Discussion Papers

 2007 Research Conference Papers

International liquidity, monetary spillovers and asset prices,
Borja and Goyeau

The non-performing loans: Some bank-level evidences,
Hou and Dickinson

World business cycle, local specialization and asset prices,
Duport, Goyeau and Sarte

Asymmetric effects of interest rate changes: the role of the consumption-wealth channel,
Mullineux, McDonald and Sensarma

Money and uncertainty in the Philippines: A Friedmanite perspective,
Baunto, Bordes, Mevayraud-Tricoire and Rous

Does uncertainty matter for loan charge-offs,
Lepetit, Strobel and Dickinson

Efficiency of banks in Southeast Asia: The influence of ownership and risk,
Barry, Dacanay, Lepetit and Tarazi

Saving-investment relationship, financial crisis and structural changes in East Asian countries, 
Bautista and Maveyraud-Tricoire

The determinants of domestic and cross border bank contagion risk in Southeast Asia,
Tarazi, Rous and Bautista

Regime-switching market risk: Evidence from the Philippines,
Yu, Goyeau and Bautista

Corporate governance And financial reporting of Philippine banks: private banks vs government banks
Arthur Cayanan

Insights into the corporate governance of Philippine rural banks
Joselito Florendo

Interest rate movements and inflation risk in the Philippines
Dela Cruz and Dickinson

The Regulation of Financial Conglomerates in the Philippines
Natalia Santos

Philippine Rural Banks and Economic Development
Crouzille, Los Baños, Nys and Sauviat
 

2006 Research Conference Papers

Product diversification in the European banking industry: Risk and loan pricing implications

Price stability and the ECB’s monetary policy strategy

Asymmetric effects of monetary policy 

Market discipline and the use of stock market data to predict bank financial distress

The Dynamics of Portfolio Management: Exchange Rate Effects and Multisector Allocation

Reaction of European Bank stock prices to events of the Asian and Russian Financial crises