APA (7th ed.) Citation

Beirne, J., Caporale, G. M., & Spagnolo, N. (2010). Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach. CESifo.

Chicago Style (17th ed.) Citation

Beirne, John, Guglielmo Maria Caporale, and Nicola Spagnolo. Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach. Munich: CESifo, 2010.

MLA (9th ed.) Citation

Beirne, John, et al. Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach. CESifo, 2010.