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In an interview for BBC's Newsbeat, Winslet said, "I'm having such a problem with these conversations. I understand why they are coming up but maybe it's a British thing. I don't like talking about money; it's a bit vulgar isn't it?"
The Oscar-winning actress said she was "surprised" by the debate and doesn't believe it's a "very nice conversation to have publicly at all."
The debate surrounding the wage gap has been a hot-button topic recently, with Jennifer Lawrence writing an essay criticizing the disparity and Bradley Cooper announcing his plan to help his female co-stars negotiate salaries by sharing his salary information.
Winslet, who is currently starring in Steve Jobs, refused to respond to comments made by other actors around the topic, saying it would be "dangerous." She also denied having ever experienced sexism in the industry.
"And if I'd ever been in that situation I would have either dealt with it or removed myself from it," she said. "I find all this quite uncomfortable. I haven't ever felt that I've really had to stick up for myself just because I'm a woman."