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151.
本文应用啮合副结构模型和齿形综合等效机构法,推导出活齿传动齿形综合正解、反解的理论齿形和实际齿形方程式,形成了活齿传动的齿形理论。给出了应用实例。 相似文献
152.
Michael A. Kelly 《The Financial Review》2006,41(4):589-597
We present a faster, more accurate technique for estimating implied volatility using the standard partial derivatives of the Black‐Scholes option‐pricing formula. Beside Newton‐Raphson and slower approximation methods, this technique is the first to provide an error tolerance, which is essential for practical application. All existing noniterative approximation methods do not provide error tolerances and have the potential for large errors. 相似文献
153.
经济全球化时代,两国汇率的形成是两国间博弈的结果。中国是世界上最大的发展中国家,而美国是当今世界上最大的发达国家。从博弈论角度考察,两国在汇率问题上的重复博弈能够达到一个子博弈完美那什均衡。本文对人民币和美元汇率的波动运用了博弈理论分析了双方的得益和支付,并提出了中方在汇率问题上的政策建议。 相似文献
154.
155.
Summary. This paper develops a model of speculative trading in a large economy with a continuum of investors. In our model the investors are assumed to have diverse beliefs which are rational in the sense of being compatible with observed data. We demonstrate the existence of price amplification effects and show that the equilibrium prices can be higher or lower than the rational expectation equilibrium price. It is also shown that trading volume is positively related to the directions of price changes. Moreover, we study how asset price volatility and trading volume are influenced by belief structures, short selling constraints and the amount of fund available for investment.Received: 23 January 2003, Revised: 30 April 2003, JEL Classification Numbers:
D84, G12.We are grateful to Professors Mordecai Kurz, Kenneth Arrow, Kenneth Judd, Carsten Nielsen, Maurizio Motolese, Mark Garmaise, Jean-Michel Grandmont, Peter Hammond, Karl Shell, Jan Werner and participants of the Society for the Advancement of Economic Theory (SAET) Conference and Stanford Institute of Theoretical Economics (SITE) Conference for many helpful suggestions.
Correspondence to: H.-M. Wu 相似文献
156.
In this paper bilateral models formalizing monthly growth of US imports and exports are employed to investigate the potential
of nonlinear relationships linking exchange rate uncertainty and trade growth. Parametric linear and nonlinear as well as
semiparametric time series models are evaluated in terms of fitting and ex ante forecasting. The overall impact of exchange
rate variations on trade growth is found to be weak. In periods of large exchange rate variations, trade growth forecasts
gain from conditioning on volatility. Empirical results support the view that the relationship of interest might be non-linear
and, moreover, lacks homogeneity across countries and imports vs. exports. JEL no. C14, C22, F31, F41 相似文献
157.
In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money
implied volatility skew for a generalization of the Bates model, where the volatility does not need to be a diffusion or a
Markov process, as the examples in Sect. 7 show. This expression depends on the derivative of the volatility in the sense
of Malliavin calculus.
E. Alòs’ research is supported by grants MEC FEDER MTM 2006 06427 and SEJ2006-13537.
J.A. León’s research is partially supported by the CONACyT grant 45684-F.
J. Vives’ research is supported by grant MEC FEDER MTM 2006 06427. 相似文献
158.
In this paper, returns and volatility spillovers between emerging capital markets of Central and Eastern Europe, Latin America, and South-East Asia are investigated. We distinguish between spillovers from countries located in one region (intra-regional) and in different regions (inter-regional) after controlling for shocks originating at home and on the global market. Both intra- and inter-regional spillovers are significant, with the former being more pronounced than the latter. Our findings indicate that linkages between emerging markets are not solely due to their common dependence on the global capital market and highlight the importance of common factors in intra-regional interdependencies. 相似文献
159.
This study examines the informational feedback effects associated to the listing and trading of derivatives in Switzerland. The observed changes in the price and higher moments of stock returns are representative of a thin stock market. The listing of stock options and index futures generated positive abnormal returns for large stocks and for the index while small stocks essentially benefited from the launching of index options. While reducing the variance of blue chips and of the index, their variance's stochasticity increased (decreased) at index options' (futures) listings. Finally, we detect significant stock and index derivatives' price leads which do not however generate arbitrage opportunities. 相似文献
160.
Antonio Scalia 《Journal of Empirical Finance》1998,5(4):361-384
We examine causality and efficiency in the Italian T-bond market, where cash trades take place on the domestic Mercato Telematico dei Titoli di Stato, while futures trading is based on the London International Financial Futures Exchange. We find evidence that causality in prices runs in both directions, and that the cash lead is almost comparable in size and extension to the futures lead. We then try to assess whether the cash market is weak-form efficient with respect to LIFFE prices. Using a simple trading rule with a variety of time and price filters, we conclude that the observed lead cannot be exploited to make a profit after transaction costs. 相似文献