| Published
•
The determinants of bank stock return's co-movements in East
Asia (co-authored with Amine Tarazi and Philippe Rous), Economics
Bulletin, vol. 29, no. 3, 2009,
1596-1601.
•
The determinants of domestic and cross border bank contagion in
Southeast Asia (co-authored with Amine Tarazi and Philippe Rous),
Revue Economique, vol. 59, no. 6, 2008,
1215-1242.
• Co-author, Corporate Finance: Text &
Philippine Cases, Second Edition, eds. R. C. Ybañez and A. R.
Ilano. Manila: Development Center for Finance, 2009.
• "How did the Asian Stock
Markets react to Bank Mergers after the 1997 Asian Crisis," (Co-authored with
Celine Crouzille and Laetitia Lepetit),
Pacific Economic Review, vol. 13 no. 2, 2008, pages
171-182.
• "Saving-Investment
Relationship, Financial Crisis and Structural Changes in East
Asian Countries," (Co-authored with Samuel
Maveyraud-Tricoire), Economie Internationale, 111, 2007,
pp 81-99.
•
The exchange rate-interest differential relationship in six East
Asian countries, Economics Letters, vol. 92, no. 1, 2006,
137-142. (UP President's
International Publication Awardee)
• Co-authored with Valderrama, Helena
Agnes S., "The Development
and Performance of the Philippine Mutual Funds Industry" in
Analysis of Selected Philippine Industries, Vol. 1 eds R.
Rodriguez and M. Albarracin. Quezon City: UP Press, 2005.
• "External Liberalization, Growth and
Distribution in the Philippines," (Co-authored with Joseph Lim)
in External Liberalization In Asia, Post-Socialist Europe,
and Brazil, edited by Lance Taylor, New York: Oxford
University Press, 2005. (UP
President's International Publication Awardee)
• "How Volatile are East Asian Stocks
during High Volatility Periods," Applied Economics Letters,
vol. 12, 2005, 319-326. (UP
President's International Publication Awardee)
•
"Monetary policy and exchange market pressure: the case of the
Philippines," (co-authored with Maria Socorro Gochoco-Bautista),
Journal of Macroeconomics vol. 27
no. 1, 2005, 153-168.
• “The Development and Performance
of the Philippine Mutual Fund Industry," (co-authored with Helen
S. Valderrama), ASEAN University Network Collaborative
Research Programme in Economic Security, 2004, 223-270.
• “Estimates of Output Gaps in
Four Southeast Asian Countries,” Economics Letters, vol. 80,
no. 3, 2003, 365-371. (UP
President's International Publication Awardee)
• “Stock Market Volatility in the Philippines,”
Applied Economics Letters, vol. 10, 2003, 315-318.
(UP President's
International Publication Awardee)
• “Interest Rate-Exchange Rate Dynamics
in the Philippines: A DCC Analysis,” Applied Economics Letters,
vol. 10, 2003, 107-111. (UP
President's International Publication Awardee)
• “Boom–bust Cycles and Crisis Periods
in the Philippines: A Regime–switching Analysis.”
Philippine
Review of Economics, 2002.
• “Structural Macroeconomic
Modeling Exercises for Corporate Planning”. Philippine
Management Review. Vol. 9 No. 1, 2001.
• “Tests of the C–CAPM for the Philippines:
1983–1997.” Philippine Review of Economics and Business,
1999.
• “Capital Flows within a General Equilibrium
Setting”. Philippine Journal of Operations Research, 1998.
• “Testing for Rationality in the
Philippine Financial Markets”. Philippine Review of Economics
and Business, December 1996.
Unpublished
• "Interest rate-exchange rate
interaction in the Southeast Asian region,"
Paper presented at the 6th Annual Global Development Conference
in Dakar, Senegal, 24-26 January 2005, sponsored by the Global
Development Network
• The NEDA quarterly macroeconomic model:
theoretical structure and some empirical results (with Roberto S.
Mariano, and Bayani Victor Bawagan), Paper presented at the 9th
National Convention on Statistics, EDSA Shangri-La Hotel, October 4
– 5, 2004.
• How did the Asian stock markets react
to bank mergers after the 1997 Asian crisis? (with Céline
Crouzille and Laetitia Lepetit), Paper presented at the XXIst
Symposium on Banking and Monetary Economics, University of Nice,
France, June 10 and 11, 2004
• Core inflation in the Philippines:
measurement and evaluation (2003). UPCBA Discussion Paper No.
0307
• Predicting the PHISIX using Neural Networks,
September 2001.
Awards
• Gawad Chanselor awardee as "Pinakamahusay
na Mananaliksik (Management and Economics)", 2004
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