全文获取类型
收费全文 | 195篇 |
免费 | 9篇 |
专业分类
财政金融 | 58篇 |
工业经济 | 11篇 |
计划管理 | 20篇 |
经济学 | 34篇 |
运输经济 | 5篇 |
旅游经济 | 5篇 |
贸易经济 | 41篇 |
农业经济 | 1篇 |
经济概况 | 29篇 |
出版年
2023年 | 2篇 |
2022年 | 1篇 |
2021年 | 1篇 |
2020年 | 4篇 |
2019年 | 7篇 |
2018年 | 9篇 |
2017年 | 5篇 |
2016年 | 8篇 |
2015年 | 7篇 |
2014年 | 3篇 |
2013年 | 24篇 |
2012年 | 12篇 |
2011年 | 14篇 |
2010年 | 6篇 |
2009年 | 14篇 |
2008年 | 6篇 |
2007年 | 9篇 |
2006年 | 5篇 |
2005年 | 8篇 |
2004年 | 5篇 |
2003年 | 3篇 |
2002年 | 3篇 |
2001年 | 6篇 |
2000年 | 3篇 |
1999年 | 7篇 |
1998年 | 5篇 |
1997年 | 2篇 |
1996年 | 3篇 |
1995年 | 1篇 |
1994年 | 4篇 |
1993年 | 4篇 |
1992年 | 2篇 |
1991年 | 1篇 |
1990年 | 1篇 |
1988年 | 1篇 |
1987年 | 3篇 |
1985年 | 1篇 |
1982年 | 1篇 |
1981年 | 1篇 |
1980年 | 1篇 |
1979年 | 1篇 |
排序方式: 共有204条查询结果,搜索用时 203 毫秒
1.
Using a bivariate generalized autoregressive conditional heteroskedasticity (GARCH) model, we examine patterns of information flows for China–backed stocks that are cross–listed on exchanges in Hong Kong and New York. Results analyzing the dual–listed stocks indicate significant mutual feedback of information between domestic (Hong Kong) and offshore (New York) markets in terms of pricing and volatility. Stocks listed on the domestic market appear to play a more significant role of information transmission in the pricing process, whereas stocks listed on the offshore market play a bigger role in volatility spillover. 相似文献
2.
Despite the importance of the London markets and the significance of the relationship for market makers, little published research is available on arbitrage between the FTSE‐100 Index futures and the FTSE‐100 European index options contracts. This study uses the put–call–futures parity condition to throw light on the relationship between options and futures written against the FTSE Index. The arbitrage methodology adopted in this study avoids many of the problems that have affected prior research on the relationship between options or futures prices and the underlying index. The problems that arise from nonsynchroneity between options and futures prices are reduced by the matching of options and futures prices within narrow time intervals with time‐stamped transaction data. This study allows for realistic trading and market‐impact costs. The feasibility of strategies such as execute‐and‐hold and early unwinding is examined with both ex‐post and ex‐ante simulation tests that take into consideration possible execution time lags for the arbitrage trade. This study reveals that the occurrence of matched put–call–futures trios exhibits a U‐shaped intraday pattern with a concentration at both open and close, although the magnitude of observed mispricings has no discernible intraday pattern. Ex‐post arbitrage profits for traders facing transaction costs are concentrated in at‐the‐money options. As in other major markets, despite important microstructure differences, opportunities are generally rapidly extinguished in less than 3 min. The results suggest that arbitrage opportunities for traders facing transaction costs are small in number and confirm the efficiency of trading on the London International Financial Futures and Options Exchange. © 2002 John Wiley & Sons, Inc. Jrl Fut Mark 22:31–58, 2002 相似文献
3.
What Moves the Mortgage‐Backed Securities Market? 总被引:1,自引:0,他引:1
Using a vector autoregressive model with monthly data from 1988 through 2001, this study investigates the factors that drive the excess returns on a widely followed mortgage-backed securities (MBS) index. We find that eight important economic variables (industrial productions, new home sales, bond horizon premium, bond quality premium, mortgage rate, refinancing proxy, general stock market index and world bond market index) appear to move the excess returns on MBS. Impulse response analysis and variance decomposition further indicate a strong dynamic relationship between MBS excess returns and changes in these economic variables. Additional analysis of Freddie Mac and Fannie Mae MBS also indicates that the risk of the MBS guarantor is an important determinant of the MBS return dynamics after the creation of the Office of Federal Housing Enterprise Oversight. 相似文献
4.
