A note on the use of syndicated loan data / Isabella Müller, Felix Noth, Lena Tonzer
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Discovery
1809466288
URN
urn:nbn:de:gbv:3:2-891292
DOI
ISBN
ISSN
Autorin / Autor
Beiträger
Körperschaft
Erschienen
Halle (Saale), Germany : Halle Institute for Economic Research (IWH) - Member of the Leibniz Association, [06. Juli 2022]
Umfang
1 Online-Ressource (III, 22 Seiten, 2,67 MB) : Diagramme
Ausgabevermerk
Sprache
eng
Anmerkungen
Inhaltliche Zusammenfassung
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.
Schriftenreihe
IWH-Diskussionspapiere ; 2022, no. 17 (July 2022) ppn:837399270