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Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah; Galagedera, Don U. A.; Brooks, Robert - In: Journal of emerging market finance 11 (2012) 3, pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
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Business-specific risks and stock market volatility as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino; Husodo, Zaäfri Ananto - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 1-17). 2024
Persistent link: https://www.econbiz.de/10014457588
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The nature of countercyclical income risk
Guvenen, Fatih; Ozkan, Serdar; Song, Jae - In: Journal of political economy 122 (2014) 3, pp. 621-660
Persistent link: https://www.econbiz.de/10010381875
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Distributional characteristics of income insecurity in the US, Germany, and Britain
Rohde, Nicholas; Tang, Kam Ki; Prasada Rao, D. S. - In: The review of income and wealth : journal of the … 60 (2014), pp. 159-176
Persistent link: https://www.econbiz.de/10010457925
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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
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The regional transmission of uncertainty shocks on income inequality in the United States
Fischer, Manfred M.; Huber, Florian; Pfarrhofer, Michael - In: Journal of economic behavior & organization : JEBO 183 (2021), pp. 887-900
Persistent link: https://www.econbiz.de/10012599994
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The nature of countercyclical income risk
Guvenen, Fatih; Ozkan, Serdar; Song, Jae - 2012
Persistent link: https://www.econbiz.de/10009739107
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The nature of countercyclical income risk
Guvenen, Fatih; Ozkan, Serdar; Song, Jae - 2012
Persistent link: https://www.econbiz.de/10009539857
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Dynamics of individual income rank volatility : evidence from West Germany and the US
Chauvel, Louis; Hartung, Anne; Palmisano, Flaviana - In: The B.E. journal of economic analysis & policy 19 (2019) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10012027235
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Dynamics of income rank volatility : evidence from Germany and the US
Chauvel, Louis; Hartung, Anne; Palmisano, Flaviana - 2017
This paper presents a methodology for comparing income rank volatility profiles over time and across distributions. While most of the existing measures are affected by changes in marginal distributions, this paper proposes a framework that is based on individuals’ relative positions in the...
Persistent link: https://www.econbiz.de/10011747288