6
H index
2
i10 index
112
Citations
Travis Dean Nesmith : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 7 Articles 15 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1996 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Travis Dean Nesmith. | Is cited by:
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Main data
Where Travis Dean Nesmith has published?
| Journals with more than one article published | # docs |
|---|---|
| Review | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 8 |
| Working Papers / Federal Reserve Bank of St. Louis | 2 |
| WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics | 2 |
Recent works citing Travis Dean Nesmith (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | How Banks Create Gridlock to Save Liquidity in Canadas Large Value Payment System. (2023). Tian, Phoebe ; Lu, Zhentong ; Garratt, Rodney J. In: Staff Working Papers. RePEc:bca:bocawp:23-26. Full description at Econpapers || Download paper |
| 2023 | Intraday liquidity around the world. (2023). Testi, Sara ; Duca-Radu, Ioana ; Do, Mario Rubem ; Diehl, Martin ; Rivadeneyra, Antoine Francisco ; Chapman, James ; Pustelnikov, Andrei ; Cepeda-Lopez, Freddy ; Paulick, Jan ; Benos, Evangelos ; Nilsson, Thomas ; Bastos, Saulo Benchimol ; Nellen, Thomas ; Badev, Anton ; Martin, Antoine ; Kabadjova, Biliana Alexandrova ; Kosse, Anneke ; Heijmans, Ronald ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1089. Full description at Econpapers || Download paper |
| 2024 | Monetary policy in China: A Factor Augmented VAR approach. (2024). Tang, Biyan ; Kitenge, Erick ; Yemba, Boniface ; Gaekwad, Neepa B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:975-1008. Full description at Econpapers || Download paper |
Works by Travis Dean Nesmith:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2006 | Linear cointegration of nonlinear time series with an application to interest rate dynamics.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2008 | Risk and concentration in payment and securities settlement systems In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 34 |
| 2007 | Risk and concentration in payment and securities settlement systems.(2007) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2007 | Rational Seasonality In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | Rational seasonality.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1999 | Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Solving stochastic money-in-the-utility-function models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors.(2017) In: JRFM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2022 | Central Clearing and Systemic Liquidity Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Central Clearing and Systemic Liquidity Risk.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Central Clearing and Systemic Liquidity Risk.(2023) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2023 | Optimal Bidder Selection in Clearing House Default Auctions In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project In: Review. [Full Text][Citation analysis] | article | 7 |
| 1997 | Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers In: Review. [Full Text][Citation analysis] | article | 7 |
| 1997 | Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods In: Review. [Full Text][Citation analysis] | article | 2 |
| 1996 | Monetary aggregation theory and statistical index numbers In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 1996 | Building new monetary services indices: methodology and source data In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | The Nonlinear Skeletons in the Closet In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 2 |
| 2004 | The Nonlinear Skeletons in the Closet.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Divisia Second Moments: An Application of Stochastic Index Number Theory In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Divisia Second Moments In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team