全文获取类型
收费全文 | 276篇 |
免费 | 14篇 |
国内免费 | 2篇 |
专业分类
财政金融 | 93篇 |
工业经济 | 4篇 |
计划管理 | 43篇 |
经济学 | 84篇 |
综合类 | 18篇 |
贸易经济 | 33篇 |
农业经济 | 8篇 |
经济概况 | 9篇 |
出版年
2023年 | 12篇 |
2022年 | 6篇 |
2021年 | 4篇 |
2020年 | 24篇 |
2019年 | 14篇 |
2018年 | 22篇 |
2017年 | 19篇 |
2016年 | 21篇 |
2015年 | 13篇 |
2014年 | 12篇 |
2013年 | 42篇 |
2012年 | 6篇 |
2011年 | 5篇 |
2010年 | 6篇 |
2009年 | 5篇 |
2008年 | 11篇 |
2007年 | 10篇 |
2006年 | 6篇 |
2005年 | 10篇 |
2004年 | 7篇 |
2003年 | 5篇 |
2002年 | 4篇 |
2001年 | 2篇 |
2000年 | 7篇 |
1999年 | 5篇 |
1998年 | 5篇 |
1997年 | 3篇 |
1996年 | 2篇 |
1995年 | 1篇 |
1991年 | 2篇 |
1986年 | 1篇 |
排序方式: 共有292条查询结果,搜索用时 31 毫秒
1.
Chikashi Tsuji 《Asia-Pacific Financial Markets》2003,10(2-3):163-185
The objective of this paper is to determine the best predictor of equity market crashes by focusing particularly on volatility and market liquidity. In finance, volatility has traditionally been regarded as the best measure of market risk. However, this paper shows that the forecast value of market liquidity, in particular our modified calculated market depth, predicts equity market crashes much more accurately than does the forecast values of EGARCH or Implied Volatility. 相似文献
2.
Calhoun Charles A. Deng Yongheng 《The Journal of Real Estate Finance and Economics》2002,24(1-2):9-33
This paper provides a side-by-side comparison of loan-level statistical models for fixed- and adjustable-rate mortgages. Multinomial logit models for quarterly conditional probabilities of default and prepayment are estimated. We find that the estimated impacts of embedded option values for prepayment and default are generally quite similar across both FRM and ARM loans, providing additional empirical support for the basic predictions of the options theory. We also find that differences in estimates of conditional probabilities of prepayment and default associated with mortgage age, origination period, original LTV, and relative loan size, indicate the continued significance of these other economic and demographic factors for empirical models of mortgage terminations. 相似文献
3.
文章利用2004年芝加哥商品交易所的美元-欧元期货期权的信息,分析了其隐含偏度和隐含波动率在预测短期汇率中的效力。结果发现,隐含偏度、隐含波动率的偏度与每日汇率变化率有紧密的联系。 相似文献
4.
讨论了需求是时间的连续函数、允许缺货且缺货完全回补、变质率为常数、补货率有限的变质性物品在有限计划期内的生产-库存策略。同时证明了最优生产-库存策略的存在和唯一性,并给出了求最优策略的算法和算例。 相似文献
5.
Johnson R. Pawlukiewicz JAMES Mehta JAYESH 《Review of Quantitative Finance and Accounting》1997,9(1):89-101
This research presents a method for estimating the parameters of the binomial option pricing model necessary to appropriately price calls on assets with asymmetric end-of-period return distributions. Parameters of the binomial model are shown to be a function of the mean, variance, and skewness of the underlying return distribution. It is also shown that failure to incorporate skewness results in the mispricing of the call. 相似文献
6.
