Associate Professor

PhD (Bus Adm), 2004, University of the Philippines
MS (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 Publications

Co-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.