APA-referens (7:e uppl.)
Chan-Lau, J. A. (2006). Is systematic default risk priced in equity returns?: A cross-sectional analysis using credit derivatives prices. International Monetary Fund, Monetary and Financial Systems Dept..
Chicago-referens (17:e uppl.)
Chan-Lau, Jorge A. Is Systematic Default Risk Priced in Equity Returns?: A Cross-sectional Analysis Using Credit Derivatives Prices. [Washington, D.C.]: International Monetary Fund, Monetary and Financial Systems Dept., 2006.
MLA-referens (9:e uppl.)
Chan-Lau, Jorge A. Is Systematic Default Risk Priced in Equity Returns?: A Cross-sectional Analysis Using Credit Derivatives Prices. International Monetary Fund, Monetary and Financial Systems Dept., 2006.
Varning: dessa hänvisningar är inte alltid fullständigt riktiga.