Julieta Yung is a Financial Economist in the Center for Financial Research at the FDIC. Her research focuses on identifying, monitoring, and analyzing financial risks in the economy. 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.
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.
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.