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Cambridge - Risk, Information & Quantity Signals / Cambridge - Risk, Information & Quantity Signals

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
8
Impact Factor
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0.17 0 12 12 35 2 2 0 0 0 2 0.17 0.07
1991 0.25 0.11 0.15 0.25 8 20 11 3 5 12 3 12 3 0 0 0.06
1992 0.05 0.1 0.03 0.05 13 33 16 1 6 20 1 20 1 0 0 0.07
1993 0 0.13 0.04 0.06 16 49 29 2 8 21 33 2 0 0 0.07
1994 0.07 0.13 0.08 0.08 0 49 0 4 12 29 2 49 4 0 0 0.06
1995 0 0.18 0.12 0.12 3 52 0 6 18 16 49 6 0 0 0.09
1996 0.33 0.21 0.06 0.08 0 52 0 3 21 3 1 40 3 0 0 0.12
1997 0 0.23 0.1 0.03 0 52 0 5 26 3 32 1 0 0 0.13
1998 0 0.24 0.15 0.26 0 52 0 8 34 0 19 5 0 0 0.15
1999 0 0.32 0.05 0 3 55 15 3 37 0 3 0 0 0.21
2000 0.33 0.44 0.17 0.17 3 58 33 10 47 3 1 6 1 0 3 1 0.2
2001 0.67 0.4 0.12 0.67 0 58 0 7 54 6 4 6 4 0 0 0.22
2002 1 0.42 0.09 0.83 0 58 0 5 59 3 3 6 5 0 0 0.23
2003 0 0.42 0.14 0.5 0 58 0 8 67 0 6 3 0 0 0.24
2004 0 0.47 0.17 1 0 58 0 10 77 0 6 6 0 0 0.27
2005 0 0.49 0.07 0.33 0 58 0 4 81 0 3 1 0 0 0.29
2006 0 0.47 0.09 0 0 58 0 5 86 0 0 0 0 0.27
2007 0 0.39 0.02 0 0 58 0 1 87 0 0 0 0 0.22
2008 0 0.46 0.1 0 0 58 0 6 93 0 0 0 0 0.23
2009 0 0.43 0.03 0 0 58 0 2 95 0 0 0 0 0.22
2010 0 0.37 0.19 0 0 58 0 11 106 0 0 0 0 0.19
2011 0 0.46 0.03 0 0 58 0 2 108 0 0 0 0 0.25
2012 0 0.5 0.07 0 0 58 0 4 112 0 0 0 0 0.25
2013 0 0.5 0 0 0 58 0 112 0 0 0 0 0.24
2014 0 0.53 0.02 0 0 58 0 1 113 0 0 0 0 0.27
2015 0 0.53 0.1 0 0 58 0 6 119 0 0 0 0 0.27
2016 0 0.54 0.03 0 0 58 0 2 121 0 0 0 0 0.27
2017 0 0.54 0.03 0 0 58 0 2 123 0 0 0 0 0.27
2018 0 0.53 0.07 0 0 58 0 4 127 0 0 0 0 0.26
2019 0 0.55 0 0 0 58 0 127 0 0 0 0 0.32
2020 0 0.63 0.03 0 0 58 0 2 129 0 0 0 0 0.58
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12000Household Saving in Chile: Microeconomic Evidence.. (2000). Gallego, Francisco ; Butelmann, A.. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:63.

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21
21990COMMUNICATION, COMPUTABILITY AND COMMON INTEREST GAMES.. (1990). Anderlini, Luca. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:159.

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15
31999What Drives Private Saving Across the World?. (1999). Servén, Luis ; Loayza, Norman ; Schmidt, K.. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:47.

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14
41993Incomplete Written Contracts: Undescribable States of Nature.. (1993). Felli, Leonardo ; Anderlini, Luca. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:183.

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12
51990SOCIAL EQUILIBRIUM.. (1990). canning, david. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:150.

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10
61992A Remark on Incomplete Market Equilibrium.. (1992). Hahn, Franz. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:179.

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10
72000Bank Concentration: Chile and International Comparisons.. (2000). Levine, Ross. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:62.

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8
81990AVERAGE BEHAVIOUR IN LEARNING MODELS.. (1990). canning, david. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:156.

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8
91993Path Dependence and Learning from Neighbours.. (1993). Ianni, Antonella ; Aderlini, L.. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:186.

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8
102000Optimal Monetary Policy Rules Under Inflation Range Targeting.. (2000). Valdés, Rodrigo ; Medina, Juan ; Valdes, R.. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:61.

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5
111993Expectations and Learning under Alternative Monetary Regimes: An Experimental Approach.. (1993). Sunder, Shyam ; Marimon, Ramon. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:189.

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5
121991Indeterminacy and Increasing Returns.. (1991). Farmer, Roger ; Benhabib, Jess. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:165.

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5
131991The Aggregate Effects of Monetary Externalities.. (1991). Farmer, Roger ; Benhabib, Jess. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:164.

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4
141993Implementation in incomplete Information Environments: The Use of Extensive Form Games.. (1993). Baliga, Sandeep. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:192.

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3
15Cooperation and Effective Computability.. (1991). Sabourian, Hamid ; Anderlini, Luca. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:167.

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3
161992Value, Consistency and Random Coalition Formation.. (1992). Evans, Robert. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:169.

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2
171999The Effect of Capital Controls on Interest Rate Differentials.. (1999). Valdés, Rodrigo ; Herrera, L. O. ; Valdes, R.. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:50.

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2
181992Incomplete Market Economy.. (1992). Hahn, Franz. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:166.

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2
191992Price Uncertainty and Derivative Securities in a General Equilibrium Model.. (1992). Heal, Geoffrey ; Dutta, Jayasri ; Chichilnisky, Graciela. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:178.

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2
201990ON STATIONARY MONETARY EQUILIBRIA IN OVERLAPPING GENERATIONS MODELS WITH INCOMPLETE MARKETS.. (1990). Gottardi, Piero. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:155.

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2
211993A Monetary Model of Market Size and Specialisation.. (1993). Siandra, E.. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:182.

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1
221990AN ANALYSIS OF THE CONDITIONS FOR THE VALIDITY OF MODIGLIANI-MILLER THEOREM WITH INCOMPLETE MARKETS.. (1990). Gottardi, Piero. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:157.

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1
23Liquidity and Financial Intermediation.. (1993). Kapur, Sandeep ; Dutta, Jayasri. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:188.

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1
24Irreversible Investment and Aggregate Instability.. (1992). Kapur, Sandeep. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:175.

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1
251995Endogenous Agency Problems. (1995). Felli, Leonardo ; Anderlini, Luca. In: Cambridge - Risk, Information & Quantity Signals. RePEc:fth:cambri:200.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor:
YearTitle
Recent citations