J. Luís

Interest rate spreads implicit in options: Spain and Italy against Germany

B. Adao, J. Luís, Bernardino Adão, 2000 .

Information on expectations about the escudo convergence from the volatility implied in currency options

N. Cassola, J. Luís, Bernardino Adão, 1998 .

Modelling the Term Structure of Interest Rates: An Application of Gaussian Affine Models to the German Yield Curve

N. Cassola, J. Luís, 2005 .

A two-factor model of the German term structure of interest rates

Nuno Cassola, Jorge Barros Luís, N. Cassola, 2001, SSRN Electronic Journal.

The Estimation of Risk-premium Implicit in Oil Prices

J. Luís, 2001 .

Testing the expectations theory for the Portuguese yield curve

J. Luís, Bernardino Adão, 1997 .

Extracting information from options premia: the case of the return of the Italian lira to the ERM of the EMS

J. Luís, Bernardino Adão, Nuno Cassola, 1997 .