DEPRINCE, JR, Albert; MORRIS, Pamela. The Transmission of Shocks to LIBOR Risk Spreads and Nominal Risk-Free Rates. Journal of Finance Issues, [S. l.], v. 10, n. 1, p. 48–63, 2012. DOI: 10.58886/jfi.v10i1.2322. Disponível em: https://jfi-aof.org/index.php/jfi/article/view/2322. Acesso em: 20 may. 2026.