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1.
Alvaro Sandroni 《Economic Theory》2005,26(4):741-764
Summary. A series of financial anomalies motivated the development of new theories that modify the rational expectations ideal. Two possibilities have been systematically explored. The literature on behavioral finance relaxes the assumption that agents form beliefs according to the laws of probability and assume, instead, that simpler heuristic rules are used. Another stream of the literature assumes that agents process information according to Bayes rule, but do not posses sufficient information to know the true data generating process. In this paper, Bayesian and Behavioral agents coexist and trade in a standard dynamic asset pricing model. A long-standing conjecture is demonstrated. It is shown that, under suitable assumptions, Bayesian agents drive Behavioral, non-Bayesian agents out of the market. Hence, asset prices are eventually determined under the Bayesian paradigm.Received: 3 June 2004, Revised: 17 September 2004, JEL Classification Numbers:
D83.Preliminary versions have circulated under the titles Markets Favor Bayesian Models and Market Selection of Empirical Models under Limited Information. I thank Larry Blume, David Easley, Larry Epstein, Armando Gomes, Bruce Hansen, Lars Hansen, Richard Kihlstrom, Grace Koo, George Mailath, Werner Ploberger, Andrew Postlewaite and Shakeeb Khan for useful comments. I also thank participants at the NBER GE meetings, Evolutionary Finance conference in Zurich, Latin American Meetings of the Econometric Society, Stanford Institute for Theoretical Economics, the Instituto de Matematica Pura e Aplicada, the theory seminar at Brown, Chicago, Harvard-MIT, Minnesota, Penn and Wisconsin. I gratefully acknowledge the financial support from the National Science Foundation Grant SES 0109650. 相似文献
2.
Miguel-Ángel Galindo Martín Francisco Escribano Sotos María Teresa Méndez Picazo 《International Advances in Economic Research》2007,13(2):214-221
The improvement of data statistics as well as the econometrician methods have facilitated the introduction the new variables
and factors I the economic growth analysis. In this sense, real variables have mainly been considered in the economic growth
studies, but not financial or risk management aspects. In this sense, it is interesting to analyze the relationship between
economic growth and value at risk and the feed-back process. The goal of the paper is to analyze the relationship between
economic growth and risk management and the feed-back process. We will consider economic variables, including economic growth,
rule of law, human capital, fiscal policy and monetary policy, among others, in our analysis. We will analyze the theoretical
relationships between these variables and risk and the effects of risk on economic growth. We will also develop an empirical
analysis considering the case of 15 European Union countries.
相似文献
María Teresa Méndez PicazoEmail: |
3.
C. Annique Un Alvaro Cuervo‐Cazurra Kazuhiro Asakawa 《Journal of Product Innovation Management》2010,27(5):673-689
This paper studies the relative impact on product innovation of research and development (R&D) collaborations with universities, suppliers, customers, and competitors. It argues that each type of R&D collaboration differs in terms of the breadth of new knowledge provided to the firm and in the ease of access of this new knowledge, resulting in a different impact on product innovation. As a result, it proposes that R&D collaborations with universities are likely to have the highest impact on product innovation, followed by R&D collaborations with suppliers, customers, and, finally, competitors. These arguments are tested on the R&D collaborations undertaken by a sample of 781 manufacturing firms during 1998–2002. The tests find that R&D collaborations with suppliers have the highest positive impact on product innovation, followed by collaborations with universities. Surprisingly, R&D collaborations with customers do not appear to affect product innovation, and collaborations with competitors appear to harm it. Moreover, the positive influence of R&D collaborations with universities and suppliers is sustained over the long‐term, but the negative influence of R&D collaborations with competitors is, fortunately, short‐lived. These findings indicate that ease of knowledge access, rather than breadth of knowledge, appears to drive the success of R&D collaborations for product innovation. R&D collaborations with suppliers or universities, which are characterized by relatively easy knowledge access, have a positive influence on product innovation, whereas R&D collaborations with customers or competitors, which are characterized by reduced ease in knowledge access, are not related or are even negatively related to product innovation. Moreover, to achieve product innovation with the help of R&D collaborations, it appears that the collaboration must first have mechanisms in place to facilitate the transfer of knowledge; once these are in place, it is better if the partner has a relatively narrow knowledge base. Thus, while R&D collaborations with both suppliers and universities are positively related to product innovation, the narrow knowledge base provided by collaborations with suppliers appears to have a larger positive impact on product innovation than the wider knowledge base provided by collaborations with universities. These arguments and findings are important and novel. The paper is one of the first to theoretically explain and empirically show that various types of collaborations have a differential influence on product innovation. It goes beyond previous literature by providing a theoretical logic for ranking the likely impact of types of collaborations on product innovation. The study also suggests to managers to carefully select the partners for their firms' R&D collaborations. Collaborations with suppliers appear to be the most promising for product innovation, followed by collaborations with universities, whereas collaborations with competitors may be detrimental to product innovation. 相似文献
4.
