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Travis Nesmith
Title
Cited by
Cited by
Year
Building new monetary services indexes: Concepts data and methods
RG Anderson, B Jones, T Nesmith
Review 79, 1997
1151997
Monetary aggregation theory and statistical index numbers
RG Anderson, B Jones, T Nesmith
Federal Reserve Bank of St. Louis Review 79 (January/February 1997), 1997
981997
Introduction to the St. Louis monetary services index project
RG Anderson, BE Jones, TD Nesmith
REVIEW-FEDERAL RESERVE BANK OF SAINT LOUIS 79, 25-30, 1997
621997
Risk and concentration in payment and securities settlement systems
DC Mills Jr, TD Nesmith
Journal of Monetary Economics 55 (3), 542-553, 2008
482008
Central clearing and systemic liquidity risk
TB King, TD Nesmith, AL Paulson, T Prono
FEDS Working Paper No. 2020-009R1, 2020
202020
Divisia Second Moments: An Application of Stochastic Index Number Theory
WA Barnett, BE Jones, TD Nesmith
132008
Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors
D Dobrev, TD Nesmith, DH Oh
Journal of Risk and Financial Management 10 (1), 5, 2017
102017
Time series cointegration tests and nonlinearity
WA Barnett, BE Jones, TD Nesmith
Functional Structure and Approximation in Econometrics, 549-567, 2004
82004
Linear cointegration of nonlinear time series with an application to interest rate dynamics
BE Jones, TD Nesmith
72007
Federal Reserve Bank of St Louis Review
LC Anderson, B Jones, T Nesmith
61996
Building new monetary services indices: concepts, methodology and data
RG Anderson, B Jones, T Nesmith
Research Department, Federal Reserve Bank of St. Louis, 1996
61996
Linear cointegration of nonlinear time series with an application to interest rate dynamics
TD Nesmith, BE Jones
Studies in Nonlinear Dynamics & Econometrics 12 (1), 2008
42008
Building new monetary services indices: methodology and source data
RG Anderson, BE Jones, TD Nesmith
Federal Reserve Bank of St. Louis Working Papers, 1996
41996
Rational seasonality
TD Nesmith
FEDS Working Paper, 2006
32006
The Nonlinear Skeletons in the Closet
WA Barnett, B Jones, M Kirova, T Nesmith, M Pasupathy
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2004
22004
Primal and Dual Representations of the Error in Summation Monetary Aggregates
BE Jones, TD Nesmith
SUNY—Binghamton Working Paper, 2001
12001
The Economic Theory of Interest Rate Aggregation
BE JONES, TD NESMITH
SUNY—Binghamton Working Paper, 2001
12001
Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers
R Anderson, B Jones, T Nesmith
Federal Reserve Bank of St. Louis Review, 31-52, 1997
11997
Portfolio Margining Using PCA Latent Factors
S Du, TD Nesmith
Available at SSRN 4745318, 2023
2023
Optimal Bidder Selection in Clearing House Default Auctions
R Garratt, D Murphy, TD Nesmith, X Wu
FEDS Working Paper, 2023
2023
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