Eva Ferreira 《European Journal of Finance》2018,24(10):828-848
This paper analyzes the dynamics of pair comovements between different domestic European stock market returns (Spain, France, Germany, Switzerland and the United Kingdom) seeking to check whether there is a unique source of risk driving those dynamics. Once it is shown that the comovements are time-varying, the question is to find whether a global index such as the Euro Stoxx can be considered the main source of risk. To that end we estimate and test for time-varying global pair covariances and for time-varying remaining pair covariances once the effect of the Euro Stoxx is removed. The empirical results are obtained considering locally stationary variables, a family that includes variables with first and second time-varying moments. Under that framework time-varying means and covariances can be estimated using a spline-based procedure and Wald-type statistics can be computed to test for time-variations. A simulation study shows that the role of the mean estimation part is crucial to the good performance of the tests for second moments. The empirical results evidence that all global pair covariances for the European countries analyzed are time-varying, but also that the Euro Stoxx can be considered as the driving source of risk for these time-varying dynamics. This conclusion is very useful for modeling purpose and financial strategies. Finally, we repeat the analysis considering the Nasdaq as an alternative global index and find that it explains only a small part of the dynamics in the European pair comovements. 相似文献
7.
This study analyzes sovereign risk contagion between four East Asian economies (China, Hong Kong, Japan, and Korea) and its structural changes through the Global Financial Crisis (GFC) and the European Debt Crisis (EDC) by applying the mixture of time-varying copulas to those economies’ credit default swap (CDS) spreads.
This article first finds a strong contagion from the US and PIIGS economies to the East Asian sovereign CDS markets and intraregional contagion within the East Asian markets. Second, the impact of contagion is different according to whether it is measured by the linear (Gaussian) or the upper tail dependence. Third, Japan plays an important role in increasing the linear dependence whereas China and Korea are crucial in terms of the upper tail dependence. Lastly, the GFC has structurally increased the linear dependence but not the upper tail dependence between the East Asian sovereign CDS markets. 相似文献
8.
Adam Lenart 《Scandinavian actuarial journal》2014,2014(3):255-277
The Gompertz distribution is widely used to describe the distribution of adult deaths. Previous works concentrated on formulating approximate relationships to characterise it. However, using the generalised integro-exponential function, exact formulas can be derived for its moment-generating function and central moments. Based on the exact central moments, higher accuracy approximations can be defined for them. In demographic or actuarial applications, maximum likelihood estimation is often used to determine the parameters of the Gompertz distribution. By solving the maximum likelihood estimates analytically, the dimension of the optimisation problem can be reduced to one both in the case of discrete and continuous data. Monte Carlo experiments show that by ML estimation, higher accuracy estimates can be acquired than by the method of moments. 相似文献
9.
Do Sovereign Re‐Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments
下载免费PDF全文
![点击此处可从《Journal of Business Finance & Accounting》网站下载免费的PDF全文](/ch/ext_images/free.gif)
Robert Brooks Robert Faff Sirimon Treepongkaruna Eliza Wu 《Journal of Business Finance & Accounting》2015,42(5-6):777-799
This study investigates the effects of S&P's sovereign re‐ratings on the higher moments of equity market returns over recent financial crises. Using a set of intraday stock market index prices and sovereign credit ratings for a sample of 36 countries that experienced sovereign rating changes over the period from 1996 to 2013, we find that the higher moments of stock market returns are significantly more responsive to sovereign re‐ratings during financial crises, but the effects on stock markets are not the same across different financial crises. The effects during crises are, however, magnified for large downgrades and those that are associated with a loss of investment grade status. We find that there are asymmetric effects during financial crises in that downgrades are consistently more significant than upgrades in increasing realized volatility and realized kurtosis. Both upgrades and downgrades affect realized skewness in times of crises in the expected direction. 相似文献
10.
《新兴市场金融与贸易》2013,49(3):34-57
This paper studies capital market integration in Middle Eastern and North African (MENA) countries and its implications for international portfolio investment allocation. Starting with four cointegration methodologies, we significantly reject the hypothesis of a stable, long-run bivariate relationship between each of these markets and the European Monetary Union (EMU), the United States, and a regional benchmark. This indicates the existence of significant diversification opportunities for three categories of investors (EMU, world, and regional investors). A recursive analysis based on Barari (2004) suggests that recently, the MENA markets have started to move toward international financial integration. Investigating the effect of selected financial, economic, and political events on such a process, we extend the methodology and find that the markets react heterogeneously to the different categories of shocks. They should therefore not be treated as a bloc for global allocation purposes. Finally, after adjusting the integration levels by relative market capitalization, Israel and Turkey are the most promising markets in the region, followed by Egypt, Jordan, and Morocco. Tunisia and Lebanon seem to be lagging behind. 相似文献