Building new monetary services indexes: Concepts data and methods RG Anderson, B Jones, T Nesmith Review 79, 1997 | 115 | 1997 |
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 | 99 | 1997 |
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 | 66 | 1997 |
Risk and concentration in payment and securities settlement systems DC Mills Jr, TD Nesmith Journal of Monetary Economics 55 (3), 542-553, 2008 | 49 | 2008 |
Central clearing and systemic liquidity risk TB King, TD Nesmith, AL Paulson, T Prono FEDS Working Paper No. 2020-009R1, 2020 | 23 | 2020 |
Divisia Second Moments: An Application of Stochastic Index Number Theory WA Barnett, BE Jones, TD Nesmith | 13 | 2008 |
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 | 11 | 2017 |
Linear cointegration of nonlinear time series with an application to interest rate dynamics BE Jones, TD Nesmith | 8 | 2007 |
Time series cointegration tests and nonlinearity WA Barnett, BE Jones, TD Nesmith Functional Structure and Approximation in Econometrics, 549-567, 2004 | 8 | 2004 |
Building new monetary services indices: concepts, methodology and data RG Anderson, B Jones, T Nesmith Research Department, Federal Reserve Bank of St. Louis, 1996 | 7 | 1996 |
Federal Reserve Bank of St Louis Review LC Anderson, B Jones, T Nesmith | 6 | 1996 |
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 | 5 | 2008 |
Rational seasonality TD Nesmith FEDS Working Paper, 2006 | 4 | 2006 |
Building new monetary services indices: methodology and source data RG Anderson, BE Jones, TD Nesmith Federal Reserve Bank of St. Louis Working Papers, 1996 | 4 | 1996 |
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 | 2 | 2004 |
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 | 2 | 1997 |
Primal and Dual Representations of the Error in Summation Monetary Aggregates BE Jones, TD Nesmith SUNY—Binghamton Working Paper, 2001 | 1 | 2001 |
The Economic Theory of Interest Rate Aggregation BE JONES, TD NESMITH SUNY—Binghamton Working Paper, 2001 | 1 | 2001 |
Revisiting Risky Money TD Nesmith | | 2024 |
Portfolio Margining Using PCA Latent Factors S Du, TD Nesmith Available at SSRN 4745318, 2023 | | 2023 |