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  1. Mills, David C. [Author] ; Nesmith, Travis D. [Other]

    Risk and Concentration in Payment and Securities Settlement Systems

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    [S.l.]: SSRN, [2008]

    Published in: FEDS Working Paper ; No. 2007-62

  2. Jones, Barry E. [Author] ; Nesmith, Travis D. [Other]

    Tests for Non-Linear Dynamics in Systems of Non-Stationary Economic Time Series : The Case of Short-Term Us Interest Rates

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    [S.l.]: SSRN, [2000]

  4. Nesmith, Travis D. [Author] ; Jones, Barry E. [Other]

    Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics

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    [S.l.]: SSRN, [2007]

    Published in: FEDS Working Paper ; No. 2007-03

  8. King, Thomas B. [Author] ; Nesmith, Travis D. [Other]; Paulson, Anna L. [Other]; Prono, Todd [Other]

    Central Clearing and Systemic Liquidity Risk

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    [S.l.]: SSRN, [2020]

    Published in: FEDS Working Paper ; No. 2020-009 "https://doi.org/10.17016/FEDS.2020.009" https://doi.org/10.17016/FEDS.2020.009

  9. Garratt, Rod [Author]; Murphy, David [Author]; Nesmith, Travis D. [Author]; Wu, Xiaopeng [Author]

    Optimal bidder selection in clearing house default auctions

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    Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, March 17, 2023

    Published in: Finance and economics discussion series ; 2023,33

  13. Dobrev, Dobrislav [Author]; Nesmith, Travis D. [Author]; Oh, Dong Hwan [Author]

    Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors

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    March 2017

    Published in: Journal of risk and financial management ; 10(2017), 1 vom: März, Seite 1-14

  15. King, Thomas B. [Author]; Nesmith, Travis D. [Author]; Paulson, Anna Louise [Author]; Prono, Todd [Author]

    Central clearing and systemic liquidity risk

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    Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, [2020]

    Published in: Finance and economics discussion series ; 2020,9

  18. King, Thomas B. [Author]; Nesmith, Travis D. [Author]; Paulson, Anna Louise [Author]; Prono, Todd [Author]

    Central clearing and systemic liquidity risk

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    [Chicago, Illinois]: Federal Reserve Bank of Chicago, [2019]

    Published in: Federal Reserve Bank of Chicago: Working papers ; 2019,12