Yuliya S. Demyanyk

University of Illinois at Chicago

1200 W Harrison St

Chicago, IL 60607

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 341

SSRN RANKINGS

Top 341

in Total Papers Downloads

47,708

SSRN CITATIONS
Rank 4,709

SSRN RANKINGS

Top 4,709

in Total Papers Citations

98

CROSSREF CITATIONS

121

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
University of Illinois at Chicago and Man AHL
Downloads 43,877 (27)
Citation 160

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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
University of Illinois at Chicago and Fordham University - Gabelli School of Business
Downloads 1,206 (16,192)

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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 S. Demyanyk and Iftekhar Hasan
University of Illinois at Chicago and Fordham University - Gabelli School of Business
Downloads 565 (47,254)
Citation 11

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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 S. Demyanyk and Elena Loutskina
University of Illinois at Chicago and University of Virginia - Darden School of Business
Downloads 425 (68,237)
Citation 1

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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
University of Illinois at Chicago, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 273 (112,478)
Citation 2

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

5.
Downloads 244 (126,368)

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 S. Demyanyk, Elena Loutskina and Daniel Murphy
University of Illinois at Chicago, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 231 (133,018)

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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 S. Demyanyk, Elena Loutskina and Daniel Murphy
University of Illinois at Chicago, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 13 (591,212)

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6.

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
University of Illinois at Chicago and Erasmus University Rotterdam (EUR)
Downloads 226 (136,333)
Citation 5

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EU enlargement, financial integration, welfare gains, risk sharing

7.

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
University of Illinois at Chicago
Downloads 187 (162,893)

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subprime, mortgage, default, prepayment, termination, homeownership

8.

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
University of Illinois at Chicago, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 169 (178,246)
Citation 13

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Risk sharing, portfolio allocation, financial integration

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
UNSW Australia Business School, School of Banking and Finance, University of Illinois at Chicago, Federal Reserve Board, University of Virginia - Darden School of Business and Boston College - Department of Finance
Downloads 152 (195,384)

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

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
University of Illinois at Chicago, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 134 (216,677)

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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
University of Illinois at Chicago, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 17 (564,307)

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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
University of Illinois at Chicago, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 2 (675,759)
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 S. Demyanyk
University of Illinois at Chicago
Downloads 101 (265,516)

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Credit Score, Foreclosure, Delinquency, Crisis

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
University of Illinois at Chicago, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 51 (394,769)

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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
University of Illinois at Chicago, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
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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
University of Illinois at Chicago, University of Alberta, Federal Reserve Banks - Federal Reserve Bank of Boston and University of Houston - Department of Economics
Downloads 42 (420,265)

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14.

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
University of Illinois at Chicago and Erasmus University Rotterdam (EUR)
Downloads 21 (520,608)
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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 S. Demyanyk, Charlotte Ostergaard and Bent E. Sørensen
University of Illinois at Chicago, BI Norwegian Business School, Department of Finance and University of Houston - Department of Economics
Downloads 16 (550,044)
Citation 2
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Financial deregulation, integration of bank markets, interstate risk sharing, small business finance