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 0 2 1,271 0 2 24 3,869
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 0 1 11 1,871
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 0 0 10 9,268
Default correlation: an analytical result 0 0 1 1,307 1 3 12 2,871
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 1 2 12 17
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 443 0 1 2 1,242
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 0 3 14 1,047
Stock Market Fluctuations and the Term Structure 0 0 0 31 0 1 5 29
Stock market fluctuations and the term structure 0 0 0 661 0 1 15 2,262
Total Working Papers 0 0 3 7,726 2 14 105 22,476


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 1 6 24
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 0 0 14 969
Credit derivatives in banking: Useful tools for managing risk? 1 1 1 270 1 1 16 765
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 0 6 169
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 0 47 0 0 5 123
The illusory nature of momentum profits 0 0 1 234 5 14 38 806
The term structure of credit spreads with jump risk 2 3 8 554 5 9 33 1,025
Time-to-Build and Investment 0 0 0 50 0 1 9 155
Total Journal Articles 3 4 10 1,232 11 26 127 4,036


Statistics updated 2026-08-07