1) Download daily “3-month London Interbank Offered Rate (LIBOR), based on U.S. Dollar” over the period from Dec.31, 2019, to Jun 30, 2021. ( https://fred.stlouisfed.org/series/USD3MTD156N )
2) Download daily “3-month Treasury Constant Maturity Rate” from Dec.31, 2019, to Jun 30, 2021. ( https://fred.stlouisfed.org/series/DGS3MO)
3) Calculate daily TED spreads over the sample period.
4) Plot the spreacixds and analyze the plot.
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