1.5k citations · 4.4k across the 12 of their papers we have counts for
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Bankruptcy risk model and empirical tests
Boris Podobnik, Davor Horvatic, Alexander M. Petersen +2
We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor-the debt-to-as…
Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws
Alexander M. Petersen, Fengzhong Wang, Shlomo Havlin +1
We study the cascading dynamics immediately before and immediately after 219 market shocks. We define the time of a market shock T_{c} to be the time for which the market volatilit…
Scale invariant properties of public debt growth
Alexander M. Petersen, Boris Podobnik, Davor Horvatic +1
Public debt is one of the important economic variables that quantitatively describes a nation's economy. Because bankruptcy is a risk faced even by institutions as large as governm…