Citation profile for Jorge Barros Luis

Jorge Barros Luis : Citation Profile

Universidade de Lisboa

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (1997 - 2003). See details.
   Cites by year: 3
   Journals where Jorge Barros Luis has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (5 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu519
   Updated: 2024-11-08    RAS profile: 2023-04-02
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Barros Luis.

Is cited by:

Driessen, Joost (2)

Perotti, Enrico (2)

Durré, Alain (1)

Vitola, Kristine (1)

Lemke, Wolfgang (1)

Koukouritakis, Minoas (1)

Jareño, Francisco (1)

Michelis, Leo (1)

Ajevskis, Viktors (1)

Cites to:

Svensson, Lars (20)

Söderlind, Paul (16)

Campbell, John (6)

Campa, Jose (4)

Shiller, Robert (4)

Rosenberg, Joshua (2)

Ait-Sahalia, Yacine (2)

Weber, Robert (2)

Lo, Andrew (2)

Engle, Robert (2)

Jackwerth, Jens (2)

Main data

Where Jorge Barros Luis has published?

Journals with more than one article published	# docs
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies	4
Applied Financial Economics	2

Recent works citing Jorge Barros Luis (2024 and 2023)

Year	Title of citing document
2023	Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023. Full description at Econpapers \|\| Download paper

Works by Jorge Barros Luis:

Year	Title	Type	Cited
2001	A two-factor model of the German term structure of interest rates In: Working Paper Series. [Full Text][Citation analysis]	paper	16
2001	A Two-Factor Model of the German Term Structure of Interest Rates..(2001) In: Quebec a Montreal - Recherche en gestion. [Citation analysis] This paper has nother version. Agregated cites: 16	paper
2003	A two-factor model of the German term structure of interest rates.(2003) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16	article
1997	Testing the expectations theory for the Portuguese yield curve In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis]	article	0
1997	The treasury bill market in Portugal profit margins of financial institutions In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis]	article	0
1997	Extracting information from options premia: the case of the return of the Italian lira to the ERM of the EMS In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis]	article	1
1998	Information on expectations about the escudo convergence from the volatility implied in currency options In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis]	article	0
2000	The Estimation of Risk Premium Implicit in Oil Prices In: Working Papers. [Full Text][Citation analysis]	paper	0
2000	Interest rate spreads implicit in options: Spain and Italy against Germany In: Applied Financial Economics. [Full Text][Citation analysis]	article	2