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Travis Dean Nesmith

Personal Details

First Name:Travis
Middle Name:Dean
Last Name:Nesmith
Suffix:
RePEc Short-ID:pne82
https://www.federalreserve.gov/econres/travis-d-nesmith.htm
Terminal Degree:2000 Department of Economics; Washington University in St. Louis (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dong Hwan Oh & Dobrislav Dobrev & Travis D. Nesmith, 2016. "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Finance and Economics Discussion Series 2016-065, Board of Governors of the Federal Reserve System (U.S.), revised 2016.
  2. William Barnett & Barry E. Jones & Travis D. Nesmith, 2008. "Divisia Second Moments: An Application of Stochastic Index Number Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200803, University of Kansas, Department of Economics, revised Jul 2008.
  3. Barnett, William A. & Jones, Barry E. & Nesmith, Travis D., 2008. "Divisia Second Moments," MPRA Paper 9111, University Library of Munich, Germany.
  4. David C. Mills & Travis D. Nesmith, 2007. "Risk and concentration in payment and securities settlement systems," Finance and Economics Discussion Series 2007-62, Board of Governors of the Federal Reserve System (U.S.).
  5. Travis D. Nesmith & Barry E. Jones, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.), revised 2006.
  6. Travis D. Nesmith, 2006. "Rational seasonality," Finance and Economics Discussion Series 2007-04, Board of Governors of the Federal Reserve System (U.S.), revised 2006.
  7. Travis D. Nesmith, 2005. "Solving stochastic money-in-the-utility-function models," Finance and Economics Discussion Series 2005-52, Board of Governors of the Federal Reserve System (U.S.).
  8. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.
  9. Travis D. Nesmith & Barry E. Jones, 1999. "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 1999-55, Board of Governors of the Federal Reserve System (U.S.), revised 1999.
  10. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Monetary aggregation theory and statistical index numbers," Working Papers 1996-007, Federal Reserve Bank of St. Louis.
  11. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.

Articles

  1. Dobrislav Dobrev∗ & Travis D. Nesmith & Dong Hwan Oh, 2017. "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(1), pages 1-14, February.
  2. Nesmith Travis D & Jones Barry E, 2008. "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-18, March.
  3. Mills Jr., David C. & Nesmith, Travis D., 2008. "Risk and concentration in payment and securities settlement systems," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 542-553, April.
  4. Travis D. Nesmith & Richard G. Anderson & Barry E. Jones, 1997. "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, issue jan, pages 31-52.
  5. Barry E. Jones & Travis D. Nesmith & Richard G. Anderson, 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," Review, Federal Reserve Bank of St. Louis, issue jan, pages 53-82.
  6. Travis D. Nesmith & Barry E. Jones & Richard G. Anderson, 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," Review, Federal Reserve Bank of St. Louis, issue jan, pages 25-30.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Dong Hwan Oh & Dobrislav Dobrev & Travis D. Nesmith, 2016. "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Finance and Economics Discussion Series 2016-065, Board of Governors of the Federal Reserve System (U.S.), revised 2016.

    Cited by:

    1. Patton, Andrew J. & Ziegel, Johanna F. & Chen, Rui, 2019. "Dynamic semiparametric models for expected shortfall (and Value-at-Risk)," Journal of Econometrics, Elsevier, vol. 211(2), pages 388-413.
    2. Janine Balter & Alexander J. McNeil, 2018. "On the Basel Liquidity Formula for Elliptical Distributions," Risks, MDPI, Open Access Journal, vol. 6(3), pages 1-13, September.
    3. Antonio Díaz & Gonzalo García-Donato & Andrés Mora-Valencia, 2019. "Quantifying Risk in Traditional Energy and Sustainable Investments," Sustainability, MDPI, Open Access Journal, vol. 11(3), pages 1-22, January.

  2. William Barnett & Barry E. Jones & Travis D. Nesmith, 2008. "Divisia Second Moments: An Application of Stochastic Index Number Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200803, University of Kansas, Department of Economics, revised Jul 2008.

