3 134
Risk and concentration in payment and securities settlement systems 0 0 0 45 1 2 6 174
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 69 0 0 2 287
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 1 386
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 29 1 1 3 188
Total Journal Articles 1 1 3 259 3 7 30 1,220


Statistics updated 2021-01-03