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: 0.    Total self citations: 1 (5 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu519
   Updated: 2025-03-22    RAS profile: 2023-04-02
   Missing citations? Add them    Incorrect content? Let us know

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:

Perotti, Enrico (2)

Driessen, Joost (2)

Durré, Alain (1)

Jareño, Francisco (1)

Vitola, Kristine (1)

Lemke, Wolfgang (1)

Michelis, Leo (1)

Koukouritakis, Minoas (1)

Ajevskis, Viktors (1)

Cites to:

Svensson, Lars (20)

Söderlind, Paul (16)

Campbell, John (6)

Campa, Jose (4)

Shiller, Robert (4)

Ait-Sahalia, Yacine (2)

Engle, Robert (2)

Jackwerth, Jens (2)

Lo, Andrew (2)

Weber, Robert (2)

Rosenberg, Joshua (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 (2025 and 2024)

Year	Title of citing document

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