Julieta Yung
Biographic Data
| ID | 9678679 |
|---|---|
| NAME | Julieta Yung |
| GIVEN NAMES | Julieta |
| FAMILY NAME | Yung |
| SIGNATURE | YUNG J |
| AFFILIATIONS | Center for Financial Research FDIC Washington DC USA |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach
We evaluate the roles of upstream (supplier‐to‐user), downstream (user‐to‐supplier), and common factor shock transmission across firms by deriving interfirm networks and common factors from US equities over 1989–2017. We overcome the econometric challenges of estimating the large factor‐augmented vector autoregressive (FAVAR) system by developing two alternative approaches: one prioritizing computational efficiency and the other providing the ful…
The double‐edged sword of global integration
Increased global integration of firm, production, and financial networks has the potential to benefit growth but also amplify the transmission of crises. We test whether higher global connectedness is associated with robust (beneficial) or fragile (harmful) behavior using networks derived from firm equity returns across all industries (1991–2016). More globally connected firms are less likely to be in distress, with higher profit, revenue, and eq…
No prominent works on this page.
The double‐edged sword of global integration
Increased global integration of firm, production, and financial networks has the potential to benefit growth but also amplify the transmission of crises. We test whether higher global connectedness is associated with robust (beneficial) or fragile (harmful) behavior using networks derived from firm equity returns across all industries (1991–2016). More globally connected firms are less likely to be in distress, with higher profit, revenue, and eq…
Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach
We evaluate the roles of upstream (supplier‐to‐user), downstream (user‐to‐supplier), and common factor shock transmission across firms by deriving interfirm networks and common factors from US equities over 1989–2017. We overcome the econometric challenges of estimating the large factor‐augmented vector autoregressive (FAVAR) system by developing two alternative approaches: one prioritizing computational efficiency and the other providing the ful…
Economics (2 works) · Market Dynamics and Volatility (2 works) · Autoregressive model (1 works) · Banking stability, regulation, efficiency (1 works) · Business (1 works) · Centrality (1 works) · Computer Science (1 works) · Corporate Finance and Governance (1 works) · Econometrics (1 works) · Factor analysis (1 works)