The macroeconomic shock with the highest price of risk - Pinter, Gabor (CFM, Centre for Macroeconomics, 2016)
https://ideas.repec.org/p/cfm/wpaper/1623.html
Keywords: Graue Literatur; Stochastic Discount Factor; Vector Autoregression; Shocks; Technology News; Monetary Policy; Cross-section; Stock Returns; Bond Returns