Carnegie Mellon University

Tetiana Davydiuk

Tetiana Davydiuk

Assistant Professor of Finance

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  • TEP - Tepper Building - Room 5227
  • 412-268-1547
Address
5000 Forbes Avenue
Pittsburgh, PA 15213

Education

  • The Wharton School, University of Pennsylvania – PhD (Finance) – 2018
  • Center for Monetary and Financial Studies – MS (Economics and Finance) – 2012
  • National University Kyiv-Mohyla Academy – BS (Finance) – 2010

Research

Macro-Finance, Asset Pricing, Banking Regulation, Financial Intermediation

Publications

Working Papers

  • Dynamic Bank Capital Requirements
    (author(s): Tetiana Davydiuk)
  • How Risky are the U.S. Corporate Assets?
    (author(s): Tetiana Davydiuk, Scott Richard, Ivan Shaliastovich, Amir Yaron)
  • De-crypto-ing Signals in Initial Coin Offerings: Evidence of Rational Token Retention
    (author(s): Tetiana Davydiuk, Deeksha Gupta, Samuel Rosen)

Awards and Honors

  • Macro-Financial Modeling Dissertation Fellowship by Becker Friedman Institute at University of Chicago (2016-2017)
  • Research Grant by the Rodney L. White Center for Financial Research (2016-2017)