Risk Price Dynamics

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A Macroeconomic Framework for Quantifying Systemic Risk (2019, unknown): “The equilibrium prices p (et) and q (et) satisfy a system of ODEs based on (13), which are solved numerically subject to two boundary conditions.”
Asset Pricing in the Frequency Domain: Theory and Empirics (2016, background): “So whereas, for example, Borovicka et al. (2011) study generalizations of the IRF of the SDF itself, we study how the IRF of consumption growth affects the SDF purely on date t +1.”
Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence (2012, unknown): “Section VI presents intuition for our results on the equity premium based on the shock price and exposure elasticities developed by Borovička et al. (2011).”