Intraday management of bank reserves: The effects of caps and fees on daylight overdrafts

Journal of Money, Credit and Banking

Volumn 28, Issue 4, 1996, Pages 869-908

  Hancock, Diana ^b   Wilcox, James A ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040521541     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.2307/2077926     Document Type: Article

References (13)

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4. _. "Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs." International Economic Review 10 (June 1969), 119-33.
5. Humphrey, David B. "Market Responses to Pricing Fedwire Daylight Overdrafts." Economic Review, Federal Reserve Bank of Richmond (May-June 1989), 23-34.
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7. Penttinen, Markku J. "Myopic and Stationary Solutions for Stochastic Cash Balance Problems." European Journal of Operations Research 52 (1991), 155-66.
8. Richards, Heidi Willmann. "Daylight Overdraft Fees and the Federal Reserve's Payment System Risk Policy." Federal Reserve Bulletin (December 1995), 1065-77.
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11. Stigum, Marcia. After the Trade: Dealer and Clearing Bank Operations in Money Market and Government Securities. Homewood, Ill.: Dow Jones-Irwin, 1988.
12. Vickson, R. G. "Simple Optimal Policy for Cash Management: The Average Balance Requirement Case." Journal of Financial and Qualitative Analysis 20 (September 1985), 353-69.
13. West, Kenneth D. "Asymptotic Normality, When Regressors Have a Unit Root." Econometrica 56 (November 1988), 1397-1417.