A Two-Factor Model of the German Term Structure of Interest Rates
Nuno Cassola,
Jorge Barros Luis
Applied Financial Economics,
vol. 13, 2003, p. 783-806.
Interest Rate Spreads Implicit in Options: Spain and Italy against Germany
Bernardino Adão,
Jorge Barros Luis
Applied Financial Economics,
vol. 10, 2000, p. 155-161.