    Cited by:

    1. William Barnett & Biyan Tang, 2015. "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201506, University of Kansas, Department of Economics, revised Nov 2015.
    2. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Monetary aggregation theory and statistical index numbers," Working Papers 1996-007, Federal Reserve Bank of St. Louis.
    3. Zahid, Asghar & Frahat, Tahira, 2010. "Measuring inflation through stochastic approach to index numbers," MPRA Paper 21513, University Library of Munich, Germany.
    4. Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach," Economics Bulletin, AccessEcon, vol. 33(2), pages 1101-1115.
    5. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.
    6. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.

  3. Barnett, William A. & Jones, Barry E. & Nesmith, Travis D., 2008. "Divisia Second Moments," MPRA Paper 9111, University Library of Munich, Germany.

    Cited by:

    1. Zahid, Asghar & Frahat, Tahira, 2010. "Measuring inflation through stochastic approach to index numbers," MPRA Paper 21513, University Library of Munich, Germany.
    2. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.

  4. David C. Mills & Travis D. Nesmith, 2007. "Risk and concentration in payment and securities settlement systems," Finance and Economics Discussion Series 2007-62, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Antoine Martin & James J. McAndrews, 2008. "A study of competing designs for a liquidity-saving mechanism," Staff Reports 336, Federal Reserve Bank of New York.
    2. Baglioni, Angelo & Monticini, Andrea, 2010. "The intraday interest rate under a liquidity crisis: The case of August 2007," Economics Letters, Elsevier, vol. 107(2), pages 198-200, May.
    3. ANTOINE MARTIN & JAMES McANDREWS, 2010. "Should There Be Intraday Money Markets?," Contemporary Economic Policy, Western Economic Association International, vol. 28(1), pages 110-122, January.
    4. Antoine Martin & James J. McAndrews & Enghin Atalay, 2008. "The welfare effects of a liquidity-saving mechanism," Staff Reports 331, Federal Reserve Bank of New York.
    5. Angelo Baglioni & Andrea Monticini, 2010. "Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," DEP - series of economic working papers 4/2010, University of Genoa, Research Doctorate in Public Economics.
    6. Paul Agueci & Caroline Prugar & Leyla Alkan & Tyisha Rivas & Adam Copeland & Kate Pingitore, 2015. "The financial plumbing of the GCF Repo® Service," Economic Policy Review, Federal Reserve Bank of New York, pages 7-24.
    7. David Mills & Samia Husain, 2013. "Interlinkages between payment and securities settlement systems," Annals of Finance, Springer, vol. 9(1), pages 61-81, February.
    8. Tom Roberts, 2011. "The Impact of Operational Events on the Network Structure of the LVTS," Discussion Papers 11-7, Bank of Canada.
    9. Thomas Nellen, 2015. "Collateralised liquidity, two-part tariff and settlement coordination," Working Papers 2015-13, Swiss National Bank.
    10. Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    11. Morten L. Bech & James J. McAndrews & Antoine Martin, 2012. "Settlement liquidity and monetary policy implementation—lessons from the financial crisis," Economic Policy Review, Federal Reserve Bank of New York, issue mar, pages 3-20.
    12. Antoine Martin & James J. McAndrews, 2008. "An economic analysis of liquidity-saving mechanisms," Economic Policy Review, Federal Reserve Bank of New York, issue sep, pages 25-39.
    13. David A. Marshall & Robert Steigerwald, 2013. "The role of time-critical liquidity in financial markets," Economic Perspectives, Federal Reserve Bank of Chicago, issue qii, pages 30-46.
    14. Merrouche, Ouarda & Schanz, Jochen, 2010. "Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
    15. Morten Linneman Bech & Cyril Monnet, 2015. "A search-based model of the interbank money market and monetary policy implementation," BIS Working Papers 529, Bank for International Settlements.
    16. Nellen, Thomas, 2019. "Intraday liquidity facilities, late settlement fee and coordination," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 124-131.
    17. Huberto M. Ennis & John A. Weinberg, 2007. "Interest on reserves and daylight credit," Economic Quarterly, Federal Reserve Bank of Richmond, issue spr, pages 111-142.
    18. Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," BORRADORES DE ECONOMIA 012651, BANCO DE LA REPÚBLICA.
    19. Mills Jr., David C. & Nesmith, Travis D., 2008. "Risk and concentration in payment and securities settlement systems," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 542-553, April.
    20. Foote, Elizabeth, 2014. "Information asymmetries and spillover risk in settlement systems," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 179-190.

