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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152

Persistent link: https://www.econbiz.de/10013184696

Income risk in 30 countries

Nichols, Austin; Rehm, Philipp Jacob - In: The review of income and wealth : journal of the … 60 (2014), pp. 98-116

Persistent link: https://www.econbiz.de/10010457929

The increase in earnings inequality and volatility in Italy : the role and persistence of atypical contracts

Depalo, Domenico; Lattanzio, Salvatore - 2023

Persistent link: https://www.econbiz.de/10014372083

Global trends in income inequality and income dynamics : new insights from GRID

Guvenen, Fatih; Pistaferri, Luigi; Violante, Giovanni L. - In: Quantitative economics : QE ; journal of the … 13 (2022) 4, pp. 1321-1360

The Global Repository of Income Dynamics (GRID) is a new open-access, cross- country database that contains a wide range of micro statistics on income in- equality, dynamics, and mobility. It has four key characteristics: it is built on micro panel data drawn from administrative records; it...

Persistent link: https://www.econbiz.de/10014306231

Income Inequality and Stock Market Volatility

Blau, Benjamin M. - 2017

This study tests whether income inequality creates greater volatility in stock prices across a broad sample of … countries. Contrary to the idea that inequality creates social and political uncertainty that is reflected in higher volatility …, we instead find a negative association between inequality and volatility. To make stronger causal inferences, we use the …

Persistent link: https://www.econbiz.de/10012970396

The evolution of the earnings distribution in a volatile economy : evidence from Argentina

Blanco, Andres; Diaz de Astarloa, Bernardo; Drenik, Andres - 2021

This paper studies earnings inequality and dynamics in Argentina between 1996 and 2015. Following the 2001-2002 crisis, the Argentine economy transitioned from a low- to a highinflation regime. At the same time, the number of collective bargaining agreements increased, and minimum wage...

Persistent link: https://www.econbiz.de/10012592395