Research

Isabelle Distinguin, Amine Tarazi, Jocelyn Trinidad, 2011. The Use of Accounting and Stock Market Data to Predict Bank Financial Distress: The Case of East Asian Banks. Philippine Management Review 18, 1-18. (PDF)

Thierno Amadou Barry, Santos José III O Dacanay, Laetitia Lepetit, Amine Tarazi, 2011. Ownership Structure and Bank Efficiency in Six Asian Countries. Philippine Management Review 18, 19-35. (PDF)

Alma Dela Cruz, David Dickinson, 2011. Interest Rate Movements and Inflation Risk in the Philippines. Philippine Management Review 18, 37-42. (PDF)  

Joel C. Yu, Daniel Goyeau, Carlos C. Bautista, 2011. Regime-Switching Market Risk: Evidence from the Philippines. Philippine Management Review 18, 43-50. (PDF)

Noëlle Duport, Daniel Goyeau, Genelyn Ma. F. Sarte, 2011. World Business Cycle, Local Specialization and Asset Prices. Philippine Management Review 18, 51-70. (PDF)  

Assad L. Baunto, Christian Bordes, Samuel Maveyraud, Philippe Rous, 2011. Money Growth and Velocity with Structural Breaks: Evidence from the Philippines. Philippine Management Review 18,  71-81. (PDF)

Daniel Vincent H. Borja, Daniel Goyeau, 2011. International Liquidity, Monetary Spillovers and Asset Prices. Philippine Management Review 18, 83-95. (PDF)  

Jessica A. Los Banos, Celine Meslier Crouzille, Emmanuelle Nys, Alain Sauviat, 2011. Banking Industry Structure and Economic Activities: A Regional Approach for the Philippines. Philippine Management Review 18, 97-113. (PDF)  

Carlos C. Bautista, Philippe Rous and Amine Tarazi, 2009. The determinants of bank stock return's co-movements in East Asia. Economics Bulletin 29(3), 1596-1601. (PDF)

Carlos C. Bautista, Philippe Rous and Amine Tarazi, 2008. The determinants of domestic and cross border
bank contagion risk in Southeast Asia. Revue Èconomique 59(6), 1215-1242. (PDF)

Carlos C. Bautista and Samuel Maveyraud-Tricoire, 2007. Saving-investment relationship, financial crisis and structural changes in East Asian countries. Economie Internationale 111, 81-99. (PDF)

Meslier-Crouzille C., Nys E., and Sauviat A., forthcoming. Contribution of Rural Banks to Regional Economic Development : Evidence from the Philippines. Regional Studies.

The research topics are in line with the training modules and relate to banking and finance issues. Research will be particularly oriented towards issues regarding the safety and the efficiency of the financial system. Indeed in developing countries, weak supervisory rules, inadequate monitoring of financial activities, non-competitive market structures as well as corporate culture that fostered weak corporate governance imply fragility in the financial sector. Therefore, given the strong relationship between the financial sector and economic stability, the need to improve the supervision and the regulation of the financial system is critical. Indeed, the improvement of the regulatory and supervisory environment is an important and ongoing concern for policy-makers, particularly for the crisis-hit Asian countries.

The 2 main research activities are workshops/conferences and research missions.

These research missions will aim to develop collaborative research and international exposures to Philippine faculty members.

Through their missions in the Universities of Limoges, Poitiers and Birmingham, postgraduate students will benefit from belonging to an established research centre. Indeed, they will gain from high expertise in the field of their research, local seminars and from the availability of databases such as Bankscope Fitch IBCA, International Datastream, Thomson One Banker, Econlit, Science Direct, International Financial Statistics, etc. These research missions will upgrade their competency levels. Each European research centre will receive 3 postgraduate students for a time period of 3 months. These students will work on subjects directly linked to seminar topics and will benefit from research supervision provided by the European faculty members involved in the core seminar.

Each Philippine researcher (Metro-Manila Campus) contributing to a working paper will travel to Europe to visit for one month the University to which her/his co-author belongs. She/he will also give a research seminar on her/his regular research field.

A mid-term research workshop (September 2006) will be held in Limoges. The workshop will allow feedback on research progress not only from other members of the team but also from other researchers among the Universities members. Preliminary version of the research working papers will be made available one month before the workshop and will be published on the website of the project.

The 2007 Research Conference

A research conference will take place in the Philippines in August 2007. Completed research papers will be selected for presentation at this conference. In line with the objective of the dissemination of outputs to a wide audience, the organisers of the conference will invite academics, central bankers, private bankers and policy-makers. This conference will be opened to researchers from other universities through a call for papers. Copies of the papers presented by the lecturers can be found by clicking here.

The 2006 Research Conference

A research conference was held simultaneously with the core seminar series that took place between 24 April to 10 May 2006. Copies of the papers presented by the lecturers can be found by clicking here.