@articleUhde_Michalak_2010, title=Securitization and systematic risk in European banking: Empirical evidence, volume=34, DOI=https://doi.org/10.1016/j.jbankfin.2010.07.012, number=12, journal=Journal of Banking &; Finance, author=Uhde, André and Michalak, Tobias C., year=2010, pages=3061–3077