Travis Dean Nesmith
Names
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Travis |
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Dean |
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Nesmith |
Identifer
Contact
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2008)
by Nesmith Travis D & Jones Barry E
(ReDIF-article, bpj:sndecm:v:12:y:2008:i:1:n:6) - Risk and concentration in payment and securities settlement systems
Journal of Monetary Economics, Elsevier (2008)
by Mills Jr., David C. & Nesmith, Travis D.
(ReDIF-article, eee:moneco:v:55:y:2008:i:3:p:542-553) - Time Series Cointegration Tests and Nonlinearity
Contributions to Economic Analysis, Emerald Group Publishing Limited (2004)
by William A. Barnett & Barry E. Jones & Travis D. Nesmith
(ReDIF-chapter, eme:ceazzz:s0573-8555(2004)0000261031) - Rational Seasonality
International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited (2007)
by Travis D. Nesmith
(ReDIF-chapter, eme:isetez:s1571-0386(07)18011-x) - Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1999)
by Barry E. Jones & Travis D. Nesmith
(ReDIF-paper, fip:fedgfe:1999-55) - Solving stochastic money-in-the-utility-function models
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005)
by Travis D. Nesmith
(ReDIF-paper, fip:fedgfe:2005-52) - Linear cointegration of nonlinear time series with an application to interest rate dynamics
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2006)
by Barry E. Jones & Travis D. Nesmith
(ReDIF-paper, fip:fedgfe:2007-03) - Rational seasonality
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2006)
by Travis D. Nesmith
(ReDIF-paper, fip:fedgfe:2007-04) - Risk and concentration in payment and securities settlement systems
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007)
by David C. Mills & Travis D. Nesmith
(ReDIF-paper, fip:fedgfe:2007-62) - Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
by Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh
(ReDIF-paper, fip:fedgfe:2016-65) - Central Clearing and Systemic Liquidity Risk
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Thomas B. King & Travis D. Nesmith & Anna L. Paulson & Todd Prono
(ReDIF-paper, fip:fedgfe:2020-09) - Optimal Bidder Selection in Clearing House Default Auctions
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Rodney Garratt & David Murphy & Travis D. Nesmith & Xiaopeng Wu
(ReDIF-paper, fip:fedgfe:2023-33) - Revisiting Risky Money
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024)
by Travis D. Nesmith
(ReDIF-paper, fip:fedgfe:2024-90) - Central Clearing and Systemic Liquidity Risk
Working Paper Series, Federal Reserve Bank of Chicago (2019)
by G. Thomas Kingsley & Travis D. Nesmith & Anna L. Paulson & Todd Prono
(ReDIF-paper, fip:fedhwp:87491) - Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project
Review, Federal Reserve Bank of St. Louis (1997)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith
(ReDIF-article, fip:fedlrv:y:1997:i:jan:p:25-30) - Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers
Review, Federal Reserve Bank of St. Louis (1997)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith
(ReDIF-article, fip:fedlrv:y:1997:i:jan:p:31-52) - Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods
Review, Federal Reserve Bank of St. Louis (1997)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith
(ReDIF-article, fip:fedlrv:y:1997:i:jan:p:53-82) - Monetary aggregation theory and statistical index numbers
Working Papers, Federal Reserve Bank of St. Louis (1996)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith
(ReDIF-paper, fip:fedlwp:1996-007) - Building new monetary services indices: methodology and source data
Working Papers, Federal Reserve Bank of St. Louis (1996)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith
(ReDIF-paper, fip:fedlwp:1996-008) - Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
JRFM, MDPI (2017)
by Dobrislav Dobrev∗ & Travis D. Nesmith & Dong Hwan Oh
(ReDIF-article, gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239) - Central Clearing and Systemic Liquidity Risk
International Journal of Central Banking, International Journal of Central Banking (2023)
by Thomas B. King & Travis D. Nesmith & Anna Paulson & Todd Prono
(ReDIF-article, ijc:ijcjou:y:2023:q:4:a:3) - The Nonlinear Skeletons in the Closet
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2004)
by William Barnett & Barry E. Jones & Milka Kirova & Travis D. Nesmith & Meenakshi Pasupathy1
(ReDIF-paper, kan:wpaper:200403) - Divisia Second Moments: An Application of Stochastic Index Number Theory
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2008)
by William Barnett & Barry E. Jones & Travis D. Nesmith
(ReDIF-paper, kan:wpaper:200803) - Divisia Second Moments
MPRA Paper, University Library of Munich, Germany (2008)
by Barnett, William A. & Jones, Barry E. & Nesmith, Travis D.
(ReDIF-paper, pra:mprapa:9111) - The Nonlinear Skeletons in the Closet
Econometrics, University Library of Munich, Germany (2004)
by William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy
(ReDIF-paper, wpa:wuwpem:0405003)