Agostino, Mariarosaria; Mazzuca, Maria - In: The European Journal of Finance 17 (2011) 8, pp. 623-648
This paper explores the determinants of securitisation by Italian banks over the period 1999-2006, investigating the funding, specialisation, and regulatory capital arbitrage hypotheses. According to our evidence, when we consider all securitisation types together, Italian banks seem to have...