Longstaff, F. A., Mithal, S., & Neis, E. (2004). Corporate yield spreads: default risk or liquidity?: New evidence from the credit-default swap market. National Bureau of Economic Research.
Chicago-Zitierstil (17. Ausg.)Longstaff, Francis A., Sanjay Mithal, und Eric Neis. Corporate Yield Spreads: Default Risk or Liquidity?: New Evidence from the Credit-default Swap Market. Cambridge, Mass: National Bureau of Economic Research, 2004.
MLA-Zitierstil (9. Ausg.)Longstaff, Francis A., et al. Corporate Yield Spreads: Default Risk or Liquidity?: New Evidence from the Credit-default Swap Market. National Bureau of Economic Research, 2004.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.