APA (7th ed.) Citation

Liu, J., Longstaff, F. A., & Mandell, R. E. (2002). The market price of credit risk: An empirical analysis of interest rate swap spreads. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Liu, Jun, Francis A. Longstaff, and Ravit E. Mandell. The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads. Cambridge, MA: National Bureau of Economic Research, 2002.

MLA (9th ed.) Citation

Liu, Jun, et al. The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads. National Bureau of Economic Research, 2002.

Warning: These citations may not always be 100% accurate.