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 1,271 4 9 22 3,862
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 0 4 5 1,865
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 1 7 8 9,266
Default correlation: an analytical result 0 1 1 1,307 2 7 10 2,867
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 6 8 10 15
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 443 0 1 2 1,241
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 2 5 6 1,039
Stock Market Fluctuations and the Term Structure 0 0 0 31 1 1 2 26
Stock market fluctuations and the term structure 0 0 1 661 1 6 18 2,257
Total Working Papers 1 2 5 7,726 17 48 83 22,438


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 5 23
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 2 9 16 968
Credit derivatives in banking: Useful tools for managing risk? 0 0 0 269 4 12 15 763
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 2 2 5 167
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 1 47 0 4 5 122
The illusory nature of momentum profits 1 1 2 234 3 12 23 787
The term structure of credit spreads with jump risk 1 2 11 551 2 10 26 1,010
Time-to-Build and Investment 0 0 0 50 0 5 6 151
Total Journal Articles 2 3 14 1,228 13 55 101 3,991


Statistics updated 2026-03-04