This paper analyzes the effect of securitization on bank loan supply over the 2001 to 2013 period using a large sample of Eurozone banks. We document that an increase in banks' ABS issuances positively correlates with bank loan supply before the 2007-08 financial crisis but not afterwards. The...

Using nascent euro area green bond markets as an experimental set-up, we are able to show that home bias is a universal phenomenon. Exploiting dynamics around the scarcity of an asset class, we show that investors tend to turn to their domestic market as soon as their home market becomes...

We test if interconnectedness in the interbank market is a channel through which banks affect each others riskiness. The evidence is based on quarterly bilateral exposures of all banks active in the Dutch interbank market between 1998 and 2008. A spatial lag model, borrowed from regional...