Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars

How to Green the European Auto ABS Market? A Literature Survey

“…These findings suggest that there is space for a Green Auto ABS in the securitization market. However, Beyene et al (2022) find that increased transparency on the environmental performance of cars following the Diesel scandal may not be enough to affect banks' financing of HEVs. In addition, demand for green investments cannot be met at any price.…”

“…Also, captive and non-captive banks have discretion about different financing and purchasing options, e.g., when promoting the purchase of zero or low-emission (ZLEVs) and high-emission vehicles (HEVs). 6 In this context, Beyene et al (2022) examine the change of bank credit conditions following the Diesel scandal in 2015. The authors show that non-captive banks imposed stricter credit conditions on loans for financing diesel cars compared to captive banks.…”

Navigating the Housing Channel of Monetary Policy Across Euro Area Regions

“…ED loan-level data has been used byErtan, Loumioti and Wittenberg-Moerman (2017),Amzallag et al (2019),Gianinazzi, Pelizzon and Plazzi (2018), van Bekkum, Gabarro and Irani (2018), Gaudêncio, Mazany and Schwarz (2019),Kang, Loumioti and Wittenberg-Moerman (2020),Klein, Mössinger and Pfingsten (2021) andBeyene et al (2022).ECB Working Paper Series No 2752 / November 2022…”