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31.
How past becomes prologue: a sensemaking interpretation of the hindsight-foresight relationship given the circumstances of crisis 总被引:1,自引:0,他引:1
Maria L Nathan 《Futures》2004,36(2):181-199
Foresight is rooted in deep understanding [A.N. Whitehead. Lecture notes from address to the Harvard Business School, 1931]. Such understanding requires that we shall have first looked back to the past before venturing forward into the future. This paper uses Weick’s and colleagues’ sense making perspective in order to explore this critical relationship between the past and the future [[2], [3], [4], [5], [6] and [7]]. In particular, key sense making properties will be applied to a crisis, an occurrence of school-place violence that occurred in the United States in 1999. We shall then ask how this organization and its diverse external stakeholders used their understanding of this event to learn how to prevent such crises from occurring in the future. In other words, how capably was hindsight constructed and then how was it used to strengthen foresight into the future? This paper will conduct a theory-based empirical examination of a crisis event and its aftermath to understand how hindsight can be sharpened and then used to improve organizational foresight. 相似文献
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Quality & Quantity - Compositional data with a tridimensional structure are not uncommon in social sciences. The CANDECOMP/PARAFAC model is one of the most adequate techniques for modeling... 相似文献
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Manuela Gomez-Valencia Maria Alejandra Gonzalez-Perez Ana Maria Gomez-Trujillo 《Business Strategy and the Environment》2021,30(7):3131-3144
Risk management in an organization represents a decisive function in seizing opportunities and managing the risks that can affect a business's reputation, prosperity, growth, value creation, stakeholder engagement, long-term survival, and a firm's contribution to sustainable development. For this paper, we conduct a systematic literature review of 148 indexed studies and uses the “Six Ws” (what, who, why, where, when, and how) approach to understand the linkages between sustainability and risk management. This study's findings reveal that the management of environmental, social, and governance (ESG) concerns plays a mitigation's function on business risks. 相似文献
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Firm‐specific human capital investments as a signal of general value: Revisiting assumptions about human capital and how it is managed 下载免费PDF全文
Research summary : Prior scholarship has assumed that firm‐specific and general human capital can be analyzed separately. This article argues that, in some settings, this is not the case because prior firm‐specific human capital investments can be a market signal of an individual's willingness and ability to make such investments in the future. As such, the willingness and ability to make firm‐specific investments is a type of general human capital that links firm‐specific and general human capital in important ways. The article develops theory about these investments, market signals, and value appropriation. Then, the article examines implications for human resource management and several important questions in the field of strategic management, including theories of the firm and microfoundations of competitive advantage. Managerial summary : While managers don't often use the terms firm‐specific and general skills, they certainly recognize that investments employees make in their skill sets are more or less relevant to a specific firm. For instance, investing in specific relationships within a firm or learning a firm's proprietary software would be considered firm‐specific investments. While such skills may seem relevant only to the particular firm in which they were invested, these investments may also send valuable signals to competing firms that such employees are willing and able to make similar investments elsewhere. Hence, managers should be interested in determining if a potential hire has made prior firm‐specific investments to help them know whether that person might be likely to make such investments in his or her future place of employment. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
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The authors discuss how policy-makers could use new market-based solutions to dismantle NPLs. They examine viable solutions for NPLs and then study the Italian State Guarantee Scheme for NPL Securitization (GACS) to highlight how public actors could efficiently use public resources to solve the NPL problem. 相似文献
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HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 下载免费PDF全文
Luca Agnello Guglielmo Maria Caporale Ricardo M. Sousa 《Bulletin of economic research》2017,69(4):309-329
Using quarterly data for a panel of advanced economies, we show that synchronized fiscal consolidation (stimulus) programmes in different countries make their business cycles more closely linked. We also find: (i) some evidence of decoupling when an inflation targeting regime is unilaterally adopted; (ii) an increase in business cycle synchronization when countries fix their exchange rates and become members of a monetary union; (iii) a positive effect of bilateral trade on the synchronization of business cycles. Global factors, such as a rise in global risk aversion and uncertainty and a reversal of nonstandard expansionary monetary policy, can also reduce the degree of co‐movement of business cycles across countries. From a policy perspective, our work shows that an inflation targeting regime coupled with simultaneous fiscal consolidations can lead to more business cycle synchronization. 相似文献
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The profound financial crisis generated by the collapse of Lehman Brothers and the European sovereign debt crisis in 2011 have caused negative values of government bond yields both in the USA and in the EURO area. This paper investigates whether the use of models which allow for negative interest rates can improve option pricing and implied volatility forecasting. This is done with special attention to foreign exchange and index options. To this end, we carried out an empirical analysis on the prices of call and put options on the US S&P 500 index and Eurodollar futures using a generalization of the Heston model in the stochastic interest rate framework. Specifically, the dynamics of the option’s underlying asset is described by two factors: a stochastic variance and a stochastic interest rate. The volatility is not allowed to be negative, but the interest rate is. Explicit formulas for the transition probability density function and moments are derived. These formulas are used to estimate the model parameters efficiently. Three empirical analyses are illustrated. The first two show that the use of models which allow for negative interest rates can efficiently reproduce implied volatility and forecast option prices (i.e. S&P index and foreign exchange options). The last studies how the US three-month government bond yield affects the US S&P 500 index. 相似文献