Yuliya Demyanyk

Federal Reserve Banks - Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

16

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49,061

SSRN CITATIONS
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Top 4,014

in Total Papers Citations

197

CROSSREF CITATIONS

136

Scholarly Papers (16)

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1.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Yuliya Demyanyk and Otto Van Hemert
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL
Downloads 44,769 (43)
Citation 207

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mortgage, subprime, delinquency, foreclosure

2.

Financial Crises and Bank Failures: A Review of Prediction Methods

Downloads 1,890 ( 12,016)
Citation 14

Financial Crises and Bank Failures: A Review of Prediction Methods

FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34 Posted: 22 Jun 2009 Last Revised: 01 Nov 2010
Yuliya Demyanyk and Iftekhar Hasan
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Fordham University
Downloads 1,301 (20,955)

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subprime, financial crisis, mortgage, bank failure, operations research

Financial Crises and Bank Failures: A Review of Prediction Methods

Bank of Finland Research Discussion Paper No. 35/2009
Number of pages: 37 Posted: 06 Dec 2009
Yuliya Demyanyk and Iftekhar Hasan
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Fordham University
Downloads 589 (62,915)
Citation 13

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financial crises, banking failures, operations research, early warning methods, leading indicators, subprime markets

3.

Mortgage Companies and Regulatory Arbitrage

FRB of Cleveland Working Paper No. WP 12-20R, Darden Business School Working Paper No. 2051001
Number of pages: 47 Posted: 05 May 2012 Last Revised: 03 Oct 2015
Yuliya Demyanyk and Elena Loutskina
Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Virginia - Darden School of Business
Downloads 462 (86,053)
Citation 8

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Banking Regulation, Regulatory Arbitrage, Shadow Banking, Lending Standards, Mortgage, Foreclosure, Bank, Crisis

4.

Fiscal Stimulus and Consumer Debt

Downloads 300 (139,233)
Citation 8

Fiscal Stimulus and Consumer Debt

Darden Business School Working Paper No. 2819990
Number of pages: 59 Posted: 12 Aug 2016 Last Revised: 29 May 2018
Yuliya Demyanyk, Elena Loutskina and Daniel Murphy
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 284 (146,669)

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Fiscal Stimulus; Consumer Debt; Defense Spending; Excess Capacity

Fiscal Stimulus and Consumer Debt

FRB of Cleveland Working Paper No. 16-20
Number of pages: 48 Posted: 18 Sep 2016 Last Revised: 01 Nov 2017
Yuliya Demyanyk, Elena Loutskina and Daniel Murphy
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 16 (740,999)
Citation 9

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5.

U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income

EFA 2004 Maastricht Meetings Paper No. 4444
Number of pages: 54 Posted: 23 Jun 2004
Yuliya Demyanyk, Charlotte Ostergaard and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 291 (143,697)
Citation 3

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Financial deregulation, integration of bank markets, interstate risk sharing,small business finance

6.

Stress Tests and Small Business Lending

Downloads 290 (144,219)
Citation 2

Stress Tests and Small Business Lending

Darden Business School Working Paper No. 3129108
Number of pages: 54 Posted: 08 Mar 2018 Last Revised: 20 Dec 2018
Kristle Romero Cortés, Yuliya Demyanyk, Lei Li, Elena Loutskina and Philip E. Strahan
UNSW Australia Business School, School of Banking and Finance, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System, University of Virginia - Darden School of Business and Boston College - Department of Finance
Downloads 267 (156,249)

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small business lending, stress test, credit supply, large banks

Stress Tests and Small Business Lending

NBER Working Paper No. w24365
Number of pages: 55 Posted: 06 Mar 2018 Last Revised: 28 Jan 2022
Kristle Romero Cortés, Yuliya Demyanyk, Lei Li, Elena Loutskina and Philip E. Strahan
UNSW Australia Business School, School of Banking and Finance, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Board of Governors of the Federal Reserve System, University of Virginia - Darden School of Business and Boston College - Department of Finance
Downloads 23 (683,178)
Citation 2

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7.

Gains from Financial Integration in the European Union: Evidence for New and Old Members

Number of pages: 24 Posted: 03 Jan 2007
Yuliya Demyanyk and Vadym Volosovych
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Erasmus University Rotterdam (EUR)
Downloads 244 (171,411)
Citation 5

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EU enlargement, financial integration, welfare gains, risk sharing

8.

