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 2 10 1,232 1 10 47 3,714
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,160 0 0 5 1,837
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,496 0 5 10 9,229
Default correlation: an analytical result 0 1 1 1,292 0 5 12 2,817
Forecasting long- and short-horizon stock returns in a unified framework 0 0 1 440 0 4 12 1,222
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 351 0 4 4 1,024
Stock market fluctuations and the term structure 0 1 3 639 1 7 28 2,072
Total Working Papers 1 4 15 7,610 2 35 118 21,915


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 2 4 0 0 3 11
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 1 1 8 910
Credit derivatives in banking: Useful tools for managing risk? 0 0 4 245 3 8 31 646
Dynamic portfolio choice and asset pricing with differential information 0 0 0 66 0 0 3 150
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 1 42 0 0 3 94
The illusory nature of momentum profits 0 4 8 180 2 20 46 590
The term structure of credit spreads with jump risk 0 0 6 500 1 2 16 864
Time-to-Build and Investment 0 0 1 45 0 0 1 116
Total Journal Articles 0 4 22 1,084 7 31 111 3,381


Statistics updated 2019-07-03