We investigate the shape of risk appetite when the bank is financed also with contingent convertible bonds (CoCos). Our contribution to the existent literature is to assess risk appetite in a multi-dimensional perspective and to account for differences among banks' clusters, especially in a...

The present dissertation tackles the topic government debt and comprises three papers. The first paper with the title "The Economic Impacts of a Government Default in a Stochastic Overlapping Generations Model under Homogenous Investor Expectations" analyses the short-term effects of a...