Tobias Langen

University of Tübingen

Mohlstrasse 36

Tuebingen, Baden-Wuerttemberg 72074

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

328

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Empirical Asset Pricing with Reference-Dependent Heterogeneous Agents

Number of pages: 32 Posted: 05 Apr 2014 Last Revised: 01 Sep 2014
Tobias Langen
University of Tübingen
Downloads 154 (215,539)

Abstract:

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Asset pricing, Prospect theory, Heterogeneous agents, Equity premium, Return cross-section, Reference level

2.

Tracing Tails – Large Idiosyncratic Income Shocks in a Heterogeneous Agent Asset Pricing Model

Number of pages: 42 Posted: 19 Mar 2013 Last Revised: 24 May 2014
Tobias Langen
University of Tübingen
Downloads 103 (291,985)

Abstract:

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Asset pricing, Idiosyncratic income risk, Heterogeneous agents, Consumption-Based Asset Pricing Model, Value premium

3.

A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations

Number of pages: 40 Posted: 10 Mar 2015
Thomas Dimpfl and Tobias Langen
University of Tuebingen - Department of Statistics and Econometrics and University of Tübingen
Downloads 71 (366,213)

Abstract:

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Nowcasting, Long-memory components, Heterogeneous VAR, Unemployment, Bond yields, Google searches