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 7 1,219 2 5 22 3,656
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 2 1,160 0 0 2 1,829
Credit derivatives in banking: useful tools for managing risk? 0 0 1 2,496 0 0 5 9,217
Default correlation: an analytical result 0 0 2 1,291 1 1 6 2,801
Forecasting long- and short-horizon stock returns in a unified framework 0 0 2 439 0 1 7 1,210
Path-dependent option valuation when the underlying path is discontinuous 0 0 2 350 0 0 2 1,015
Stock market fluctuations and the term structure 0 0 4 635 1 6 20 2,038
Total Working Papers 1 1 20 7,590 4 13 64 21,766


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 1 2 1 1 2 8
A State-Space Model of Short- and Long-Horizon Stock Returns 0 0 0 0 1 2 3 43
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 2 3 11 900
Credit derivatives in banking: Useful tools for managing risk? 0 0 5 237 3 6 16 598
Dynamic portfolio choice and asset pricing with differential information 0 1 1 65 0 1 1 144
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 3 40 0 1 9 89
The illusory nature of momentum profits 0 2 7 170 2 11 43 532
The term structure of credit spreads with jump risk 3 5 16 493 6 14 60 841
Time-to-Build and Investment 0 0 0 43 0 0 1 112
Total Journal Articles 3 8 33 1,052 15 39 146 3,267


Statistics updated 2018-01-04