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随着远期外汇合约近几年来在我国的逐步推行,外汇市场活跃的同时也增加了外汇交易的信用风险,。要实现外汇市场的有序开放和稳定发展,就必须对其实行有效的风险管理,这包括交易主体对信用风险的识别,处置和外部监管。 相似文献
3.
Recent advances in the theory of credit risk allow the use of standard term structure machinery for default risk modeling and estimation. The empirical literature in this area often interprets the drift adjustments of the default intensity's diffusion state variables as the only default risk premium. We show that this interpretation implies a restriction on the form of possible default risk premia, which can be justified through exact and approximate notions of "diversifiable default risk." The equivalence between the empirical and martingale default intensities that follows from diversifiable default risk greatly facilitates the pricing and management of credit risk. We emphasize that this is not an equivalence in distribution, and illustrate its importance using credit spread dynamics estimated in Duffee (1999) . We also argue that the assumption of diversifiability is implicitly used in certain existing models of mortgage-backed securities. 相似文献
4.
Anthony Bellotti Damiano Brigo Paolo Gambetti Frédéric Vrins 《International Journal of Forecasting》2021,37(1):428-444
We compare the performance of a wide set of regression techniques and machine-learning algorithms for predicting recovery rates on non-performing loans, using a private database from a European debt collection agency. We find that rule-based algorithms such as Cubist, boosted trees, and random forests perform significantly better than other approaches. In addition to loan contract specificities, predictors that refer to the bank recovery process — prior to the portfolio’s sale to a debt collector — are also shown to enhance forecasting performance. These variables, derived from the time series of contacts to defaulted clients and client reimbursements to the bank, help all algorithms better identify debtors with different repayment ability and/or commitment, and in general those with different recovery potential. 相似文献
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本文在深入分析Creditportfolio View(CPV)模型的原理基础上,利用了现代信用风险KMV模型计算出我国产业集群的违约概率.然后利用CPV模型进行一系列的运算以校验违约概率,最后分析我国产业集群违约概率值的特点。 相似文献
7.
The financial intermediation literature on small business lending focuses on the determinants and costs to credit access.
There is, however, little research examining the repayment behavior of small firms that actually receive loans. In this paper,
we address this shortcoming in the literature by examining the default behavior of a sample of Small Business Administration
7(a) guaranteed loans with three distinct maturity structures. We employ a discrete-time hazard approach and show that SBA
defaults are time-dependent and that the factors impacting default behavior, as well as its timing, are maturity specific.
Specifically, we show the importance of loan maturity, seasoning, economic conditions, and other firm-specific factors in
predicting the likelihood of SBA loan defaults.
JEL classification: G21 相似文献
8.
Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios 总被引:11,自引:0,他引:11
We present a model of risky debt in which collateral value is correlated with the possibility of default. The model is then used to study the expected loss given default, primarily as a function of collateral. The results obtained could prove useful for estimating losses given default in many popular models of credit risk which assume them constant. We also examine the problem of determining sufficient collateral to secure a loan to a desired extent. In addition to bank practitioners, regulators might find our analysis useful in reviewing banks’ lending standards relative to current collateral values. In particular, the current proposals for The New (Basel) Capital Accord involve options for the use of banks’ own loss given default estimates which might benefit from the analysis in this paper. 相似文献
9.
This paper presents a integrated credit risk modelling approach for private firms which fulfil 2001 Basel Accord requirements
in the case of the adoption of the foundation approach. Our model comprises: (a) a bottom-up technique to initially assess
the through-the-cycle one-year Probability of Default (PD) and (b) a top-down approach to refine and calibrate this historical
PD in a forward-looking credit risk assessment based on next year’s economic outlook. We present findings from applying this
model to a large sample of client firms of the Bank of Rome. 相似文献
10.
Ashok Bardhan Raša Karapandža Branko Urošević 《The Journal of Real Estate Finance and Economics》2006,32(1):9-20
We develop a new option-based method for the valuation of mortgage insurance contracts in closed form in an economy where
agents are risk neutral. While the proposed valuation method is general and can be used in any market, it may be particularly
useful in emerging market economies where other existing methods may be either inappropriate or are too difficult to implement
because of the lack of relevant data. As an application, we price a typical Serbian government-backed mortgage insurance contract. 相似文献