Details about Jorge Barros Luis

Access statistics for papers by Jorge Barros Luis.

Last updated 2023-04-02. Update your information in the RePEc Author Service.

Short-id: plu519

Working Papers

2001

1. A Two-Factor Model of the German Term Structure of Interest Rates
   Working Papers, Quebec a Montreal - Recherche en gestion View citations (3)
   Also in Working Paper Series, European Central Bank (2001) View citations (6)
   See also Journal Article A two-factor model of the German term structure of interest rates, Applied Financial Economics, Taylor & Francis Journals (2003) View citations (10) (2003)

2000

2. The Estimation of Risk Premium Implicit in Oil Prices
   Working Papers, Banco de Portugal, Economics and Research Department

Journal Articles

2003

1. A two-factor model of the German term structure of interest rates
   Applied Financial Economics, 2003, 13, (11), 783-806 View citations (10)
   See also Working Paper A Two-Factor Model of the German Term Structure of Interest Rates, Working Papers (2001) View citations (3) (2001)

2000

2. Interest rate spreads implicit in options: Spain and Italy against Germany
   Applied Financial Economics, 2000, 10, (2), 155-161 View citations (2)