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41.
Shin‐Ichi Nishiyama 《Journal of Applied Econometrics》2005,20(7):841-872
This paper addresses the empirical dilemma in identifying and estimating the parameters governing the intertemporal elasticity of substitution (IES) for import demand. We propose a new concept, the cross‐Euler equation, for overcoming this empirical dilemma. IES parameters are estimated by exploiting the cointegrating restriction implied by the cross‐Euler equation. Further, by comparing the IES estimates from the cross‐Euler equation to those from the standard Euler equation, we test the hypothesis whether import demand is affected by nuisance factors. Using the US data, we found imported goods consumption to be robust against nuisance factors, but not for domestic goods. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
42.
Liquidity and Twin Crises 总被引:2,自引:0,他引:2
Hyun Song Shin 《Economic Notes》2005,34(3):257-277
This paper proposes a simple analytical framework for understanding 'twin crises'– i.e. crises where a currency crisis and banking crisis occur simultaneously and reinforce each other. The distinguishing feature of such crises is the spill‐over effects across financial institutions through collateral constraints, declines in market values of assets, currency mismatches on the balance sheet and the endogenous amplification of financial distress through asset sales. We explore the role of liquidity and the role of monetary policy in such crises. In particular, a central question is whether raising interest rates in the face of a twin crisis is the appropriate policy response. Raising interest rates has two countervailing effects. Holding the domestic currency becomes more attractive (other things being equal), but the value of the domestic banking system falls due to the fall in asset prices. When assets are marked to market, there is a potential for endogenously generated financial distress that leads to a collapse of asset prices, as well as the exchange rate. It is thus possible that raising interest rates can have the perverse effect of exacerbating both the currency crisis and the banking crisis. 相似文献
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The main purpose of this paper is to examine underwriters’ response to issuers’ ineffective corporate governance. Given the
growing importance of corporate governance for the success of equity offerings, we examine this response using a sample of
seasoned equity offerings (SEOs). Previous studies suggest various rationales behind underwriter syndication, such as risk
sharing, market-making, information production, certification, and monitoring. We offer an information-asymmetry-reduction
hypothesis for the persistence of underwriter syndication. We argue that less effective corporate governance decreases information
credibility, which, in turn, increases information asymmetry, leading underwriters to increase syndicate size to mitigate
subsequent agency problems. Consistent with this prediction, we find that the size of the underwriter syndication is inversely
related to proxies that measure the effectiveness of corporate governance. Results remain robust even after controlling for
other confounding factors. 相似文献
47.
One of the most robust stylized facts in macroeconomics is the forecasting power of the term spread for future real activity. We propose a possible causal mechanism for the forecasting power of the term spread, deriving from the balance sheet management of financial intermediaries and the “risk‐taking channel of monetary policy.” Monetary tightening leads to the flattening of the term spread, reducing net interest margin and credit supply. We provide empirical support for the risk‐taking channel. 相似文献
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Asia Pacific Journal of Management - Although business groups often benefit from tangible and intangible resource sharing across member firms, little is known about whether and how sharing... 相似文献
49.
This paper focuses on an unexplored dimension of fund managers’ timing ability: Market-wide tail risk implied by information in options markets. Constructing the option-implied tail risk, we investigate whether hedge fund managers can strategically time the tail risk through adjusting their exposure to changes of it. Using an extensive sample of equity-oriented hedge funds, we find strong evidence of tail risk timing ability of hedge fund managers. Furthermore, tail risk timing ability brings significant economic value to investors. Top-ranked funds outperform bottom-ranked funds by 5–7% annually after adjusting for risk factors. Our results are robust to various robustness checks. 相似文献
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