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 0 11 53
Building new monetary services indices: methodology and source data 0 0 0 46 0 0 13 245
Central Clearing and Systemic Liquidity Risk 0 0 0 20 2 3 14 101
Central Clearing and Systemic Liquidity Risk 0 0 0 54 0 2 16 105
Divisia Second Moments 0 1 1 62 1 2 22 223
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 0 1 19 224
Does Financial Stress Affect Commodity Futures Traders’ Positions? 0 0 1 1 0 1 17 17
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 0 1 15 420
Monetary aggregation theory and statistical index numbers 0 0 0 95 1 1 10 487
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 1 2 15 21
Portfolio Margining Using PCA Latent Factors 0 0 0 17 0 1 27 32
Rational seasonality 0 0 0 48 0 0 8 149
Revisiting Risky Money 0 0 0 3 0 1 9 16
Risk and concentration in payment and securities settlement systems 0 0 0 81 0 0 17 251
Solving stochastic money-in-the-utility-function models 0 0 0 296 0 1 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 0 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 0 1 2 1,220 5 17 242 4,259
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 22 83
Central Clearing and Systemic Liquidity Risk 1 1 1 5 3 4 34 65
Does Financial Stress Affect Commodity Futures Traders' Positions? 0 0 0 0 0 0 7 7
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 0 46 1 3 16 157
Risk and concentration in payment and securities settlement systems 0 1 3 59 0 3 23 227
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 0 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 0 1 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 0 11 211
Total Journal Articles 1 2 5 284 4 11 139 1,465

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

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Statistics updated 2026-08-07