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 5 1,268 1 4 11 3,840
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 1 1,161 0 0 3 1,860
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 0 0 0 9,258
Default correlation: an analytical result 0 0 2 1,306 1 1 4 2,857
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 0 0 5
Forecasting long- and short-horizon stock returns in a unified framework 0 0 1 443 1 1 2 1,239
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 0 1 2 1,033
Stock Market Fluctuations and the Term Structure 0 0 0 31 0 1 1 24
Stock market fluctuations and the term structure 0 1 2 660 1 2 19 2,239
Total Working Papers 1 2 11 7,721 4 10 42 22,355


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 0 18
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 0 1 4 952
Credit derivatives in banking: Useful tools for managing risk? 0 1 3 269 3 5 14 748
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 0 0 162
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 0 46 0 1 3 117
The illusory nature of momentum profits 1 4 8 232 1 8 19 764
The term structure of credit spreads with jump risk 1 2 10 540 2 5 19 984
Time-to-Build and Investment 0 0 1 50 1 1 3 145
Total Journal Articles 2 7 22 1,214 7 21 62 3,890


Statistics updated 2025-03-03