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 1,271 3 9 26 3,867
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 2 5 10 1,870
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 1 3 10 9,268
Default correlation: an analytical result 0 0 1 1,307 1 3 10 2,868
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 6 10 15
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 443 0 0 1 1,241
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 3 7 11 1,044
Stock Market Fluctuations and the Term Structure 0 0 0 31 1 3 4 28
Stock market fluctuations and the term structure 0 0 0 661 2 5 18 2,261
Total Working Papers 0 1 4 7,726 13 41 100 22,462


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 5 23
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 0 3 15 969
Credit derivatives in banking: Useful tools for managing risk? 0 0 0 269 0 5 15 764
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 1 4 7 169
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 0 47 1 1 5 123
The illusory nature of momentum profits 0 1 2 234 3 8 26 792
The term structure of credit spreads with jump risk 0 1 9 551 6 8 29 1,016
Time-to-Build and Investment 0 0 0 50 3 3 9 154
Total Journal Articles 0 2 11 1,228 14 32 111 4,010


Statistics updated 2026-05-06