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81.
Several new parameters characterizing the shape of statistical distributions are discussed. These parameters have earlier been considered for characterization of the shape of territories. By means of these parameters we describe general spread and spread along the axes, as well as asymmetry, of univariate theoretical and empirical distributions. General formulas for the parameters are given, and the particular formulas for the most of the common theoretical distributions are also listed. Some numerical values are tabulated, to illustrate their usefulness. Affine transformations are considered, and many applications and extensions are hinted upon. 相似文献
82.
“Set a Sufficiently Ambitious Budget Target and Let the Automatic Stabilizers Work”. Will it Really Work in the European Monetary Union? 总被引:1,自引:1,他引:0
We examine the popular recipe in the title by means of an AD-LM-AS two-country model of the EMU, controlling for asymmetry in demand and supply shocks and in the monetary-policy transmission mechanism. Unless structural symmetry holds and symmetric shock occurs, national automatic stabilizers, even though supplemented with the common monetary policy, cannot deliver optimal stabilization in each economy. Inflation and output gaps are not closed and may be divergent in sign. Considering that a federal system of inter-regional insurance is lacking, the recipe under examination is too optimistic, while serious threat to EMU cohesion may arise. The econometric estimates we present show that existing national fiscal systems work very poorly as for the minimization, after shocks, of the dispersion of national incomes around the EMU average. 相似文献
83.
Note
Notes and Communications 相似文献84.
According to conventional portfolio theory, an increase in the interconnectedness of international financial markets may reduce the potential for constructing diversified portfolios. This article explores the implications of the creation of the Latin American Integrated Market (MILA)1 over the dependence structure of its members using correlation and cointegration analysis as well as linear and nonlinear Granger causality tests. The creation of MILA aimed to enhance the integration process that Latin American financial markets “naturally” present while still providing diversification opportunities to investors. The results of our empirical analysis suggest that such objective is being achieved. Evidence of a rise in cross-country linear correlations and their linear causal relationship supports the idea of an increasing financial integration process in the region, while the absence of cointegration and the weakening of the nonlinear causal relationship favors the creation of diversified regional portfolios. These findings provide valuable insights for investment portfolio designers, regulators, and supervisors. 相似文献
85.
Amil Dasgupta Roberto Leon-GonzalezAnja Shortland 《Journal of International Money and Finance》2011,30(5):831-848
What determines the direction of spread of currency crises? We examine data on waves of currency crises in 1992, 1994, 1997, and 1998 to evaluate several hypotheses on the determinants of contagion. We simultaneously consider trade competition, financial links, and institutional similarity to the “ground zero” country as potential drivers of contagion. To overcome data limitations and account for model uncertainty, we utilize Bayesian methodologies hitherto unused in the empirical literature on contagion. In particular, we use the Bayesian averaging of binary models that allows us to take into account the uncertainty regarding the appropriate set of regressors.We find that institutional similarity to the ground zero country plays an important role in determining the direction of contagion in all the emerging market currency crises in our dataset. We thus provide persuasive evidence in favour of the “wake-up call” hypothesis for financial contagion. Trade and financial links may also play a role in determining the direction of contagion, but their importance varies amongst the crisis periods. 相似文献
86.
This study analyzes the role of bank and corporate balance sheets on early warning systems (EWS) of currency crises. Using firm-level data on debt structure, leverage, liquidity, and profitability, this study presents estimations of EWS for a panel of emerging markets. Using calibration experiments, we assess the performance of alternative EWS specifications in a comprehensive range of crisis-probability cut-offs?. These models supplement EWS based on traditional macroeconomic indicators, improving forecasting performance substantially. The results support the third-generation models of currency crises and can assist policymakers on the design of surveillance strategies tailored for heterogeneous levels of risk tolerance and country specificities. 相似文献
87.
Roberto Savona Marika Vezzoli 《International Journal of Intelligent Systems in Accounting, Finance & Management》2012,19(4):205-228
By focusing on sovereign defaults, this paper introduces a multidimensional distance‐to‐collapse point based on a two‐step procedure. The first step is nonparametric and provides an early warning system that signals a potential crisis whenever preselected leading indicators exceed specific thresholds. The second is parametric and incorporates the first‐step country default predictors within a probit specification. Such a two‐step procedure generalizes the distance‐to‐default à la Merton within a multidimensional setting, wherein we care about the distance of each indicator from its threshold. Empirical evidence about debt crises of emerging markets over the period 1975–2002 proves that our methodology predicts 80% of the total defaults and non‐defaults in and out of sample. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
88.
Aydin Ozkan Roberto J. Santillán-Salgado Yilmaz Yildiz María del Rocío Vega Zavala 《The Journal of Financial Research》2020,43(2):231-262
In this article we investigate the changes in corporate investment dynamics in the aftermath of the global financial crisis. Using firm-level data from six Latin American countries from 2002 to 2015, we show that firms are less constrained and have greater ability to invest after the crisis. However, the willingness of firms to invest optimally is reduced. This is supported by strong evidence that during the postcrisis period investment–cash flow sensitivity disappears, investment-q sensitivity increases, and the estimated speeds of adjustment for target investment decrease. Moreover, after the crisis, firms notably increase their efforts to attain optimal cash and leverage levels. Our analysis implies that firms may not always be willing to invest optimally. The willingness to invest optimally appears to be time variant and moves together with the dynamics of cash and leverage policies, albeit in opposite directions. 相似文献
89.
Michael Frenkel Jan-Christoph Rülke Georg Stadtmann 《Journal of International Financial Markets, Institutions & Money》2009,19(4):588-596
We use the foreign exchange forecasts of the Wall Street Journal (WSJ) poll to analyze the expectation formation process of forecasters for the exchange rates of the euro and the yen vis-à-vis the U.S. dollar for the period 1999–2005. We also compare the expectation formation process with the actual exchange rate process. We find that most forecasters have contrarian exchange rate expectations, but our results also indicate significant heterogeneity between forecasters. While the actual exchange rate process of the yen/dollar exchange rate shows negative autocorrelation, the dollar/euro exchange rate exhibits positive autocorrelation. 相似文献
90.