Julieta Yung

Federal Deposit Insurance Corporation

550 17th Street NW

Washington, DC 20006

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

SCHOLARLY PAPERS

8

DOWNLOADS

294

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

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 71 (400,671)

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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 49 (478,825)

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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 45 (495,979)

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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 35 (543,719)
Citation 1

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

5.

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 (583,070)

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6.

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 25 (602,205)

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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 24 (608,944)

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8.

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 17 (657,953)

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