Quantitative financial economics stocks, bonds and foreign exchange von Cuthbertson, Keith

A variance equality test of the ICAPM on Philippine stocks post Asian financial crisis period von Aquino, Rodolfo Q.

Alternative methodologies for testing CAPM in the Philippine equities market von De Ocampo, Pedro B., Jr

Microfoundations of financial economics an introduction to general equilibrium asset pricing von Lengwiler, Yvan

Table of contents

Handbook of the economics of finance

Available for University of the Philippines Diliman School of Economics via ScienceDirect (Please select PCED in the selection). Click here to access

Estimation and valuation of asset pricing models with habit formation using Philippine data von Abara. Raymund Francis R.

Tests of the CCAPM in the Philippies 1987-2000 von Aquino, Rodolfo Q.

Alternative methodologies for testing CAPM in the Philippine equities market von De Ocampo, Pedro B.

Determinants of capital structure for Philippine listed firms von Yu, Darwin D.

Determinants of cross sectional stock returns variation part 1 - Macroeconomic factors von Aquino, Rodolfo Q.