Julieta Yung

Federal Deposit Insurance Corporation

550 17th Street NW

Washington, DC 20006

http://https://www.fdic.gov/analysis/cfr/

SCHOLARLY PAPERS

10

DOWNLOADS

401

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (10)

1.

The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network

Globalization and Monetary Policy Institute Working Paper No. 313
Number of pages: 56 Posted: 01 Jun 2017
Everett Grant and Julieta Yung
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Deposit Insurance Corporation
Downloads 78 (421,249)

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2.

Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment

IMF Working Paper No. 20/53
Number of pages: 27 Posted: 20 Apr 2020
International Monetary Fund (IMF), Independent, International Monetary Fund (IMF) and Federal Deposit Insurance Corporation
Downloads 60 (483,055)

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Interest rate increases, Discount rates, Risk premium, Financial markets, Financial instruments, Interest rate risk, non-linear stochastic discount factor, investment portfolio, termstructure model, risk aversion distribution, low interest rate environment, WP, yield curve, interest-rate, risk aversion, conditional mean, treasury security

3.

Upstream, Downstream & Common Firm Shocks

Globalization and Monetary Policy Institute Working Paper No. 360
Number of pages: 54 Posted: 26 Apr 2019 Last Revised: 29 Apr 2020
Everett Grant and Julieta Yung
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Deposit Insurance Corporation
Downloads 55 (502,794)

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upstream versus downstream, input-output linkages, firm networks, shock propagation, aggregate shocks

4.

Back to the Real Economy: The Effects of Risk Perception Shocks on the Term Premium and Bank Lending

Bank of England Working Paper No. 806, June 2019
Number of pages: 42 Posted: 19 Jul 2019
Kristina Bluwstein and Julieta Yung
Bank of England and Federal Deposit Insurance Corporation
Downloads 43 (557,023)
Citation 1

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stochastic discount factor, DSGE, long-term interest rate, risk mispricing, macro-financial linkages, bank lending

5.

Upstream, Downstream & Common Firm Shocks

FDIC Center for Financial Research Paper No. 2022-04
Number of pages: 111 Posted: 25 Apr 2022
Everett Grant and Julieta Yung
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Deposit Insurance Corporation
Downloads 41 (567,142)

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Firm networks, Upstream versus downstream, Input-output linkages, Shock propagation, Aggregate shocks, Equity returns

6.

Macroeconomic News and Asset Prices Before and after the Zero Lower Bound

Globalization and Monetary Policy Institute Working Paper No. 287
Number of pages: 32 Posted: 28 Oct 2016
Christoffer Koch and Julieta Yung
Federal Reserve Bank of Dallas and Federal Deposit Insurance Corporation
Downloads 28 (642,494)

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7.

Impact of Macroeconomic Surprises Changed after Zero Lower Bound

Economic Letter, Vol. 12, Issue 8, pp. 1-4, 2017
Number of pages: 4 Posted: 11 Jul 2017
Christoffer Koch and Julieta Yung
Federal Reserve Bank of Dallas and Federal Deposit Insurance Corporation
Downloads 27 (649,215)

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8.

Stock Market Provides Imperfect View of Real U.S. Economy

Economic Letter, Vol. 11, Issue 4, pp. 1-4, 2016
Number of pages: 4 Posted: 12 May 2016
Julieta Yung
Federal Deposit Insurance Corporation
Downloads 26 (656,286)

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9.

Back to the Real Economy: The Effects of Risk Mispricing on the Term Premium and Bank Lending

FDIC Center for Financial Research Paper No. 2022-03
Number of pages: 43 Posted: 02 May 2022
Julieta Yung and Kristina Bluwstein
Federal Deposit Insurance Corporation and Bank of England
Downloads 23 (678,231)

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Stochastic discount factor; risk mispricing; term premium; bank lending

10.

Global Interfirm Network Reveals Centrality of U.S. And Financial Sector

Economic Letter, Vol. 13, Issue 2, pp. 1-4, 2018
Number of pages: 4 Posted: 14 Feb 2018 Last Revised: 29 Apr 2020
Everett Grant and Julieta Yung
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Deposit Insurance Corporation
Downloads 20 (701,470)

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