APA
Longstaff F., Neis Eric, Mithal Sanjay & National Bureau Of Economic Research. (2004). Corporate yield spreads: Default risk or liquidity?: New evidence from the credit-default swap market. Cambridge, MA: NBER.
Chicago
Longstaff Francis, Neis Eric, Mithal Sanjay and National Bureau Of Economic Research. 2004. Corporate yield spreads: Default risk or liquidity?: New evidence from the credit-default swap market. Cambridge, MA: NBER.
Harvard
Longstaff F., Neis Eric, Mithal Sanjay and National Bureau Of Economic Research. (2004). Corporate yield spreads: Default risk or liquidity?: New evidence from the credit-default swap market. Cambridge, MA: NBER.
MLA
Longstaff Francis, Neis Eric, Mithal Sanjay and National Bureau Of Economic Research. Corporate yield spreads: Default risk or liquidity?: New evidence from the credit-default swap market. Cambridge, MA: NBER. 2004.
TextSeries: NBER working papersPublication details: Cambridge, MA NBER 2004Description: 30pISBN: 
Working Papers (Print)
