The Halloween Effect in European Sectors
Tiago Carrazedo, José Dias Curto, Luís Alberto Ferreira de Oliveira
Research In International Business And Finance, vol. 37, 2016, p. 489-500.

The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimensions?
Luís Alberto Ferreira de Oliveira, João Pedro Vidal Nunes, Luis Malcato
Portuguese Economic Journal, vol. 13, 2014, p. 141-165.

The Determinants of Sovereign Credit Spread Changes in the Euro-Zone
José Dias Curto, Luís Alberto Ferreira de Oliveira, João Pedro Vidal Nunes
Journal Of International Financial Markets, Institutions And Money, vol. 22, 2012, p. 278-304.

Multifactor and Analytical Valuation of Treasury Bond Futures with an Embedded Quality Option
João Pedro Vidal Nunes, Luís Alberto Ferreira de Oliveira
Journal of Futures Markets, vol. 27, 2007, p. 275-303.