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Daylight overdrafts: rationale and risks

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  • Douglas D. Evanoff

Abstract

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Suggested Citation

  • Douglas D. Evanoff, 1988. "Daylight overdrafts: rationale and risks," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 12(May), pages 18-29.
    • Handle: RePEc:fip:fedhep:y:1988:i:may:p:18-29:n:v.12no.3
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    File URL: http://www.chicagofed.org/digital_assets/publications/economic_perspectives/1988/ep_may_jun1988_part3_evanoff.pdf
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    Citations

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    Cited by:

    1. Hancock, Diana & Humphrey, David B., 1997. "Payment transactions, instruments, and systems: A survey," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1573-1624, December.
    2. Kahn, Charles M. & Roberds, William, 2001. "Real-time gross settlement and the costs of immediacy," Journal of Monetary Economics, Elsevier, vol. 47(2), pages 299-319, April.
    3. Angelini, Paolo, 1998. "An analysis of competitive externalities in gross settlement systems," Journal of Banking & Finance, Elsevier, vol. 22(1), pages 1-18, January.
    4. Bech, Morten L. & Garratt, Rod, 2003. "The intraday liquidity management game," Journal of Economic Theory, Elsevier, vol. 109(2), pages 198-219, April.
    5. Angelini, P. & Maresca, G. & Russo, D., 1996. "Systemic risk in the netting system," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 853-868, June.
    6. David Vanhoose, 2000. "Central bank policy making in competing payment systems," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(2), pages 117-139, June.

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