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The Macroeconomic Shock with the Highest Price of Risk
61/61 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
15 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 61 checked references that resolve
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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
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State variables, macroeconomic activity, and the cross section of individual stocks
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Examining macroeconomic models through the lens of asset pricing
resolves10.1111/j.1540-6261.2004.00678.x
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
resolves10.1257/aer.101.7.3456
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1257/jel.49.4.938
Sign Restrictions in Structural Vector Autoregressions: A Critical Review
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.1111/j.1540-6261.2007.01253.x
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns
resolves10.1111/j.1540-6261.1996.tb05201.x
The Conditional CAPM and the Cross‐Section of Expected Returns
resolves10.3386/w15047
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
resolves10.3982/QE396
Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices
resolves10.1086/323282
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
resolves10.1111/j.1540-6261.2005.00759.x
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
resolves10.1257/aer.103.4.1212
The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
resolves10.1257/jel.51.4.1120
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
resolves10.1111/j.1540-6261.2006.00849.x
Do the Fama–French Factors Proxy for Innovations in Predictive Variables?
resolves10.1111/j.1467-937x.2009.00578.x
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
resolves10.1016/S0304-405X(02)00248-9
News related to future GDP growth as a risk factor in equity returns
The 15 references without a DOI — listed, not checked
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no DOI — not checkedStock Prices, News, and Economic Fluctuations
no DOI — not checkedref9
no DOI — not checkedref12
no DOI — not checkedref18
no DOI — not checkedA Cross-Sectional Test of an Investment-Based Asset Pricing Model
no DOI — not checkedAre the Effects of Monetary Policy Shocks Big or Small?
no DOI — not checkedRobust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
no DOI — not checkedCommon risk factors in the returns on stocks and bonds
no DOI — not checkedref33
no DOI — not checkedref50
no DOI — not checkedref66
no DOI — not checkedInterpreting the macroeconomic time series facts : The effects of monetary policy
no DOI — not checkedWhat are the effects of monetary policy on output? Results from an agnostic identification procedure
no DOI — not checkedref76
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