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81.
This paper examines the effect of international diversification on multinational corporation (MNC) performance in the face of exogenous shocks in the global business environment, and the extent to which MNCs' internationalization aids or impedes post‐shock performance. We use the September 11, 2001 attacks as a research setting to investigate the relationship between international diversification and MNC performance after a sudden change in the environment. The empirical tests on a sample of 191 U.S. MNCs and a matched sample of non‐U.S. MNCs indicate that the level of pre‐September 11 international diversification is negatively correlated with immediate cumulative abnormal returns to shares, but positively correlated with longer‐term performance. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
82.
A collection of large traders holds heterogeneous prior beliefs regarding market fundamentals. This gives them a motive to
engage in speculative trade with respect to market prices. Rather than assuming a particular institution or market for speculative
trade, we take a mechanism-design approach by attempting to characterize the mechanism that maximizes the traders’ gains from
speculative trade, subject to the incentive constraints that result from the traders’ ability to manipulate market prices.
Within a stylized market model, we show that this mechanism affects price volatility without destroying ex-post efficient
allocations. We also characterize the implementability of optimal speculative trade when the traders’ prior beliefs are private
information.
Financial support from the US-Israel Binational Science Foundation, Grant No. 2002298 is gratefully acknowledged. 相似文献
83.
Maria Luiza Falcão Silva Joaquim Pinto de Andrade Thomas S. Torrance 《Journal of Evolutionary Economics》2000,10(1-2):109-129
Recently a number of emerging economies, with high inflation and various kinds of imbalances have experienced what has come
to be referred to as dollarization– the phenomenon of currency substitution where the dollar gradually replaces the national currency in the performance of
its fundamental functions. The phenomenon is most commonly encountered as a component of the exchange-rate-based stabilization
programs implemented in a number of emerging economies in Latin America, Asia and the Middle East. The fundamental issue we
want to explore is whether this process forces the monetary authorities of emerging economies to act with their hands tied,
as if caught in a trap. It is argued that when the expansion of liquidity and domestic credit is determined by the quantity
of foreign-exchange reserves, an independent monetary policy vanishes and national sovereignty itself is shackled. Since this
scenario typically occurs in a world of increasing globalization of finance, this paper also discusses (with reference to
emerging economies) the risks and implications of capital inflows for macroeconomic policy autonomy, economic instability,
and vulnerability to external shocks. 相似文献
84.
ABSTRACT The major Chinese cities experienced dramatic increases in their house prices in the recent years. This paper derives the fundamental value of the housing markets based on the personal disposable income of individual cities. By controlling macroeconomic variables and government intervention, we detect speculative trading based on fundamental value and historical price movements. Fundamentalists expect house prices to converge to the fundamental values while chartists hold a momentum trading expectation. Further differentiating the cities into tier-1 and non-tier-1, the non-tier-1 cities are found to be subject to a risk of plummeting arising from the interaction terms between the fundamentalists and chartists. 相似文献
85.
Dynamics of currency crises with asset market frictions 总被引:2,自引:0,他引:2
Bernardo Guimarães 《Journal of International Economics》2006,68(1):141-158
This paper presents a dynamic model of currency crises with frictions. By construction, a speculative attack is not an instantaneous event but takes a little time to deplete the country's reserves and, in the event of an attack, agents are uncertain about whether they will be able to act before the devaluation comes. The currency will be overvalued (‘ripe for attack’) for a long time before an attack takes place. A discrete and sizable devaluation will occur. Small changes in fundamentals may trigger an attack. The model brings insights about the dynamics of currency crises and the effects of some key policy variables. 相似文献
86.
87.
Using unique city gambling conviction data in China as a proxy for a local speculative culture, we examine the impact of such a culture on stock price crash risk. We find that firms in regions with a stronger speculative culture are more likely to experience future stock price crash risk. The results are consistent after using 2SLS regression analysis (IV) and staggered difference-in-difference (DID) analysis to mitigate endogeneity concerns. Further analysis shows that overinvestment, excessive debt, accounting conservatism and charitable donations are the main channels through which local speculative culture affects stock price crash risk. We also find that the positive relationship between local speculative culture and stock price crash risk is more salient for small firms and firms with managers with a cultural backgrounds similar to the local culture. Our study implies that the local culture plays an important role in the practice of corporate governance. 相似文献