| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w25698 |
| 来源ID | Working Paper 25698 |
| Risk Management in Financial Institutions | |
| Adriano A. Rampini; S. Viswanathan; Guillaume Vuillemey | |
| 发表日期 | 2019-04-01 |
| 出版年 | 2019 |
| 语种 | 英语 |
| 摘要 | The authors have retracted this paper and the subsequent version that was published in the April 2020 issue of The Journal of Finance (JF). A replication study that will be, or has, been published in the JF finds that the replication code provided in the supplementary information section of the article does not reproduce some of the central findings reported in the article. Upon reexamination of the work, the authors confirmed that the replication code does not fully reproduce the published results and were unable to provide revised code that does. Therefore, the authors conclude that the published results are not reliable and that the responsible course of action is to retract the article. Further information may be found at https://onlinelibrary.wiley.com/doi/full/10.1111/jofi.13064. The authors deeply regret the damage this caused to the scholarly community. The specific contributions of the authors to the article were as follows: the first and second author provided the theoretical hypothesis; all three authors jointly designed the empirical approach and identification strategy; the third author constructed and handled the data, implemented the empirical analysis, and provided the empirical results as well as the replication data and code. The third author states that the original data and code that produced the published results were lost. The first and second author were not notified of the loss of the original data and code at the time it occurred and had no prior knowledge of the issues with the replication data and code provided to the journal. |
| 主题 | Microeconomics ; Behavioral Economics ; Macroeconomics ; Money and Interest Rates ; Financial Economics ; Financial Institutions ; Corporate Finance |
| URL | https://www.nber.org/papers/w25698 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/583372 |
| 推荐引用方式 GB/T 7714 | Adriano A. Rampini,S. Viswanathan,Guillaume Vuillemey. Risk Management in Financial Institutions. 2019. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w25698.pdf（106KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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