José Alvaro Rodrigues-Neto 《Journal of Economic Theory》2009,144(2):876-883
We present new necessary and sufficient conditions for checking if a set of players' posteriors may come from a common prior. A simple diagrammatic device calculates the join and meet of players' knowledge partitions. Each cycle in the diagram has a corresponding cycle equation. Posteriors are consistent with a common prior if and only if all cycle equations are satisfied. We prove that in games of two players, where the join partition has only singletons, a common prior exists if each player's distribution of beliefs over the elements of her opponent's partition is independent of her own private information. 相似文献
5.
Ana Corbacho Mercedes Garcia‐Escribano Gabriela Inchauste 《Review of Development Economics》2007,11(1):92-106
Using panel data from the Argentine Permanent Household Survey, this paper analyzes which households were more vulnerable to the Argentine macroeconomic crisis during 1999–2002. Results suggest that the impact of the crisis was not uniform across households, which differed in their ability to cope with shocks. In particular, households with more children, and whose head was male, less educated, and employed in the private sector were the most vulnerable, suffering larger than average declines in income. Shocks to labor income were significant, with both unemployment rates and unemployment spells increasing throughout the period, particularly during the peak of the crisis towards the end of 2001. Individuals with low levels of human capital (proxied by education and experience), males, and self‐employed were more likely to lose their jobs. Public sector employees, in contrast, were more protected from the impact of the crisis on employment. 相似文献
6.
Stefano Gatti Alvaro Rigamonti Francesco Saita Mauro Senati 《European Financial Management》2007,13(1):135-158
Despite the remarkable importance of project finance in international financial markets, no quantitative models to measure and quantify the risk associated with a deal for the project's lenders have been developed yet. The topic has recently become crucial, since the New Basle Capital Accord gives banks a choice of whether to adopt simpler (but possibly higher) standard capital requirements or to develop internal rating models for project finance transactions. The paper proposes how Monte Carlo simulations may be used to derive a Value‐at‐Risk estimate for project finance deals and discusses the critical issues that must be considered when developing such a model. 相似文献
7.
We use the approach of Qu and Perron (Econom J 16(3):309–339, 2013) for the modeling and inference of volatility of a set of commodity prices in the presence of random level shifts of unknown timing, magnitude and frequency. Our approach contributes to the study of commodities in several aspects. First, we test for the presence of a genuine long-memory process in the volatility of commodities. Second, we determine that the random level shifts are certainly the main source of variation in the commodity price volatility. Finally, we estimate the volatility and its components as latent variables, thereby making it possible to evaluate their level of correlation with macroeconomic variables in small open economies such as Latin-American countries where the dependence on commodity price volatility is high. We use six commodity series: agriculture, livestock, gold, oil, industrial metals and a general commodity index. All series cover the period from January 1983 until December 2013 in daily frequency. The results show that although the occurrence of a level shift is rare, (about once every 1.5 or 1.8 years), this component clearly contributes most to the variation in the volatility. Furthermore, isolating the level shift component from the overall volatility indicates a strong relationship of this component with a set of business cycle indicators of several Latin American countries. 相似文献
8.
Alvaro Escribano J. Ignacio Peña Pablo Villaplana 《Oxford bulletin of economics and statistics》2011,73(5):622-650
This article analyses the evolution of electricity prices in deregulated markets. We present a general class of models that simultaneously takes into account several factors: seasonality, mean reversion, GARCH behaviour and time‐dependent jumps. The models are applied to daily equilibrium spot prices of eight electricity markets. Eight different nested models were estimated to compare the relative importance of each factor in each of the eight markets. We find strong evidence that electricity equilibrium prices are mean‐reverting, with volatility clustering (GARCH) and with jumps of time‐dependent intensity, even after adjusting for seasonality. 相似文献
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