Yuliya S. Demyanyk

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Senior Research Economist

Research Department

East 6th & Superior

Cleveland, OH 44101-1387

United States

http://www.clevelandfed.org/Research/Economists/Demyanyk

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 272

SSRN RANKINGS

Top 272

in Total Papers Downloads

46,161

CITATIONS
Rank 2,125

SSRN RANKINGS

Top 2,125

in Total Papers Citations

264

Scholarly Papers (15)

1.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Yuliya S. Demyanyk and Otto Van Hemert
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL
Downloads 41,942 (19)
Citation 188

Abstract:

mortgage, subprime, delinquency, foreclosure

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 S. Demyanyk and Iftekhar Hasan
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Gabelli School of Business, Fordham University
Downloads 1,047 (16,116)
Citation 9

Abstract:

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 S. Demyanyk and Iftekhar Hasan
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Gabelli School of Business, Fordham University
Downloads 488 (46,858)
Citation 9

Abstract:

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 S. Demyanyk and Elena Loutskina
Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Virginia - Darden School of Business
Downloads 250 (63,428)

Abstract:

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

4.

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 S. 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 238 (100,817)
Citation 29

Abstract:

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

5.

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

Number of pages: 24 Posted: 03 Jan 2007
Yuliya S. Demyanyk and Vadym Volosovych
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Erasmus University Rotterdam (EUR)
Downloads 191 (123,767)
Citation 3

Abstract:

EU enlargement, financial integration, welfare gains, risk sharing

6.

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 S. Demyanyk
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 167 (144,483)
Citation 6

Abstract:

subprime, mortgage, default, prepayment, termination, homeownership

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
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 119 (200,514)

Abstract:

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
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 13 (508,560)

Abstract:

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
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 (572,049)
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Abstract:

credit contraint, credit reports, mobility, unemployment

8.
Downloads 125 (192,338)

Fiscal Stimulus and Consumer Debt

Darden Business School Working Paper No. 2819990
Number of pages: 59 Posted: 12 Aug 2016 Last Revised: 22 Jul 2017
Yuliya S. Demyanyk, Elena Loutskina and Daniel Patrick 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 115 (205,798)

Abstract:

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
Yuliya S. Demyanyk, Elena Loutskina and Daniel Patrick 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 10 (525,754)

Abstract:

9.

Risk Sharing and Portfolio Allocation in EMU

Number of pages: 62 Posted: 18 Dec 2008 Last Revised: 25 May 2010
Yuliya S. 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 100 (174,727)

Abstract:

Risk sharing, portfolio allocation, financial integration

10.

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 S. Demyanyk
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 62 (259,215)

Abstract:

Credit Score, Foreclosure, Delinquency, Crisis

11.

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
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 29 (407,676)
Citation 1

Abstract:

12.

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

CEPR Discussion Paper No. 4847
Number of pages: 27 Posted: 05 May 2005
Yuliya S. Demyanyk and Vadym Volosovych
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Erasmus University Rotterdam (EUR)
Downloads 21 (447,001)
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Abstract:

EU enlargement, asymmetry of GDP, risk sharing, consumption insurance

13.

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 S. 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 (473,176)
Citation 27
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Abstract:

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

14.

The Rise and Fall of Consumption in the 2000s

FRB of Cleveland Working Paper No. 1507
Number of pages: 51 Posted: 13 Aug 2015
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 (358,483)
Citation 1

Abstract:

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

15.

The Taste of Peer-to-Peer Loans

Number of pages: 53 Posted: 21 Sep 2017 Last Revised: 19 Oct 2017
Yuliya S. Demyanyk, Elena Loutskina and Daniel Kolliner
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Virginia - Darden School of Business and University of Maryland, College Park
Downloads 0 (295,897)

Abstract: