Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/265840 
Year of Publication: 
2022
Series/Report no.: 
Tinbergen Institute Discussion Paper No. TI 2022-064/IV
Publisher: 
Tinbergen Institute, Amsterdam and Rotterdam
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 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: 
Syndicated Lending
DealScan
Scrutiny
Meta-Analysis
JEL: 
C50
G15
G21
Document Type: 
Working Paper

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