Photo of Tetiana Davydiuk

Tetiana Davydiuk

Research Interests: macro-finance, asset pricing, banking regulation, financial intermediation

Contact Information

Address: 2254 Steinberg-Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104
Email: davydiuk@wharton.upenn.edu

Overview

     I am a PhD Candidate in Finance at the Wharton School of the University of Pennsylvania. My research interests lie in the areas of macroeconomics and asset pricing and, more specifically, in the new regulation of the banking industry. 

     You can contact me at davydiuk@wharton.upenn.edu, or check my CV for further details. 
 

Education:

The Wharton School, University of Pennsylvania (Expected June 2017)

  • Ph.D. in Finance
Center for Monetary and Financial Studies (CEMFI) (2012)
  • Master of Science in Economics and Finance

National University Kyiv-Mohyla Academy (NaUKMA)  (2010)

  • Bachelor of Science in Finance (with distinction)

 


Working Papers:

Optimal Bank Capital Requirements

The Unlevered Economy, Aggregate Payouts and Asset Prices, joint with Scott Richard, Ivan Shaliastovich and Amir Yaron 

 

Academic Honors and Awards:

MFA Student Travel Grant for the Annual Meeting, 2016
Macro-Financial Modeling (MFM) Dissertation Fellowship, Becker Friedman Institute at University of Chicago, 2016-2017
AFA Student Travel Grant for the Annual Meeting, 2015
University of Pennsylvania Dean's Fellowship for Distinguished Merit, 2012-2016
CEMFI Fellowship for Graduate Studies , 2010-2012
Kyiv-Mohyla Academy Academic Scholarship for Undergraduate Studies, 2006-2010
 

Work Experience:

Banco Bilbao Vizcaya Argentaria (BBVA), Internship at Global Lending Department, 2011

 

 

 

 

 

Research

Research

Working Papers:

Optimal Bank Capital Requirements

The Unlevered Economy, Aggregate Payouts and Asset Prices, joint with Scott Richard, Ivan Shaliastovich and Amir Yaron 

 

 

Research Fellowship:

Amir Yaron (2014)

 


Awards And Honors

  • • Midwest Finance Association (MFA) Student Travel Grant for the Annual Meeting, 2016
  • • Macro-Financial Modeling (MFM) Dissertation Fellowship, Becker Friedman Institute at University of Chicago, 2016-2017
  • • American Finance Association (AFA) Student Travel Grant for the Annual Meeting, 2015
  • • University of Pennsylvania Dean's Fellowship for Distinguished Merit, 2012-2016
  • • CEMFI Fellowship for Graduate Studies , 2010-2012
  • • Kyiv-Mohyla Academy Academic Scholarship for Undergraduate Studies, 2006-2010

Teaching


Teaching Assistant, the Wharton School:
  • FNCE 926           - Empirical Methods of Corporate Finance (PhD)
  • FNCE 206/717   - Financial Derivatives (Undergraduate/MBA)
  • FNCE 728           - Corporate Valuation (MBA)
  • BEPP 305/805   - Risk Management (Undergraduate/MBA)