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

4

DOWNLOADS

418

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 118 (304,824)
Citation 2

Abstract:

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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 62 (453,529)

Abstract:

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A Model of Endogenous Debt Maturity with Heterogeneous Beliefs

Number of pages: 46 Posted: 14 Feb 2016 Last Revised: 09 Jan 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 124 (293,989)

Abstract:

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Debt, heterogeneous agents, general equilibrium, investment, cost of capital

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 35 (578,273)

Abstract:

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3.
Downloads 68 (426,546)
Citation 1

Banks, Non Banks, and Lending Standards

FEDS Working Paper No. 2020-86
Number of pages: 52 Posted: 13 Oct 2020
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 44 (530,363)
Citation 1

Abstract:

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Banks, Non banks, and Lending Standards

Number of pages: 51 Posted: 10 Nov 2020
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 24 (650,615)

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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 11 (728,063)

Abstract:

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