Julieta Yung is a Senior Economist in the Center for Financial Research at the FDIC. In particular, her work investigates the factors that drive movements in equity, foreign exchange, and bond markets; models the mechanisms through which these assets can affect the economy and vice versa; and studies their role in reflecting investors’ risk preferences, expectations, and beliefs. Prior to joining the FDIC, Julieta worked as a research economist in the Globalization Institute at the Federal Reserve Bank of Dallas and later on as an assistant professor of economics at Bates College in Maine. She holds a Ph.D. in Economics from the University of Notre Dame.
Working Papers
Bluwstein, Kristina and Julieta Yung. 2022. Back to the Real Economy: The Effects of Risk Mispricing on the Term Premium and Bank Lending. FDIC Center for Financial Research Working Paper No. 2022-03.
Grant, Everett and Julieta Yung. 2022. Upstream, Downstream & Common Firm Shocks. FDIC Center for Financial Research Working Paper No. 2022-04.
Publications
Grant, Everett and Julieta Yung. 2021. The Double-Edge Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network. Journal of Applied Econometrics, 36(6):760-783.
Yung, Julieta. 2021. Can Interest Rate Factors Explain Exchange Rate Fluctuations? Journal of Empirical Finance, 61, 34-56.
Crawley, Andrew, Sarah Welch, and Julieta Yung. 2021. Improving Estimates of Job Matching Efficiency with Different Measures of Unemployment. Journal of Macroeconomics, 67, 103282.
Saltzman, Bennett and Julieta Yung. 2018. A Machine Learning Approach to Identifying Different Types of Uncertainty. Economics Letters, 171, 58-62.