Thursday and Jueves, like the other days of the week, come from the Germanic and Latin names for the same God: the King of the Gods, the God known as “Zeus” to the Greeks, and sometimes as “Jupiter.”
The King of the Gods was often called “Jove” (we still remember this in English: sometimes people euphemistically say, “By Jove!”) — hence, Jueves. And the Germanic equivalent of the same God is Thor — and Thursday is literally, “Thor’s Day”!