全文获取类型
收费全文 | 1676篇 |
免费 | 92篇 |
国内免费 | 23篇 |
专业分类
财政金融 | 313篇 |
工业经济 | 70篇 |
计划管理 | 359篇 |
经济学 | 388篇 |
综合类 | 166篇 |
运输经济 | 10篇 |
旅游经济 | 8篇 |
贸易经济 | 210篇 |
农业经济 | 78篇 |
经济概况 | 189篇 |
出版年
2024年 | 1篇 |
2023年 | 37篇 |
2022年 | 26篇 |
2021年 | 50篇 |
2020年 | 72篇 |
2019年 | 50篇 |
2018年 | 57篇 |
2017年 | 79篇 |
2016年 | 68篇 |
2015年 | 78篇 |
2014年 | 149篇 |
2013年 | 165篇 |
2012年 | 134篇 |
2011年 | 180篇 |
2010年 | 112篇 |
2009年 | 110篇 |
2008年 | 98篇 |
2007年 | 84篇 |
2006年 | 61篇 |
2005年 | 44篇 |
2004年 | 35篇 |
2003年 | 23篇 |
2002年 | 15篇 |
2001年 | 5篇 |
2000年 | 11篇 |
1999年 | 12篇 |
1998年 | 11篇 |
1997年 | 4篇 |
1996年 | 3篇 |
1995年 | 4篇 |
1994年 | 3篇 |
1993年 | 1篇 |
1992年 | 1篇 |
1991年 | 3篇 |
1990年 | 1篇 |
1988年 | 1篇 |
1987年 | 1篇 |
1986年 | 1篇 |
1984年 | 1篇 |
排序方式: 共有1791条查询结果,搜索用时 109 毫秒
31.
《The Quarterly Review of Economics and Finance》2014,54(3):393-404
We explore the time variation of factor loadings and abnormal returns in the context of a four-factor model. Our methodology, based on an application of the Kalman filter and on endogenous uncertainty, overcomes several limitations of competing approaches used in the literature. Besides taking learning into account, it does not rely on any conditioning information, and it only imposes minimal assumptions on the time variation of the parameters. Our estimates capture both short- and long-term fluctuations of risk loadings and abnormal returns, also showing marked variation across US industry portfolios. The results from mean-variance spanning tests indicate that our baseline model yields accurate predictions and can therefore improve pricing and performance measurement. 相似文献
32.
We analyze the international transmission of financial stress and its effects on global economic activity. Our analysis is based on country-specific monthly financial stress indices (FSIs) over the sample period 1970–2012 for 20 major economies. First, we show that co-movement between the FSIs increases during major financial crises and towards the end of our sample period. Second, we show that the risk of large financial stress spillovers to an economy increases with its level of economic openness. Third, we show – using a global VAR (GVAR) model – that (i) a financial stress shock in the US quickly transmits internationally, (ii) financial stress shocks have lagged but persistent negative effects on economic activity, and (iii) that a negative US demand shock induces only limited financial stress on a global scale. Finally, we show that spillovers of financial stress run mainly from advanced to emerging economies and not in the opposite direction. 相似文献
33.
We document a robust pattern of beta declining over the age of a firm. We find that changes in systematic risk via firm characteristics and life-cycle stages are insufficient to explain this pattern. Moreover, standard proxies for the quantity and quality of information also explain this pattern only partially. To fully explain this pattern we rely on the increasingly important role of familiarity in financial decision making: familiarity is a determinant of beta and firm age is a proxy for the degree of familiarity that investors feel toward individual stocks. To illustrate the implication of our findings, we document that when we control for firm age there is support for the CAPM and its use as an input for the cost of equity capital calculation. 相似文献
34.
We study price connectedness between the green bond and financial markets using a structural vector autoregressive (VAR) model that captures direct and indirect transmission of financial shocks across markets. Using heteroskedasticity to identify the structural VAR model parameters, our empirical findings reveal that the green bond market is closely linked to the fixed-income and currency markets, receiving sizeable price spillovers from those markets and transmitting negligible reverse effects. We also show that, in contrast, the green bond market is weakly tied to the stock, energy and high-yield corporate bond markets. These findings have implications in terms of portfolio and risk management decisions for environmentally aware investors holding positions in green bonds. 相似文献
35.
