Travis Dean Nesmith

Names

Identifer

Contact

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
• 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