Matthew Darst

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

471

SSRN CITATIONS
Rank 49,931

SSRN RANKINGS

Top 49,931

in Total Papers Citations

12

CROSSREF CITATIONS

1

Scholarly Papers (6)

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 (304,101)
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 60 (460,045)

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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 (293,298)

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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 (577,030)

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3.
Downloads 68 (425,639)
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 (529,194)
Citation 1

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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 (649,278)

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

4.

Half-Full or Half-Empty? Financial Institutions, CDS Use, and Corporate Credit Risk

FEDS Working Paper No. 2018-47
Number of pages: 63 Posted: 23 Jul 2018 Last Revised: 21 Feb 2019
Cecilia Caglio, Matthew Darst and Eric Parolin
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Office of Financial Research
Downloads 50 (492,405)
Citation 3

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5.

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 (726,637)

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6.

Risk-Taking and Monetary Policy Transmission: Evidence from Loans to Smes and Large Firms

NBER Working Paper No. w28685
Number of pages: 64 Posted: 19 Apr 2021 Last Revised: 18 Nov 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Maryland
Downloads 5 (774,716)
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