燃油价格近期受疫情影响出现剧烈波动,国际干散货航运市场也受到巨大影响。基于Clarksons官方数据库1992年1月至2020年4月相关数据,进行实证研究发现,国际燃油价格的暴跌对波罗的海干散货运价指数的下降有着显著的正向影响;燃油价格虽然也在一定程度上受到BDI的影响,但存在一定的滞后性。这有利于干散货运输公司根据燃油价格波动预测运价指数的变化趋势,从而采取多样的方式应对冲击。也对保障干散货运输市场的稳定发展有重要意义。 相似文献
36.
We introduce a new approach to measuring riskiness in the equity market. We propose option implied and physical measures of riskiness and investigate their performance in predicting future market returns. The predictive regressions indicate a positive and significant relation between time-varying riskiness and expected market returns. The significantly positive link between aggregate riskiness and market risk premium remains intact after controlling for the S&P 500 index option implied volatility (VIX), aggregate idiosyncratic volatility, and a large set of macroeconomic variables. We also provide alternative explanations for the positive relation by showing that aggregate riskiness is higher during economic downturns characterized by high aggregate risk aversion and high expected returns. 相似文献
37.
Using mostly theoretical models and traditional risk/uncertainty measures (VIX index, panic, precaution, scary bad news, etc.), the current literature tries to clarify the risk/uncertainty-deleveraging pattern. The findings are not sufficient to explain the dynamic empirical relationship between modern risk/uncertainty indicators and leverage. We fill this gap in the literature by using US quarterly data, from 1985:1 to 2018:4, Granger causality tests, and a structural vector autoregression model. We find that commercial bank leverage rises when geopolitical risk and macroeconomic, policy, and equity uncertainty increase. Client-based business relationships of banks and high government borrowing from banks during crises periods are responsible for this relationship. We find that the leverage of broker-dealers and shadow banks declines when Chicago risk and macroeconomic, policy, financial, and equity uncertainty increase. We argue that the vulnerability of broker-dealers and shadow banks to the risk/uncertainty of the entire market system is responsible for this relationship. 相似文献
38.
I analyze the effects of tax policy changes on US Total Factor Productivity. VAR estimates show that permanent and exogenous tax increases have strong, permanent, and negative effects on TFP which represent about 80% of change in output following the tax increase. I then build a DSGE model which has learning-by-doing and endogenous TFP evolution. The benchmark model is able to replicate the empirical impulse responses. However, when I calibrate the model as in the literature, the effect of taxes on TFP is substantially less elastic than in the data. I argue that this divergence may arise because tax changes labeled as exogenous can give spurious results or because of a mis-specified model. 相似文献
39.
This paper analyses the dynamic influence of macroeconomic factors on oil commodity returns (crude oil and heating oil) shown in monthly data over the period of 1990–2013. Using a time-varying parameter model via the Kalman filter, we find that macroeconomic factors are relevant for explaining oil commodity returns. We find that multilateral exchange rates have a negative effect on commodity returns. We confirm the existence of a strong linkage between energy and non-energy commodities. More importantly, we find shifts in global demand and SP500 effects that are not identified through the constant parameter model. These variables have had a progressively positive effect on oil commodity returns, especially since 2008. 相似文献
40.
We propose a method of identifying discretionary fiscal policy reactions using real‐time data. Automatic stabilizers should depend on true GDP, while discretionary fiscal policy is contingent on the information that policy makers have in real time. We can compute a real‐time measurement error by comparing the first release of GDP data with later revisions. Discretionary fiscal policy is influenced by this measurement error, whereas automatic fiscal policy is not. We use this identification approach to test the central identifying assumption of Blanchard and Perotti’s (2002) seminal structural vector autoregression (VAR). According to this assumption, fiscal policy makers do not react to GDP developments contemporaneously in a discretionary fashion. We find that government expenditure is adjusted upward if GDP growth in real time is lower than true GDP. This suggests that fiscal policy makers use short‐term funds to buy goods and services in response to their perception of GDP dynamics. 相似文献