Travis Dean Nesmith
Names
| first: | Travis |
| middle: | Dean |
| last: | Nesmith |
Identifer
| RePEc Short-ID: | pne82 |
Contact
| homepage: | https://www.federalreserve.gov/econres/travis-d-nesmith.htm |
Affiliations
-
Federal Reserve Board (Board of Governors of the Federal Reserve System)
- EDIRC entry
- location:
Research profile
author of:
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (RePEc:bpj:sndecm:v:12:y:2008:i:1:n:6)
by Nesmith Travis D & Jones Barry E - Risk and concentration in payment and securities settlement systems (RePEc:eee:moneco:v:55:y:2008:i:3:p:542-553)
by Mills Jr., David C. & Nesmith, Travis D. - Time Series Cointegration Tests and Nonlinearity (RePEc:eme:ceazzz:s0573-8555(2004)0000261031)
by William A. Barnett & Barry E. Jones & Travis D. Nesmith - Rational Seasonality (RePEc:eme:isetez:s1571-0386(07)18011-x)
by Travis D. Nesmith - Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates (RePEc:fip:fedgfe:1999-55)
by Barry E. Jones & Travis D. Nesmith - Solving stochastic money-in-the-utility-function models (RePEc:fip:fedgfe:2005-52)
by Travis D. Nesmith - Linear cointegration of nonlinear time series with an application to interest rate dynamics (RePEc:fip:fedgfe:2007-03)
by Barry E. Jones & Travis D. Nesmith - Rational seasonality (RePEc:fip:fedgfe:2007-04)
by Travis D. Nesmith - Risk and concentration in payment and securities settlement systems (RePEc:fip:fedgfe:2007-62)
by David C. Mills & Travis D. Nesmith - Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors (RePEc:fip:fedgfe:2016-65)
by Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh - Central Clearing and Systemic Liquidity Risk (RePEc:fip:fedgfe:2020-09)
by Thomas B. King & Travis D. Nesmith & Anna L. Paulson & Todd Prono - Optimal Bidder Selection in Clearing House Default Auctions (RePEc:fip:fedgfe:2023-33)
by Rodney Garratt & David Murphy & Travis D. Nesmith & Xiaopeng Wu - Central Clearing and Systemic Liquidity Risk (RePEc:fip:fedhwp:87491)
by G. Thomas Kingsley & Travis D. Nesmith & Anna L. Paulson & Todd Prono - Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project (RePEc:fip:fedlrv:y:1997:i:jan:p:25-30)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith - Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers (RePEc:fip:fedlrv:y:1997:i:jan:p:31-52)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith - Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods (RePEc:fip:fedlrv:y:1997:i:jan:p:53-82)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith - Monetary aggregation theory and statistical index numbers (RePEc:fip:fedlwp:1996-007)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith - Building new monetary services indices: methodology and source data (RePEc:fip:fedlwp:1996-008)
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith - Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors (RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239)
by Dobrislav Dobrev∗ & Travis D. Nesmith & Dong Hwan Oh - Central Clearing and Systemic Liquidity Risk (RePEc:ijc:ijcjou:y:2023:q:4:a:3)
by Thomas B. King & Travis D. Nesmith & Anna Paulson & Todd Prono - The Nonlinear Skeletons in the Closet (RePEc:kan:wpaper:200403)
by William Barnett & Barry E. Jones & Milka Kirova & Travis D. Nesmith & Meenakshi Pasupathy1 - Divisia Second Moments: An Application of Stochastic Index Number Theory (RePEc:kan:wpaper:200803)
by William Barnett & Barry E. Jones & Travis D. Nesmith - Divisia Second Moments (RePEc:pra:mprapa:9111)
by Barnett, William A. & Jones, Barry E. & Nesmith, Travis D. - The Nonlinear Skeletons in the Closet (RePEc:wpa:wuwpem:0405003)
by William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy