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 5 1,222 1 8 17 3,667
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 1 1,160 0 1 4 1,832
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,496 0 2 4 9,219
Default correlation: an analytical result 0 0 1 1,291 2 4 7 2,805
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 439 0 0 4 1,210
Path-dependent option valuation when the underlying path is discontinuous 0 0 1 351 0 2 5 1,020
Stock market fluctuations and the term structure 0 0 3 636 1 4 18 2,044
Total Working Papers 0 1 11 7,595 4 21 59 21,797


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 2 0 0 1 8
A State-Space Model of Short- and Long-Horizon Stock Returns 0 0 0 0 1 2 4 45
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 1 1 7 902
Credit derivatives in banking: Useful tools for managing risk? 0 2 6 241 1 7 26 615
Dynamic portfolio choice and asset pricing with differential information 0 0 2 66 1 2 4 147
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 1 1 41 0 1 4 91
The illusory nature of momentum profits 0 1 7 172 1 7 37 544
The term structure of credit spreads with jump risk 0 0 11 494 2 4 35 848
Time-to-Build and Investment 0 0 1 44 1 2 4 115
Total Journal Articles 0 4 28 1,062 8 26 122 3,315


Statistics updated 2018-07-03