Cortisol

I have been wondering for years about the dexamethsone supression test that was used as an adjunct in diagnosing depression years ago.  I was given the test and my levels were higher in the evening and lower in the morning and altogether higher than expected.  My question is, what effect does all that cortisol have on the body?  I don't imagine it is benifical to the organs.  My understanding was that the test results reflected the abnormal values found in the depressed population.  I am being treated for depression, but am concerned about the effect of elevated cortisol on my body.  Have there been any studies on the effects of elevated cortisol, other than cushings disease?