ip prefix-list deny-loopback permit 192.168.0.0/16 le 31
ip prefix-list deny-loopback deny 192.168.0.0/16 ge 32

route-map EBGP
 match ip address prefix-list deny-loopback

router bgp 65001
 !...
 ! Does not seem to work
 redistribute connected route-map EBGP
 ! Does also not  seem to work
 neighbor 192.168.102.1 route-map EBGP out

! This on the other router seems to work:

router bgp 65002
 neighbor 192.168.101.1 route-map EBGP in