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.) CitationLiu, 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.) CitationLiu, 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.