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 0 0 2 42
Building new monetary services indices: methodology and source data 1 1 1 46 1 2 6 232
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 0 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 0 6 205
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 2 3 3 405
Monetary aggregation theory and statistical index numbers 1 1 1 95 1 1 3 477
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 0 0 0 6
Portfolio Margining Using PCA Latent Factors 0 12 17 17 0 5 5 5
Rational seasonality 0 0 0 48 0 0 2 141
Revisiting Risky Money 0 0 3 3 1 1 7 7
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 0 2 269
The Nonlinear Skeletons in the Closet 0 0 0 30 0 0 1 256
The Nonlinear Skeletons in the Closet 0 0 0 143 0 0 2 566
Total Working Papers 2 14 23 1,218 5 12 42 4,017
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 0 61
Central Clearing and Systemic Liquidity Risk 0 0 1 4 0 4 17 31
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 1 1 1 46 1 1 1 141
Risk and concentration in payment and securities settlement systems 0 0 4 56 2 2 9 204
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 0 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 1 1 6 200
Total Journal Articles 1 1 6 279 4 8 40 1,326


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 0 1 2 3 0 1 4 5
Total Chapters 0 1 2 3 0 1 6 10


Statistics updated 2025-08-05