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      <record key="001" att1="001" value="LIB909705604" att2="LIB909705604">001   LIB909705604</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Forschungsbericht</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://www.ihs.ac.at/publications/eco/es-29.pdf</field>
      <field key="079" subkey="z">Böheim, Rene - et al., Consumption Based Capital Asset Pricing and the Austrian Stock Exchange (pdf)</field>
      <field key="079" subkey="y">http://ideas.repec.org/p/ihs/ihsesp/29.html</field>
      <field key="079" subkey="z">Institute for Advanced Studies. Economics Series; 29 (RePEc)</field>
      <field key="100" subkey="">Böheim, Rene</field>
      <field key="103" subkey="">Department of Economics, Institute for Advanced Studies, Vienna</field>
      <field key="104" subkey="a">Boss, Michael</field>
      <field key="107" subkey="">Department of Mathematical Methods and Computer Science, Institute for Advanced Studies, Vienna</field>
      <field key="331" subkey="">Consumption Based Capital Asset Pricing and the Austrian Stock Exchange</field>
      <field key="403" subkey="">1. Ed.</field>
      <field key="410" subkey="">Wien</field>
      <field key="412" subkey="">Institut für Höhere Studien</field>
      <field key="425" subkey="">1996, May</field>
      <field key="433" subkey="">24 pp.</field>
      <field key="451" subkey="">Institut für Höhere Studien; Reihe Ökonomie; 29</field>
      <field key="451" subkey="h">Kunst, Robert M. (Ed.) ; Helmenstein, Christian (Ed.) ; Riedl, Arno (Ed.)</field>
      <field key="461" subkey="">Economics Series</field>
      <field key="544" subkey="">IHSES 29</field>
      <field key="700" subkey="">G12</field>
      <field key="720" subkey="">Consumption based Capital Pricing Models</field>
      <field key="720" subkey="">GMM</field>
      <field key="720" subkey="">Equity Premium Puzzle</field>
      <field key="753" subkey="">Abstract: Using data from the Vienna Stock Exchange we investigate three different types of consumption based capital asset</field>
      <field key="pri" subkey="c">ing models: the well known two state model of Mehra and Prescott, the model of Rietz, which includes also a crash state, and</field>
      <field key="an" subkey="o">wn four state model. The aim of this Vienna Stock Exchange during the 1980s into account. For all the models we calculate the</field>
      <field key="ris" subkey="k">premium in order to see whether the models could explain the empirically observed risk premium. For the calculation of risk</field>
      <field key="pre" subkey="m">ia we use estimators generated by the General Method of Moments.;</field>
    </SEQUENTIAL>
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