From 'The Queen's Jewels' by Suzy Menkes in the Diamonds section when it talks about the Queen Mother, after paragraphs about Queen Alexandra.
In my book it's on page. 32
When Princess Victoria of Wales, King George V's sister, died on 3 December 1935 (seven weeks before the King), she left the Duchess of York a diamond fringe necklace. Of early-nineteenth-century design, it is similar to one Princess Elizabeth was given as a wedding gift in 1947 from dignitaries of the City of London (page 69).
Suzy Menkes has a lot of information in her book. I actually only discovered this particular passage early last year even though I've had the book for over 10 years.
-Ayvee
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