Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/334851 
Erscheinungsjahr: 
2025
Quellenangabe: 
[Journal:] International Finance [ISSN:] 1468-2362 [Volume:] 28 [Issue:] 3 [Publisher:] Wiley [Place:] Hoboken, NJ [Year:] 2025 [Pages:] 180-191
Verlag: 
Wiley, Hoboken, NJ
Zusammenfassung: 
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.
Schlagwörter: 
DealScan
meta‐analysis
modeling choices
syndicated lending
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Dokumentart: 
Article
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