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 1 1 3 1,270 2 8 17 3,853
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 0 1 1 1,861
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 1 1 1 9,259
Default correlation: an analytical result 0 0 0 1,306 0 1 4 2,860
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 1 1 2 7
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 443 0 0 2 1,240
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 1 1 2 1,034
Stock Market Fluctuations and the Term Structure 0 0 0 31 1 1 2 25
Stock market fluctuations and the term structure 0 0 2 661 0 4 14 2,251
Total Working Papers 1 1 5 7,724 6 18 45 22,390


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 3 4 4 22
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 3 4 8 959
Credit derivatives in banking: Useful tools for managing risk? 0 0 1 269 0 2 8 751
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 2 3 165
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 1 47 0 0 2 118
The illusory nature of momentum profits 0 0 5 233 7 7 19 775
The term structure of credit spreads with jump risk 0 2 11 549 1 7 21 1,000
Time-to-Build and Investment 0 0 0 50 0 0 2 146
Total Journal Articles 0 2 18 1,225 14 26 67 3,936


Statistics updated 2025-12-06