I can't speak to papers that deal, per se, "with questions of market returns [and[ risk-free rates during the U.S. subprime crisis of 2007-08." However, I can steer you to archives of data about various rates of risk and return on an annual basis, starting in 1926. For risk-free rates, click on this link: https://fred.stlouisfed.org/ - there are many time-series there. As for market returns, you can click on the following links:

http://partners4prosperity.com/inconvenient-truths-about-the-stock-market

https://apps.americanbar.org/buslaw/committees/CL130055pub/materials/201001/causes-report.pdf

https://academic.oup.com/cjres/article/2/2/267/306124/The-global-financial-customer-and-the-spatiality

http://www.kirwaninstitute.osu.edu/reports/2010/02_2010_SubprimeCrisisTheory_Dymski.pdf

For historical rates of return, please go here: https://www.amazon.com/gp/offer-listing/1119109760/ref=dp_olp_all_mbc?ie=UTF8&condition=all. I know that's a lot to pay, but the 'new' version costs US$285 (as shown here: https://www.amazon.com/2016-Valuation-Handbook-Capital-Finance/dp/1119109760).

Hope this is helpful.