DePrince, Jr, Albert, and Pamela Morris. “The Transmission of Shocks to LIBOR Risk Spreads and Nominal Risk-Free Rates”. Journal of Finance Issues 10, no. 1 (June 30, 2012): 48–63. Accessed May 21, 2026. https://jfi-aof.org/index.php/jfi/article/view/2322.