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Minimum wages and firm value
Bell, Brian; Machin, Stephen - 2016
How does the value of a firm change in response to a minimum wage hike? The evidence we have to date is not well-suited to answer this question, principally because events that have been studied are not completely unknown to the stock market or have uncertainty associated with them. This paper...
Persistent link: https://www.econbiz.de/10011458917
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Transmission of US and EU economic policy uncertainty shock to Asian economies in bad and good times
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2020
This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...
Persistent link: https://www.econbiz.de/10012226632
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Volatility spillover between oil prices and main exchange rates : evidence from a DCC-GARCH-connectedness approach
Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; … - 2024
contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from …; during COVID-19; and during the Russian-Ukrainian war. Our results confirm the persistence of volatility for the series … volatility transmission between oil prices and exchange-rate markets. However, the COVID-19 pandemic and the Russian …
Persistent link: https://www.econbiz.de/10014494631
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Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market
Dickinson, David L.; Chaudhuri, Ananish; … - 2017
Traders in global markets operate at different local times-of-day. Suboptimal times-of-day may produce sleepiness due to daily variations in sleep/wake patterns and possibly also increased accumulation of hours awake. Global asset markets imply significantly increased heterogeneity in circadian...
Persistent link: https://www.econbiz.de/10011731909
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House price volatility and the housing ladder
Banks, James; Blundell, Richard W.; Oldfield, Zoe͏̈; … - 2010
This paper investigates the effects of housing price risk on housing choices over the lifecycle. Housing price risk can be substantial but, unlike other risky assets which people can avoid, the fact that most people will eventually own their home creates an insurance demand for housing assets...
Persistent link: https://www.econbiz.de/10009006946
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Housing mobility and downsizing at older ages in Britain and the United States
Banks, James; Blundell, Richard W.; Oldfield, Zoe͏̈; … - 2010
This paper investigates the effects of housing price risk on housing choices over the lifecycle. Housing price risk can be substantial but, unlike other risky assets which people can avoid, the fact that most people will eventually own their home creates an insurance demand for housing assets...
Persistent link: https://www.econbiz.de/10009006985
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The role of worker flows in the dynamics and distribution of UK unemployment
Elsby, Michael W. L.; Smith, Jennifer C.; Wadsworth, … - 2011
and flows via non-participation. Close to two-thirds of the volatility of unemployment in the UK over this period can be …
Persistent link: https://www.econbiz.de/10009309634
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Earnings and labour market volatility in Britain
Cappellari, Lorenzo; Jenkins, Stephen - 2013
We provide new evidence about earnings and labour market volatility in Britain over the period 1992-2008, and for women … as well as men. (Most research about volatility refers to earnings volatility for US men.) We show that earnings … volatility declined slightly for both men and women over the period but the changes are not statistically significant. When we …
Persistent link: https://www.econbiz.de/10009770646
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More education, less volatility? : the effect of education on earnings volatility over the life cycle
Delaney, Judith; Devereux, Paul J. - 2017
little evidence about whether having more education causes employees to experience lower earnings volatility or shelters them … 1972 increase in compulsory schooling on earnings volatility over the life cycle. Our estimates suggest that men exposed to … evidence that education affects earnings volatility of older men. …
Persistent link: https://www.econbiz.de/10011743598
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Who cares about stock market booms and busts? : evidence from data on mental health
Ratcliffe, Anita; Taylor, Karl - 2012
associated with better mental health while greater uncertainty, as measured by index volatility, is associated with poorer mental …
Persistent link: https://www.econbiz.de/10009656617