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 1 4 44
Building new monetary services indices: methodology and source data 0 0 1 46 1 4 10 238
Central Clearing and Systemic Liquidity Risk 0 0 0 54 4 6 6 95
Central Clearing and Systemic Liquidity Risk 0 0 0 20 1 2 3 90
Divisia Second Moments 0 0 0 61 2 2 4 205
Divisia Second Moments: An Application of Stochastic Index Number Theory 0 0 0 56 3 4 12 212
Does Financial Stress Affect Commodity Futures Traders’ Positions? 1 1 1 1 1 3 3 3
Linear cointegration of nonlinear time series with an application to interest rate dynamics 0 0 0 151 3 3 6 408
Monetary aggregation theory and statistical index numbers 0 0 1 95 1 5 8 482
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 1 1 1 7
Portfolio Margining Using PCA Latent Factors 0 0 17 17 0 4 9 9
Rational seasonality 0 0 0 48 1 1 2 142
Revisiting Risky Money 0 0 3 3 2 2 9 9
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 1 1 796
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 2 3 271
The Nonlinear Skeletons in the Closet 0 0 0 143 0 0 2 566
The Nonlinear Skeletons in the Closet 0 0 0 30 1 1 4 259
Total Working Papers 1 1 24 1,219 22 42 88 4,070
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 4 8 9 70
Central Clearing and Systemic Liquidity Risk 0 0 0 4 2 7 19 39
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics 0 0 1 46 4 6 7 147
Risk and concentration in payment and securities settlement systems 0 1 4 57 1 2 9 206
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 1 1 4 296
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 1 1 5 396
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 6 200
Total Journal Articles 0 1 5 280 13 25 59 1,354


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 1 3 4 8
Time Series Cointegration Tests and Nonlinearity 0 0 2 3 0 0 4 5
Total Chapters 0 0 2 3 1 3 8 13


Statistics updated 2025-12-06