Associate ProfessorPhD (Bus Adm), 2004, University of the PhilippinesMS (Industrial Econ), 1989, University of Asia & the Pacific (formerly Center for Research and Communication (CRC)) BA (Econ), 1987, University of the Philippines Email: jcyu@upd.edu.ph Telephone: +632 928 4571 to 75 Office: room 119, VSB Building, UP Diliman Campus Recent PublicationsCo-authored with Bautista, Carlos C. and Goyeau, D. "Regime-switching market risk: Evidence from the Philippines," Philippine Management Review, Vol. 18, 2011."A Note on the Asymmetric Effects of Shocks on Market Return Volatility: The Philippine Case,"Philippine Management Review, Vol. 12, 2005. "A Test of the CAPM on the Philippine Common Stocks," Philippine Review of Economics, Vol. 39, No. 1, 2002. "Forecasting the Philippine Peso-Dollar Exchange Rate: Structural versus Time-Series Models,"Philippine Management Review, Vol. 9, 2001. | Faculty Directory |