Access Statistics for Travis Dean Nesmith

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	5	45
Building new monetary services indices: methodology and source data	0	0	1	46	2	5	12	240
Central Clearing and Systemic Liquidity Risk	0	0	0	54	4	9	10	99
Central Clearing and Systemic Liquidity Risk	0	0	0	20	1	2	4	91
Divisia Second Moments	0	0	0	61	4	6	8	209
Divisia Second Moments: An Application of Stochastic Index Number Theory	0	0	0	56	2	6	14	214
Does Financial Stress Affect Commodity Futures Traders’ Positions?	0	1	1	1	2	5	5	5
Linear cointegration of nonlinear time series with an application to interest rate dynamics	0	0	0	151	0	3	6	408
Monetary aggregation theory and statistical index numbers	0	0	1	95	1	5	9	483
Optimal Bidder Selection in Clearing House Default Auctions	0	0	0	1	2	3	3	9
Portfolio Margining Using PCA Latent Factors	0	0	17	17	3	5	12	12
Rational seasonality	0	0	0	48	3	4	4	145
Revisiting Risky Money	0	0	3	3	1	3	8	10
Risk and concentration in payment and securities settlement systems	0	0	0	81	5	5	6	239
Solving stochastic money-in-the-utility-function models	0	0	0	296	1	2	2	797
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	4	272
The Nonlinear Skeletons in the Closet	0	0	0	143	1	1	2	567
The Nonlinear Skeletons in the Closet	0	0	0	30	1	2	5	260
Total Working Papers	0	1	24	1,219	35	71	119	4,105

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	12	13	74
Central Clearing and Systemic Liquidity Risk	0	0	0	4	2	4	21	41
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics	0	0	1	46	0	6	7	147
Risk and concentration in payment and securities settlement systems	0	0	3	57	5	6	12	211
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	1	2	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	0	1	4	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	1	1	7	201
Total Journal Articles	0	0	4	280	12	31	66	1,366

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Rational Seasonality	0	0	0	0	4	7	7	12
Time Series Cointegration Tests and Nonlinearity	0	0	2	3	1	1	5	6
Total Chapters	0	0	2	3	5	8	12	18

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2026-01-09