Joel Yu
Associate Professor
PhD (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: joel.yu@up.edu.phWeb: vsb.upd.edu.ph/faculty/joel-yuTelephone: +632 928 4571 to 75Office: room 119, VSB Building, UP Diliman Campus
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PhD (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: joel.yu@up.edu.phWeb: vsb.upd.edu.ph/faculty/joel-yuTelephone: +632 928 4571 to 75Office: room 119, VSB Building, UP Diliman Campus
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Research and Publications (click here to view all)
"Regime-switching market risk: Evidence from the Philippines," Philippine Management Review, Vol. 18, 2011. (Co-authored with Bautista, Carlos C. and Goyeau, D.)
"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.
"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.