APA (7th ed.) Citation

Pires, P., Pereira, J., & Martins, L. F. (2016). The empirical determinants of credit default swap spreads: A quantile regression approach.

Chicago Style (17th ed.) Citation

Pires, P., J. Pereira, and L. F. Martins. The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach. 2016.

MLA (8th ed.) Citation

Pires, P., et al. The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach. 2016.