Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/334851 
Year of Publication: 
2025
Citation: 
[Journal:] International Finance [ISSN:] 1468-2362 [Volume:] 28 [Issue:] 3 [Publisher:] Wiley [Place:] Hoboken, NJ [Year:] 2025 [Pages:] 180-191
Publisher: 
Wiley, Hoboken, NJ
Abstract: 
Syndicated loan data provided by DealScan is an essential input in banking research to answer urging questions on bank lending, e.g., in the presence of financial or geopolitical 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
modeling choices
syndicated lending
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

Files in This Item:
File
Size





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