This study uses an event study methodology to examine how the Chinese market reacts to announcements of involvement in corporate social responsibilitY (CSR) by Southern Weekend (a Chinese newspaper)for Chinese firms from 2008 to 2012. Our results show significant and pcsitive market reactions, supporting the instrumental stakeholder theory. We attribute the positive market response to social capital development and real growth options related to the CSR involvement by the Chinese firms. 相似文献
5.
6.
Louis T. W. Cheng Hung-Gay Fung Tak Yan Leung 《Review of Quantitative Finance and Accounting》2007,28(1):23-54
The literature has suggested that earnings and earnings forecasts provide stronger signals than dividends about future performance
of a firm. We test the information effects of simultaneous announcement of earnings and dividends in the Hong Kong market,
distinguished by three interesting features (concentrated family-shareholdings, low corporate transparency, and no tax on
dividends). Our results show significant share price reactions to unexpected earnings and dividend changes, but dividends
appear to play a dominant role over earnings in pricing, a result contrary to findings in the literature. The signaling hypothesis
works primarily for firms with earning increases, while the maturity hypothesis works mainly for firms with earnings declines.
相似文献
Tak Yan LeungEmail: |
7.
ABSTRACTModeling multivariate time-series aggregate losses is an important actuarial topic that is very challenging due to the fact that losses can be serially dependent with heterogeneous dependence structures across loss types and business lines. In this paper, we investigate a flexible class of multivariate Cox Hidden Markov Models for the joint arrival process of loss events. Some of the nice properties possessed by this class of models, such as closed-form expressions, thinning properties and model versatility are discussed in details. We provide the expectation-maximization (EM) algorithm for efficient model calibration. Applying the proposed model to an operational risk dataset, we demonstrate that the model offers sufficient flexibility to capture most characteristics of the observed loss frequencies. By modeling the log-transformed loss severities through mixture of Erlang distributions, we can model the aggregate losses. Finally, out-of-sample testing shows that the proposed model is adequate to predict short-term future operational risk losses. 相似文献
8.
This study examines the information content of model‐free implied volatility (MFIV) estimates with respect to the options and futures markets in Hong Kong. In this study, the volatility forecasting performance of MFIV is compared, using different prediction horizons, to IV estimates based on Black's futures option pricing model (BIV) and time‐series forecasts based on historical volatility (TS‐HV). The results show that the BIV prediction is unbiased for different horizon forecasts. MFIV outperforms TS‐HV forecasts and, most importantly, BIV subsumes the information content of both MFIV and TS‐HV forecasts. The results are largely maintained for next‐day forecasts but the forecasting quality of the two IV measures declines as expiration day approaches. The information contents of MFIV and TS‐HV forecasts are complementary. © 2012 Wiley Periodicals, Inc. Jrl Fut Mark 32:792‐806, 2012 相似文献
9.
Effect of Money Supply on Real Output and Price in China 总被引:2,自引:0,他引:2
Chih-Hsiang Chang Kam C. Chan Hung-Gay Fung 《中国与世界经济(英文版)》2009,17(2):35-44
Over the past 30 years, China has achieved remarkable long-term economic growth. Using quarterly data, we study the effects of money supply on real output and inflation in China between 1993 and 2008. To this end, we use money supply shocks afler filtering out the expected component of the money supply. Our findings provide evidence supporting the asymmetric effect of positive and negative money supply shocks on real output and inflation in China. That is, real GDP growth in China responds to negative money supply shocks but not positive money supply shocks. In addition, inflation responds to positive money supply shocks but not negative money supply shocks. We conclude that the People's Bank of China' s policy of steady monetary growth appears to be appropriate. Our study offers important policy implications for China. 相似文献
10.
This study empirically tests how and to what extent the choice of the sampling frequency, the realized volatility (RV) measure, the forecasting horizon and the time‐series model affect the quality of volatility forecasting. Using highly synchronous executable quotes retrieved from an electronic trading platform, the study avoids the influence of various market microstructure factors in measuring RV with high‐frequency intraday data and in inferring implied volatility (IV) from option prices. The study shows that excluding non‐trading‐time volatility produces significant downward bias of RV by as much as 36%. Quality of prediction is significantly affected by the forecasting horizon and RV model, but is largely immune from the choice of sampling frequency. Consistent with prior research, IV outperforms time‐series forecasts; however, the information content of historical volatility critically depends on the choice of RV measure. © 2010 Wiley Periodicals, Inc. Jrl Fut Mark 相似文献