Access Statistics for Chunsheng Zhou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A jump-diffusion approach to modeling credit risk and valuing defaultable securities 0 1 3 1,268 1 2 9 3,841
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 1 1,161 0 0 3 1,860
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 0 0 0 9,258
Default correlation: an analytical result 0 0 1 1,306 0 2 4 2,858
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 0 0 5
Forecasting long- and short-horizon stock returns in a unified framework 0 0 1 443 1 2 3 1,240
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 0 0 2 1,033
Stock Market Fluctuations and the Term Structure 0 0 0 31 0 0 1 24
Stock market fluctuations and the term structure 0 1 3 661 2 5 20 2,243
Total Working Papers 0 2 9 7,722 4 11 42 22,362


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE-SPACE MODEL OF SHORT- AND LONG-HORIZON STOCK RETURNS 0 0 0 8 0 0 0 18
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 1 2 6 954
Credit derivatives in banking: Useful tools for managing risk? 0 0 3 269 0 4 10 749
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 0 0 162
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 1 1 47 0 1 2 118
The illusory nature of momentum profits 0 1 8 232 0 3 20 766
The term structure of credit spreads with jump risk 0 3 9 542 0 5 17 987
Time-to-Build and Investment 0 0 0 50 0 1 1 145
Total Journal Articles 0 5 21 1,217 1 16 56 3,899


Statistics updated 2025-05-12