Ehraz Refayet

Office of the Comptroller of the Currency, Department of Treasury

Financial Economist

400 7th Street SW

Washington, DC 20219

United States

http://www.occ.treas.gov/topics/economics/economics-staff/bios/ehraz-refayet-bio.html

SCHOLARLY PAPERS

3

DOWNLOADS

317

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

Credit Default Swaps in General Equilibrium: Endogenous Default and Credit Spread Spillovers

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 60 Posted: 30 May 2013 Last Revised: 26 Jan 2018
Matthew Darst and Ehraz Refayet
Board of Governors of the Federal Reserve System and Office of the Comptroller of the Currency, Department of Treasury
Downloads 109 (255,470)
Citation 1

Abstract:

Loading...

credit derivatives, borrowing costs, spillovers, investment, default risk

Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default

FEDS Working Paper No. 2016-042
Number of pages: 48 Posted: 09 May 2016
Matthew Darst and Ehraz Refayet
Board of Governors of the Federal Reserve System and Office of the Comptroller of the Currency, Department of Treasury
Downloads 57 (377,798)

Abstract:

Loading...

credit derivatives, spillovers, investment, default risk

Heterogeneous Beliefs, Collateral, and Endogenous Debt Maturity

Number of pages: 47 Posted: 14 Feb 2016 Last Revised: 26 Jan 2018
Matthew Darst and Ehraz Refayet
Board of Governors of the Federal Reserve System and Office of the Comptroller of the Currency, Department of Treasury
Downloads 114 (247,396)

Abstract:

Loading...

Collateral, Debt Maturity, Investment, Cost of Capital, Debt Covenants, Seniority

A Model of Endogenous Debt Maturity with Heterogeneous Beliefs

FEDS Working Paper No. 2017-057
Number of pages: 56 Posted: 30 May 2017 Last Revised: 21 Feb 2019
Matthew Darst and Ehraz Refayet
Board of Governors of the Federal Reserve System and Office of the Comptroller of the Currency, Department of Treasury
Downloads 28 (499,607)

Abstract:

Loading...

Collateral, Cost of capital, Debt covenants, Debt maturity, Investment

3.

Mixed Signals: Investment Distortions with Adverse Selection

FEDS Working Paper No. 2019-44
Number of pages: 46 Posted: 17 Jul 2019
Matthew Darst and Ehraz Refayet
Board of Governors of the Federal Reserve System and Office of the Comptroller of the Currency, Department of Treasury
Downloads 9 (599,285)

Abstract:

Loading...

Asymmetric Information, Cost Of Capital, Credit Default Swaps, Investment, Pecuniary Externality, Signalling