Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/261361 
Erscheinungsjahr: 
2022
Schriftenreihe/Nr.: 
IWH Discussion Papers No. 17/2022
Verlag: 
Halle Institute for Economic Research (IWH), Halle (Saale)
Zusammenfassung: 
Syndicated loan data provided by DealScan has become an essential input in banking research over recent years. This data is rich enough to answer urging questions on bank lending, e.g., in the presence of financial shocks or climate change. However, many data options raise the question of how to choose the estimation sample. We employ a standard regression framework analyzing bank lending during the financial crisis to study how conventional but varying usages of DealScan affect the estimates. The key finding is that the direction of coefficients remains relatively robust. However, statistical significance seems to depend on the data and sampling choice.
Schlagwörter: 
DealScan
meta-analysis
scrutiny
syndicated lending
JEL: 
C50
G15
G21
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

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