Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/302114 
Year of Publication: 
2024
Series/Report no.: 
IWH Discussion Papers No. 17/2022
Version Description: 
This version: 02.09.2024
Publisher: 
Halle Institute for Economic Research (IWH), Halle (Saale)
Abstract: 
Syndicated loan data provided by DealScan is an essential input in banking research. 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 of 2007/08 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 depends on the data and sampling choice and we provide guidelines for applied research.
Subjects: 
DealScan
meta-analysis
scrutiny
syndicated lending
JEL: 
C50
G15
G21
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.