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

  • Office of the Comptroller of the Currency, Department of Treasury

SCHOLARLY PAPERS

4

DOWNLOADS

719

TOTAL CITATIONS

4

Scholarly Papers (4)

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1.

Debt Maturity and Investor Heterogeneity

Downloads 245 (249,383)

Debt Maturity and Investor Heterogeneity

Number of pages: 55 Posted: 14 Feb 2016 Last Revised: 23 May 2024
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 188 (319,100)

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heterogeneous agents, debt financing, general equilibrium, investment, cost of capital, debt dilution

A Model of Endogenous Debt Maturity with Heterogeneous Beliefs

FEDS Working Paper No. 2017-57
Number of pages: 56 Posted: 30 May 2017 Last Revised: 29 Apr 2020
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 (736,220)

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2.

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

Downloads 241 (254,511)
Citation 2

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 Aug 2022
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 149 (393,261)
Citation 2

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

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

FEDS Working Paper No. 2016-42
Number of pages: 48 Posted: 09 May 2016 Last Revised: 29 Nov 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 92 (563,886)

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3.

Banks, Non Banks, and Lending Standards

Downloads 191 (315,253)
Citation 2

Banks, Non Banks, and Lending Standards

FEDS Working Paper No. 2020-86
Number of pages: 52 Posted: 13 Oct 2020 Last Revised: 16 Jan 2023
Matthew Darst, Ehraz Refayet and Alexandros Vardoulakis
Board of Governors of the Federal Reserve System, Office of the Comptroller of the Currency, Department of Treasury and Board of Governors of the Federal Reserve System
Downloads 127 (444,767)
Citation 1

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Banks, Non banks, and Lending Standards

Number of pages: 51 Posted: 10 Nov 2020
Matthew Darst, Ehraz Refayet and Alexandros Vardoulakis
Board of Governors of the Federal Reserve System, Office of the Comptroller of the Currency, Department of Treasury and Board of Governors of the Federal Reserve System
Downloads 64 (695,483)
Citation 1

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lending standards, credit cycles, asymmetric information, non-banks, regulation

4.

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 42 (819,872)

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