| Collateral heterogeneity and monetary policy transmission: evidence from loans to SMEs and large firms CR Caglio, RM Darst, Ṣ Kalemli-Özcan National Bureau of Economic Research, 2021 | 80* | 2021 |
| Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk C Caglio, RM Darst, E Parolin Journal of Financial Intermediation 40, 100812, 2019 | 30* | 2019 |
| Credit Default Swaps in General Equilibrium: Endogenous Default and Credit‐Spread Spillovers RM Darst, E Refayet Journal of Money, Credit and Banking 50 (8), 1901-1933, 2018 | 22* | 2018 |
| A Model of Endogenous Debt Maturity with Heterogeneous Agents RM Darst, E Refayet | 12* | 2019 |
| Banks, Non Banks, and Lending Standards M Darst, E Refayet, A Vardoulakis FEDS Working Paper, 2020 | 6 | 2020 |
| Moldy Lemons and Market Shutdowns JW Chang, RM Darst Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2022 | | 2022 |
| A Macroprudential Perspective on the Regulatory Boundaries of US Financial Assets DM Arseneau, G Brang, M Darst, JM Faber, DE Rappoport W, ... FEDS Working Paper, 2022 | | 2022 |
| Mixed Signals: Investment Distortions with Adverse Selection M Darst, E Refayet FEDS Working Paper, 2019 | | 2019 |
| Essays on Credit Default Swaps and Corporate Debt Financing Decisions RM Darst The George Washington University, 2015 | | 2015 |
| FEDS Notes C Caglio, RM Darst, E Parolin | | |