  5. Travis D. Nesmith & Barry E. Jones, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.), revised 2006.

    Cited by:

    1. Trofimov, Ivan D., 2013. "Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australian," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 66(1), pages 87-112.
    2. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014. "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers 201456, University of Pretoria, Department of Economics.
    3. Trofimov, Ivan D., 2013. "Nonparametric approach to portfolio diversification: the case of Australian equity market," MPRA Paper 79562, University Library of Munich, Germany.

  6. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.

    Cited by:

    1. William Barnett, 2006. "Is Macroeconomics a Science? Foreword to Apostolos Serletis, Money and the Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200601, University of Kansas, Department of Economics.
    2. Barnett, William A., 2006. "Is Macroeconomics a Science?," MPRA Paper 415, University Library of Munich, Germany.

  7. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Monetary aggregation theory and statistical index numbers," Working Papers 1996-007, Federal Reserve Bank of St. Louis.

    Cited by:

    1. William Barnett & Biyan Tang, 2015. "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201506, University of Kansas, Department of Economics, revised Nov 2015.
    2. Elger, Thomas & Jones, Barry E. & Nilsson, Birger, 2006. "Forecasting with Monetary Aggregates: Recent Evidence for the United States," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 428-446.
    3. Stracca, Livio, 2001. "Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area," Working Paper Series 79, European Central Bank.
    4. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, issue sep, pages 325-360.
    5. William A Barnett & Unja Chae & John W Keating, 2012. "Forecast Design In Monetary Capital Stock Measurement," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-53.
    6. Sauer, J.F., 2005. "“Efficiency Flooding”: Black-Box Frontiers and Policy Implications," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(1), pages 17-52.
    7. Mauricio Calani & J. Rodrigo Fuentes & Klaus Schmidt-Hebbel, 2008. "A Systemic Approach to Money Demand Modeling," Working Papers Central Bank of Chile 512, Central Bank of Chile.
    8. Elger Thomas & Binner Jane M., 2004. "The UK Household Sector Demand for Risky Money," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-22, March.
    9. Thornton, Saranna Robinson, 2000. "How do broader monetary aggregates and divisia measures of money perform in McCallum's adaptive monetary rule?," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 181-204.
    10. Peter N. Ireland, 2011. "The Macroeconomic Effects on Interest on Reserves," Boston College Working Papers in Economics 772, Boston College Department of Economics.
    11. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
    12. Yu, Qiao & Tsui, Albert K., 2000. "Monetary services and money demand in China," China Economic Review, Elsevier, vol. 11(2), pages 134-148, December.
    13. Elger, Thomas, 2002. "The Demand for Monetary Assets in the UK; a Locally Flexible Demand System Analysis," Working Papers 2002:6, Lund University, Department of Economics.
    14. William A. Barnett, 2003. "Aggregation-Theoretic Monetary Aggregation over the Euro Area, when Countries are Heterogeneous," Macroeconomics 0309018, University Library of Munich, Germany.
    15. Katrin Wesche, 1997. "The demand for divisia money in a core monetary union," Review, Federal Reserve Bank of St. Louis, issue sep, pages 51-60.
    16. Jones, Barry E. & Stracca, Livio, 2008. "Does money matter in the IS curve? The case of the UK," Working Paper Series 904, European Central Bank.
    17. Travis D. Nesmith, 2006. "Rational seasonality," Finance and Economics Discussion Series 2007-04, Board of Governors of the Federal Reserve System (U.S.), revised 2006.
    18. Hussin Abdullah & Shehu El-Rasheed, 2019. "Financial Sector Reforms, Monetary and Output Uncertainties and the Behavior of Money Demand in Kenya: The Divisia Index Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(7), pages 766-777, July.
    19. Cysne, Rubens Penha, 2000. "Divisia indexes, money and welfare," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 396, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    20. Richard G. Anderson & Jason J. Buol, 2005. "Revisions to user costs for the Federal Reserve Bank of St. Louis monetary services indices," Review, Federal Reserve Bank of St. Louis, issue nov, pages 735-750.
    21. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.
    22. Johannes Sauer, 2006. "Economic Theory and Econometric Practice: Parametric Efficiency Analysis," Empirical Economics, Springer, vol. 31(4), pages 1061-1087, November.
    23. Binner, Jane M. & Bissoondeeal, Rakesh K. & Elger, C. Thomas & Jones, Barry E. & Mullineux, Andrew W., 2009. "Admissible monetary aggregates for the euro area," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 99-114, February.
    24. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.
    25. Binner, Jane & Elger, Thomas, 2002. "The UK Personal Sector Demand for Risky Money," Working Papers 2002:9, Lund University, Department of Economics.
    26. Sarwar, haroon & Hussian, zakir & Awan, masood sarwar, 2011. "Money Demand Functions for Pakistan (Divisia Approach)," MPRA Paper 34361, University Library of Munich, Germany.

