Well, I read it in a german endocrinology book, which probably won't help you. Nevertheless, that is the book: https://www.amazon.de/Bernhard-Kleine/dp/3662585014?ref_=ast_sto_dp
But I did a quick search and found also some paper. Here are two example: https://link.springer.com/article/10.1007/BF03348455 https://pubmed.ncbi.nlm.nih.gov/7749500/ https://www.endocrine-abstracts.org/ea/0007/ea0007P174
I also found one abot the cellular mechanism behind this correlation
It looks like T3 influence the SHBG production. But I would need more research to be sure.