Tetiana Davydiuk portrait

Tetiana Davydiuk, PhD

Assistant Professor
Academic AreaFinance
Academic AreaEconomics
Areas of InterestFinancial Intermediation, Asset Pricing, and Macro-Finance

Tetiana Davydiuk joined the Johns Hopkins Carey Business School as an Assistant Professor of Finance in August 2023. Prior to joining Carey, she worked at the Tepper School of Business of Carnegie Mellon University.

Her research interests lie broadly in the areas of financial intermediation, asset pricing, and macro-finance. The overarching question is firms’ access to various forms of financing and its role in generating economic growth and supporting entrepreneurship. At each stage of its lifecycle, from small start-up to large multinational corporation, a company relies on financial institutions and financial markets for capital to fund its growth. Disruptions to firms’ access to funding can have a persistent and far-reaching impact on the economy.

Professor Davydiuk completed her PhD studies at the Wharton School and holds a master's in finance and economics from CEMFI.

Teaching

Current

  • Fixed Income

Research

Selected publications

  • "Market Discipline in the Direct Lending Space", Review of Financial Studies, forthcoming (joint with Tatyana Marchuk and Samuel Rosen)
  • "How Risky are the U.S. Corporate Assets?", Journal of Finance, 2023 (joint with Scott Richard, Ivan Shaliastovich, and Amir Yaron)
  • "De-crypto-ing Signals in Initial Coin Offerings: Evidence of Rational Token Retention", Management Science, 2023 (joint with Deeksha Gupta and Samuel Rosen)

Working papers

  •  "Dynamic Bank Capital Requirements"
  • "Direct Lenders in the U.S. Middle Market"
  • "Income Inequality, Debt Burden, and Covid-19"

Honors and distinctions

  • 2020–2024: Research Grant Awarded by National Science Foundation
  • 2016–2017: Macro-Financial Modeling (MFM) Dissertation Fellowship by Becker Friedman Institute at University of Chicago
  • 2016-2017: Research Grant Awarded by the Rodney L. White Center for Financial Research
  • 2012–2016: University of Pennsylvania Dean’s Fellowship for Distinguished Merit