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951.
美国金融体系的利率风险分析——以次贷危机的引发和扩散为例 总被引:2,自引:0,他引:2
本文通过实证方法探讨次贷危机引发和扩散中的利率风险问题。主要结论是:从长期利率角度看,对房市的"松"货币政策从2001年降息一直持续到2005年6月;过低的长期利率会过度挤压金融机构放贷的长期收益,进而增大金融体系的利率风险。次贷危机的直接原因是,高利率、强美元导致的大量外资流入与混合调息抵押初始低利率相结合,共同推动了高风险次贷的发放;在高息和房价下跌条件下,大量混合调息抵押集中进入初次利率重置期,导致次贷违约状况的急速恶化。次贷危机扩散中,尽管联邦基金利率快速下降,但高风险的金融环境导致低利率对增加金融市场流动性的刺激作用失效。 相似文献
952.
953.
本通过对亚洲金融风暴的反思和分析,研究微观的企业财务风险是如何传导蔓延引发宏现金融危机;提出宏观财政体系、金融体系与微观企业财务体系在财务结构上具有同构性的观点;指出资产结构和经营风险的关系、财务结构与财务风险的关系、多种杠杆作用对风险的传导与放大作用以及不可忽视杠杆对企业和社会的正负双向影响作用;特别提出要防止微观经营主体将自己的风险向社会转嫁,政府和企业都必须重视财务管理,从源头上化解风险,防止微观风险对宏观金融的传导、放大和扩散。 相似文献
954.
Intertemporal substitution, risk aversion and ambiguity aversion 总被引:1,自引:0,他引:1
Takashi Hayashi 《Economic Theory》2005,25(4):933-956
Summary. This paper axiomatizes a form of recursive utility on consumption processes that permits a role for ambiguity as well as risk. The model has two prominent special cases: (i) the recursive model of risk preference due to Kreps and Porteus [18]; and (ii) an intertemporal version of multiple-priors utility due to Epstein and Schneider [8]. The generalization presented here permits a three-way separation of intertemporal substitution, risk aversion and ambiguity aversion.Received: 5 August 2003, Revised: 12 March 2004, JEL Classification Numbers:
D80, D81, D90.I am grateful to Larry Epstein for his guidance and invaluable advice, and to a referee for helpful comments and suggestions. 相似文献
955.
Alexander S. Cherny 《Finance and Stochastics》2007,11(4):537-569
The aim of the paper is to provide as explicit as possible expressions for upper/lower prices and for superhedging/subhedging
strategies based on discrete-time coherent risk measures. This is done on three levels of generality. For a general infinite-dimensional
model, we prove the fundamental theorem of asset pricing. For a general multidimensional model, we provide expressions for
prices and hedges. For a wide class of models, in particular, including GARCH, we give more concrete formulas, a sufficient
condition for the uniqueness of a hedging strategy, and a numerical algorithm.
相似文献
956.
The strong autocorrelation between economic cycles demands that we analyze credit portfolio risk in a multiperiod setup. We embed a standard one-factor model in such a setup. We discuss the calibration of the model to Standard & Poor’s ratings data in detail. But because single-period risk measures cannot capture the cumulative effects of systematic shocks over several periods, we define an alternative risk measure, which we call the time-conditional expected shortfall (TES), to quantify credit portfolio risk over a multiperiod horizon. 相似文献
957.
A simulation estimator for testing the time homogeneity of credit rating transitions 总被引:1,自引:0,他引:1
The measurement of credit quality is at the heart of the models designed to assess the reserves and capital needed to support the risks of both individual credits and portfolios of credit instruments. A popular specification for credit-rating transitions is the simple, time-homogeneous Markov model. While the Markov specification cannot really describe processes in the long run, it may be useful for adequately describing short-run changes in portfolio risk. In this specification, the entire stochastic process can be characterized in terms of estimated transition probabilities. However, the simple homogeneous Markovian transition framework is restrictive. We propose a test of the null hypotheses of time-homogeneity that can be performed on the sorts of data often reported. We apply the tests to 4 data sets, on commercial paper, sovereign debt, municipal bonds and S&P-rated Corporates. The results indicate that commercial paper looks Markovian on a 30-day time scale for up to 6 months; sovereign debt also looks Markovian (perhaps due to a small sample size); municipals are well-modeled by the Markov specification for up to 5 years, but could probably benefit from frequent updating of the estimated transition matrix or from more sophisticated modeling, and S&P Corporate ratings are approximately Markov over 3 transitions but not 4. 相似文献
958.
The recently issued Statement on Auditing Standards No. 109, Understanding the Entity and Its Environment and Assessing the Risks of Material Misstatement, emphasizes the need for auditors to understand the client’s business and environment, particularly the client’s business risk [American Institute of Certified Public Accountants (AICPA) (2006a), understanding the entity and its environment and assessing the risks of material misstatement, Statement on Auditing Standards No. 109. New York, NY: AICPA]. However, the manner in which auditors obtain such an understanding, especially an auditor’s assessment of a client’s business risk, is often challenging for students because they lack the business experience necessary to perform such an assessment. This case provides students with an opportunity to assess business risk in a realistic context that includes evidence beyond the content of the financial statements. Company information is provided via a webpage (www.premierpunch.com) with content similar to that of an actual investor relations site. Students must evaluate the information presented in the company’s annual report, press releases and other sources, and consider the impact of that information on several facets of business risk. Students also perform an analytical review of the company’s financial statements and synthesize the case information into a professional memo containing their assessment of business risk. 相似文献
959.
牟怡楠 《中央财经大学学报》2007,(9):41-45
流动性过剩已成为影响我国经济、金融稳定和发展的重大问题。流动性过剩与风险管理之间存在着密切的相关性:一方面银行风险意识和管理的变迁影响了其流动性状况;另一方面流动性过剩增加了各种风险的暴露程度,加大了银行风险管理的难度。商业银行可以金融创新为核心,通过资产负债主动管理能力的提升,将解决流动性过剩与加强风险管理结合起来。 相似文献
960.
分别采用等权移动平均方法、指教加权移动平均方法、GARCH(1,1)方法、GARCH(1,1)-t方法和Pareto型极值分布方法计算上海和深圳股票日收益率的VaR.向后检验表明,Pareto型极值分布方法比其他方法更能准确地反映我国股市的风险. 相似文献