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191.
Based on the case of Venezuela, an oil exporter with a multiple exchange rate regime, this paper explains two counterintuitive phenomena. First, a fall in oil revenue can drive a steep rise in inflation by reducing foreign exchange for imports and raising the fiscal deficit financed by money growth. Second, when foreign exchange is rationed, a devaluation of the official exchange rate could produce a transitory fall in inflation by reducing the fiscal deficit and subsidies for buying foreign exchange. The paper also shows that the black market exchange rate can be rising far faster than overall inflation if it is driven by prices in the most distorted goods markets. The channels emphasized in this paper for determining inflation and the black market exchange rate are novel in the literature and may provide avenues of future research on commodity exporters and foreign exchange constraints.  相似文献   
192.
While numerous studies have investigated the relationship between oil volatility and stock returns, it is surprising that little research has examined the quantile dependence and directional predictability from oil volatility to stock returns in BRICS (Brazil, Russia, India, China, and South Africa) countries. We address this issue by using the cross-quantilogram model proposed by Han et al. (2016). The empirical results show that, overall, oil volatility has a directional predictability for the stock returns in BRICS countries. When the oil volatility is in a low quantile (lower than its 0.1 quantiles), it is less likely to show either a large loss or a large gain in the stock market. In contrast, there is an increased likelihood of either large loss or a large gain in the stock market when the oil volatility is in a high quantile (higher than its 0.9 quantiles). The directional predictability from the oil volatility to stock returns depends on the net position of oil imports and exports of these BRICS countries in the oil market. The net oil exporters (Russia and Brazil) are less likely to have large gains and large losses in the stock market than are the net oil importers (India, China, and South Africa) when the oil volatility is in a low quantile. The net oil exporters are more likely to have large gains and large losses than are the net oil importers when the oil volatility is in a high quantile. The results are robust to change in the variable of oil volatility and the sample interval.  相似文献   
193.
We investigate the contemporaneous spillovers among precious metals, crude oil and the US$ exchange rate. We contend that conventional reduced-form vector autoregressive (VAR) models based on lead/lag relations do not fully capture the interactions among these series as these models ignore the contemporaneous effects. Using a Structural VAR model, we identify these contemporaneous spillovers, which are shown to be strong and asymmetric. We further show that not taking into consideration the contemporaneous interactions among these assets leads to inaccurate findings and inevitably to inaccurate interpretations of the causal relations among them.  相似文献   
194.
It is frequently argued that biofuel (and ethanol) promotion policies in the United States have created a link between oil and corn prices that has accentuated the recent rally in the price of that crop and its substitutes (especially soybeans). Even though it is intuitively appealing, one problem with this hypothesis is that ethanol policies have been in place in the US for more than 35 years, whereas the run up in food prices dates back only to 2006. However, a significant change in US biofuel policy during that year provides an adequate framework to test for the existence of a structural break in the stochastic properties of the corn and soybean price processes. The results show that structural stability is rejected, and the transmission of oil price innovations to corn prices has become stronger after 2006 (no changes with respect to soybeans). There is also a significant transmission of corn price innovations to oil and soybean prices. Moreover, the data show evidence of a previously non-existent cointegration relationship between oil and corn prices.  相似文献   
195.
This paper explores the dependence between global crude oil and Chinese commodity futures markets across different quantiles of the return distributions. Based on weekly data from 11 June 2004 to 7 July 2017, we address this issue by applying a quantile regression method. This technique provides a more detailed investigation of the dependence. Moreover, considering the structural breaks caused by market turmoil or financial crises, we divide the full period of every commodity sector market into sub-periods based on these break dates to further explore the dependence changes. The empirical results indicate that the dependence between global crude oil and Chinese commodity futures markets is different across quantiles in different commodity sectors. The dependence is significantly positive, except in markets with high expected returns. Additionally, the effects caused by structural breaks are distinctly heterogeneous across quantiles. The effect of the same break on the degree of dependence exhibits an increasing tendency as the quantile level increases, which suggests that markets with high expected returns are more susceptible to crises. Finally, we apply a prediction analysis to further verify the heterogeneity of the commodity sectors, which may be the cause of the heterogeneous dependence.  相似文献   
196.
What part of the high oil price can be explained by structural transformation in the developing world? Will continued structural transformation in these countries result in a permanently higher oil price? To address these issues I identify an inverted-U shaped relationship in the data between aggregate oil intensity and the extent of structural transformation: countries in the middle stages of transition spend the highest fraction of their income on oil. I construct and calibrate a multi-sector, multi-country, general equilibrium growth model that accounts for this fact by generating an endogenously falling aggregate elasticity of substitution between oil and non-oil inputs. The model is used to measure and isolate the impact of changing sectoral composition in the developing world on global oil demand and the oil price in the OECD. I find that structural transformation in non-OECD countries accounts for up to 53% of the oil price increase in the OECD between 1970 and 2010. However, the impact of structural transformation is temporary. Continued structural transformation induces falling oil intensity and an easing of the upward pressure on the oil price. Since a standard one-sector growth model misses this non-linearity, to understand the impact of growth on the oil price, it is necessary to take a more disaggregated view than is standard in macroeconomics.  相似文献   
197.
分析了加入世贸组织对我国石油企业标准化工作产生的影响,以及对此 需采取的相应对策。  相似文献   
198.
A. Assaf   《Tourism Management》2009,30(6):916-921
This study reflects on the technical efficiency of U.S. airlines using a Bayesian random stochastic frontier model. Inferences from the Bayesian estimation indicate that the random model fits the data well and outperforms the traditional stochastic frontier model. The technical efficiency results indicate that U.S. airlines are operating at a declining efficiency rate with an average of 69.02% in 2007. Results from returns to scale are also in line with the efficiency results. More specific discussions on the current industry trends and other contributions of this study are presented and discussed.  相似文献   
199.
石油企业人才的培训教育,是提高企业劳动者素质的最佳途径。做好油田的职工培训,必须要在培训形式、培训内容和方法、培训手段、培训评价和反馈、培训机制上不断创新。  相似文献   
200.
本文以中航油巨亏事件为例,分析了跨国企业的衍生交易、风险管理与公司治理之间的关系。研究发现,中航油巨亏事件的根本动囚是对衍生金融工具认识不足,以致没能很好遵循国际会计准则惯例并导致投资风险的增加。同时,中航油自身在企业风险管理上的弱化,又逐渐滋生了公司治理的内生性问题,即内控机制和监控机制的缺乏。因此,对企业风险的有效管理和公司治理的有效监督是解决当前跨国企业投资风险的最佳办法。  相似文献   
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