There are some subtleties that Jesse's answer will miss.
YAML (like many programming languages) treats single and double quotes differently. Consider this document:
regexp: "\d{4}"
This will fail to parse with an error such as:
found unknown escape character while parsing a quoted scalar at line 1 column 9
Compare that to:
regexp: '\d{4}'
Which will parse correctly. In order to use backslash character inside double-quoted strings you would need to escape them, as in:
regexp: "\\d{4}"
I'd also like to highlight Steve's comment about single-quoted strings. Consider this document:
s1: "this\
is\
a\
test"
s2: 'this\
is\
a\
test'
When parsed, you will find that it is equivalent to:
s1: thisisatest
s2: "this\\ is\\ a\\ test"
This is a direct result of the fact that YAML treats single-quoted strings as literals, while double-quoted strings are subject to escape character expansion.