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 21 1 7 10 51
Building new monetary services indices: methodology and source data 0 0 1 46 1 5 13 243
Central Clearing and Systemic Liquidity Risk 0 0 0 54 3 7 13 102
Central Clearing and Systemic Liquidity Risk 0 0 0 20 2 6 9 96
Divisia Second Moments 0 0 0 61 1 8 12 213
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 1 6 18 218
Does Financial Stress Affect Commodity Futures Traders’ Positions? 0 0 1 1 2 8 11 11
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 1 4 10 412
Monetary aggregation theory and statistical index numbers 0 0 1 95 0 2 8 484
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 1 7 8 14
Portfolio Margining Using PCA Latent Factors 0 0 17 17 1 7 16 16
Rational seasonality 0 0 0 48 0 5 6 147
Revisiting Risky Money 0 0 0 3 2 4 8 13
Risk and concentration in payment and securities settlement systems 0 0 0 81 3 14 14 248
Solving stochastic money-in-the-utility-function models 0 0 0 296 0 5 6 801
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 3 5 274
The Nonlinear Skeletons in the Closet 0 0 0 143 0 3 3 569
The Nonlinear Skeletons in the Closet 0 0 0 30 0 4 7 263
Total Working Papers 0 0 21 1,219 20 105 177 4,175
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 1 8 17 78
Central Clearing and Systemic Liquidity Risk 0 0 0 4 4 15 31 54
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 1 46 2 3 10 150
Risk and concentration in payment and securities settlement systems 1 1 4 58 6 13 20 219
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 1 1 71 1 6 7 302
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 3 11 13 407
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 8 13 208
Total Journal Articles 1 2 6 282 19 64 111 1,418


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 2 7 10 15
Time Series Cointegration Tests and Nonlinearity 0 0 2 3 0 2 4 7
Total Chapters 0 0 2 3 2 9 14 22


Statistics updated 2026-03-04