Avesano, R. G., Pascal, A. G., & Li, J. (2006). A new risk indicator and stress testing tool: A multifactor Nth-to-Default CDS basket. [Washington, D.C.]: International Monetary Fund.
Chicago Style CitationAvesano, Renzo G., Antonio Garcia Pascal, and Jing Li. A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket. [Washington, D.C.]: International Monetary Fund, 2006.
MLA CitationAvesano, Renzo G., Antonio Garcia Pascal, and Jing Li. A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket. [Washington, D.C.]: International Monetary Fund, 2006.
Warning: These citations may not always be 100% accurate.