Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/261361 
Year of Publication: 
2022
Series/Report no.: 
IWH Discussion Papers No. 17/2022
Publisher: 
Halle Institute for Economic Research (IWH), Halle (Saale)
Abstract: 
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.
Subjects: 
DealScan
meta-analysis
scrutiny
syndicated lending
JEL: 
C50
G15
G21
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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