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 1,269 5 6 15 3,851
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 1 1 2 1,861
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 0 1,306 1 1 4 2,860
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 1 1 6
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 443 0 0 2 1,240
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 0 0 2 1,033
Stock Market Fluctuations and the Term Structure 0 0 0 31 0 0 1 24
Stock market fluctuations and the term structure 0 0 2 661 1 4 14 2,251
Total Working Papers 0 0 4 7,723 8 13 41 22,384


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 1 1 1 19
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 1 1 5 956
Credit derivatives in banking: Useful tools for managing risk? 0 0 1 269 2 2 8 751
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 2 2 3 165
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 1 47 0 0 2 118
The illusory nature of momentum profits 0 0 6 233 0 0 14 768
The term structure of credit spreads with jump risk 2 3 13 549 6 7 22 999
Time-to-Build and Investment 0 0 0 50 0 0 2 146
Total Journal Articles 2 3 21 1,225 12 13 57 3,922


Statistics updated 2025-11-08