Quick Exits of Subprime Mortgages

Federal Reserve Bank of St. Louis Review, Vol. 2, pp. 79-93, March/April 2009
Number of pages: 16 Posted: 06 Mar 2009
Yuliya Demyanyk
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 202 (204,824)

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subprime, mortgage, default, prepayment, termination, homeownership

9.

Risk Sharing and Portfolio Allocation in EMU

Number of pages: 62 Posted: 18 Dec 2008 Last Revised: 25 May 2010
Yuliya Demyanyk, Charlotte Ostergaard and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 197 (210,512)
Citation 20

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Risk sharing, portfolio allocation, financial integration

10.

Moving to a Job: The Role of Home Equity, Debt, and Access to Credit

Downloads 160 (250,482)
Citation 7

Moving to a Job: The Role of Home Equity, Debt, and Access to Credit

Number of pages: 56 Posted: 13 Mar 2013 Last Revised: 20 Dec 2013
Yuliya Demyanyk, Dmytro Hryshko, María José Luengo‐Prado and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 139 (281,480)
Citation 4

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unemployment, mobility, mortgages, negative equity

Moving to a Job: The Role of Home Equity, Debt, and Access to Credit

FRB of Cleveland Working Paper No. 13-05r
Number of pages: 58 Posted: 15 Nov 2013 Last Revised: 29 Oct 2014
Yuliya Demyanyk, Dmytro Hryshko, María José Luengo‐Prado and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 19 (715,568)
Citation 1

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unemployment, mobility, mortgages, negative equity

Moving to a Job: The Role of Home Equity, Debt, and Access to Credit

CEPR Discussion Paper No. DP9474
Number of pages: 55 Posted: 17 May 2013
Yuliya Demyanyk, Dmytro Hryshko, María José Luengo‐Prado and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 2 (880,890)
Citation 2
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credit contraint, credit reports, mobility, unemployment

11.

The Impact of Missed Payments and Foreclosures on Credit Scores

FRB of Cleveland Working Paper No. 14-23
Number of pages: 32 Posted: 25 Oct 2014 Last Revised: 23 Jul 2016
Yuliya Demyanyk
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 113 (326,619)
Citation 1

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Credit Score, Foreclosure, Delinquency, Crisis

12.

The Rise and Fall of Consumption in the '00s. A Tangled Tale

Downloads 57 (484,691)
Citation 2

The Rise and Fall of Consumption in the '00s. A Tangled Tale

FRB of Cleveland Working Paper No. 1507
Number of pages: 63 Posted: 13 Aug 2015 Last Revised: 20 Dec 2017
Yuliya Demyanyk, Dmytro Hryshko, María José Luengo‐Prado and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 57 (492,316)

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consumption growth, wealth effects, income inequality, debt overhang, consumer credit, consumer expectations, foreclosures, cash-out refi nancing, dot-com recession, subprime boom, Great Recession, tepid recovery

The Rise and Fall of Consumption in the '00s. A Tangled Tale

CEPR Discussion Paper No. DP12522
Number of pages: 66 Posted: 02 Jan 2018
Yuliya Demyanyk, Dmytro Hryshko, María José Luengo‐Prado and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
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Citation 1
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13.

The Rise and Fall of Consumption in the '00s

FRB of Boston Working Paper No. 15-12
Number of pages: 51 Posted: 28 Oct 2015
Yuliya Demyanyk, Dmytro Hryshko, María José Luengo‐Prado and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 49 (517,816)

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14.

Macroeconomic Asymmetry in the European Union: The Difference between New and Old Members

Number of pages: 27 Posted: 05 May 2005
Yuliya Demyanyk and Vadym Volosovych
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Erasmus University Rotterdam (EUR)
Downloads 21 (677,531)
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EU enlargement, asymmetry of GDP, risk sharing, consumption insurance

15.

Us Banking Deregulation, Small Businesses and Interstate Insurance of Personal Income

CEPR Discussion Paper No. 5863
Number of pages: 57 Posted: 20 Dec 2006
Yuliya Demyanyk, Charlotte Ostergaard and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 16 (715,816)
Citation 16
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Financial deregulation, integration of bank markets, interstate risk sharing, small business finance

16.

The Rise and Fall of Consumption in the 2000s: A Tangled Tale

Economica, Vol. 86, Issue 343, pp. 495-531, 2019
Number of pages: 37 Posted: 08 May 2020
Yuliya Demyanyk, Dmytro Hryshko, María José Luengo‐Prado and Bent E. Sørensen
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and affiliation not provided to SSRN
Downloads 0 (876,149)

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