  8. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Barnett, William A, 1997. "Which Road Leads to Stable Money Demand?," Economic Journal, Royal Economic Society, vol. 107(443), pages 1171-1185, July.
    2. Elger, Thomas, 2002. "The Demand for Monetary Assets in the UK; a Locally Flexible Demand System Analysis," Working Papers 2002:6, Lund University, Department of Economics.
    3. Drake, Leigh & Fleissig, Adrian R., 2008. "A Note On The Policy Implications Of Using Divisia Consumption And Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 12(1), pages 132-149, February.

Articles

  1. Dobrislav Dobrev∗ & Travis D. Nesmith & Dong Hwan Oh, 2017. "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(1), pages 1-14, February.
    See citations under working paper version above.
  2. Nesmith Travis D & Jones Barry E, 2008. "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-18, March.
    See citations under working paper version above.
  3. Mills Jr., David C. & Nesmith, Travis D., 2008. "Risk and concentration in payment and securities settlement systems," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 542-553, April.
    See citations under working paper version above.
  4. Travis D. Nesmith & Richard G. Anderson & Barry E. Jones, 1997. "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, issue jan, pages 31-52.

    Cited by:

    1. Michael J. Dueker, 1999. "A barometer of financial market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue may.
    2. R. Alton Gilbert, 1999. "Has the quality of bank loans deteriorated?," Monetary Trends, Federal Reserve Bank of St. Louis, issue aug.
    3. William R. Emmons, 1999. "What can \\"buy-and-hold\\" stock investors expect?," Monetary Trends, Federal Reserve Bank of St. Louis, issue jun.
    4. Frank A. Schmid, 1999. "Quality spreads in the bond market," Monetary Trends, Federal Reserve Bank of St. Louis, issue jul.
    5. Richard G. Anderson, 2003. "Some tables of historical U.S. currency and monetary aggregates data," Working Papers 2003-006, Federal Reserve Bank of St. Louis.
    6. Belongia, Michael, 2005. "Where simple sum and Divisia monetary aggregates part: illustrations and evidence for the United States," MPRA Paper 18969, University Library of Munich, Germany, revised Mar 2005.

  5. Travis D. Nesmith & Barry E. Jones & Richard G. Anderson, 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," Review, Federal Reserve Bank of St. Louis, issue jan, pages 25-30.

    Cited by:

    1. Chin-Hong, Puah & Lee-Chea, Hiew, 2010. "Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia," MPRA Paper 31731, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2000-01-31 2004-06-09 2007-03-31 2007-03-31
  2. NEP-MAC: Macroeconomics (3) 2006-01-01 2007-03-31 2008-06-21
  3. NEP-HPE: History & Philosophy of Economics (2) 2004-06-02 2007-03-31
  4. NEP-MON: Monetary Economics (2) 2006-01-01 2008-06-21
  5. NEP-CBA: Central Banking (1) 2008-06-21
  6. NEP-DGE: Dynamic General Equilibrium (1) 2006-01-01
  7. NEP-ETS: Econometric Time Series (1) 2000-01-31
  8. NEP-FMK: Financial Markets (1) 2007-03-31
  9. NEP-RMG: Risk Management (1) 2016-08-21
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2006-01-01

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