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 22 0 1 11 54
Building new monetary services indices: methodology and source data 0 0 0 46 0 0 10 245
Central Clearing and Systemic Liquidity Risk 0 0 0 20 0 4 14 103
Central Clearing and Systemic Liquidity Risk 0 0 0 54 0 1 16 106
Divisia Second Moments 0 0 1 62 1 4 23 226
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 3 3 19 227
Does Financial Stress Affect Commodity Futures Traders’ Positions? 0 0 1 1 1 1 18 18
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 1 1 16 421
Monetary aggregation theory and statistical index numbers 0 0 0 95 1 2 10 488
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 0 1 15 21
Portfolio Margining Using PCA Latent Factors 0 0 0 17 0 0 25 32
Rational seasonality 0 0 0 48 0 0 8 149
Revisiting Risky Money 0 0 0 3 0 1 10 17
Risk and concentration in payment and securities settlement systems 0 0 0 81 0 1 18 252
Solving stochastic money-in-the-utility-function models 0 0 0 296 0 0 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 7 276
The Nonlinear Skeletons in the Closet 0 0 0 30 0 0 6 264
The Nonlinear Skeletons in the Closet 0 0 0 143 0 0 6 572
Total Working Papers 0 1 3 1,221 7 21 241 4,275
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 0 21 83
Central Clearing and Systemic Liquidity Risk 0 1 1 5 1 5 30 67
Does Financial Stress Affect Commodity Futures Traders' Positions? 0 0 0 0 0 1 8 8
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 0 46 0 1 16 157
Risk and concentration in payment and securities settlement systems 0 0 2 59 4 6 28 233
Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods 1 2 3 73 1 2 12 307
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 0 15 410
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 0 11 211
Total Journal Articles 1 3 6 286 6 15 141 1,476


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


Statistics updated 2026-10-11