@article{4c976492b73f4cfd8019c0e3792948a2,
title = "The systemic risk of European banks during the financial and sovereign debt crises",
keywords = "Banking systemic risk, Correlation, Credit default swap, European debt crisis, Leverage, Macroprudential regulation, Too-big-to-fail",
author = "Lamont Black and Ricardo Correa and Xin Huang and Hao Zhou",
note = "Publisher Copyright: {\textcopyright} 2015.",
year = "2016",
month = feb,
day = "1",
doi = "10.1016/j.jbankfin.2015.09.007",
language = "English",
volume = "63",
pages = "107--125",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
}