| Published
• “A Note on the Asymmetric Effects of
Shocks on Market Return Volatility: The Philippine Case.” Philippine
Management Review. Volume 12, No. 1, 2005.
• “A Test of the CAPM on the
Philippine Common Stocks.” The Philippine Review of
Economics. Volume 39, No. 1, June 2002.
• “Forecasting the Philippine
Peso-Dollar Exchange Rate: Structural versus Time-Series Models.”
Philippine Management Review. Volume 9, No. 1, 2001.
Unpublished
• “Asymmetric
Effect of Shocks on Market Return Volatility in the Philippines.”
Faculty Grant Lecture, UP College of Business Administration,
2005.
• “Time Variation and Structural
Change in the Beta of Philippine Stocks.” Discussion Paper, UP College of Business Administration,
2003.
• “Stock Return Volatility and Time
Varying Beta in the Test of CAPM on Philippine Common Stocks,”
College of Business Administration, University of the Philippines,
2004. (Dissertation)
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