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This dissertation comprises of three stand-alone research papers, all considering the use of high frequency financial data for financial market risk measurement. The first chapter considers the extraction of liquidity information from the intraday limit order book to enhance the daily market...
Persistent link: https://www.econbiz.de/10010200953
This paper analyses relative income poverty in Australia of individuals aged 15 or more, based on the HILDA Survey data. Australia has above-average poverty rates among OECD countries, but poverty has decreased in the last 15 years. Certain groups are more at risk than others. People living...
Persistent link: https://www.econbiz.de/10011998480
-satisfaction. This paper reviews the social progress that Costa Rica has achieved and identifies reducing inequality and poverty as the …
Persistent link: https://www.econbiz.de/10011577747
the Greek crisis on inequality and poverty in 2009-2014 using the micro-simulation model EUROMOD. Specifically, the paper …-2014, a period for which survey data are not yet publicly available. The results indicate that inequality, as measured by most … inequality and poverty due to the recession. As fiscal consolidation intensified in 2012, tax and benefit policies appear to have …
Persistent link: https://www.econbiz.de/10011577823
Income inequality and relative poverty in the United States are among the highest in the OECD and have substantially … of growth. The present paper analyses the causes of US income inequality and relative poverty in an OECD context … degree, high income inequality is attributable to the large dispersion of earned income, which should be addressed by …
Persistent link: https://www.econbiz.de/10009767746
Poverty and income inequality have worsened since the onset of the crisis. While the design of fiscal measures has …
Persistent link: https://www.econbiz.de/10010231393
paper is to deliver a fresh assessment of the evolution of inequality and poverty across OECD countries over the last … overall income inequality masks compensating changes between the lower and upper halves of the income distribution. Also, it … inequality and comparing their evolution over time provides new policy-relevant perspectives on the nature of the changing income …
Persistent link: https://www.econbiz.de/10010374412
The paper describes inequality trends in selected emerging economies (Brazil, Colombia, Costa Rica, China, India … of living). To the extent made possible by the nature of available data, measures of income inequality for these emerging … economies covered in the paper show levels of income inequality higher than in the five most unequal OECD countries, while the …
Persistent link: https://www.econbiz.de/10011991921
Persistent link: https://www.econbiz.de/10009125324
Persistent link: https://www.econbiz.de/10009689086