I would like to calculate funding liquidity following Asness/Moskowitz/Pedersen (2013). Among others, they calculate the LIBOR minus term repo rate, and the Swap-T-bill, LIBOR minus interest rate swaps. I checked the FRED homepage and CRSP for the term repo rate and interest swap rate and found numerous different versions of both variables.
Are there any industry standards in research which particular data (e.g. Swap for 1y or 30y) I should choose for these two variables?