Jorge Barros Luis

Montepio Bank

Chief Risk Officer

Rua do Carmo, No. 42, 6.andar

Lisbon, 1200-094

Portugal

Technical University of Lisbon (UTL) - School of Economics and Management

Invited Professor

Lisbon

Portugal

http://www.iseg.utl.pt

SCHOLARLY PAPERS

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6

Scholarly Papers (1)

1.

A Two-Factor Model of the German Term Structure of Interest Rates

Number of pages: 63 Posted: 12 Apr 2003
Nuno Cassola and Jorge Barros Luis
University of Milan Bicocca - CefES and Montepio Bank
Downloads 261 (137,232)

Abstract:

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expectations hypothesis, term premiums, pricing kernels, affine model