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 1,271 0 1 24 3,869
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 1 1 12 1,872
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 2 2 12 9,270
Default correlation: an analytical result 0 0 1 1,307 0 3 12 2,871
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 2 11 17
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 443 0 0 2 1,242
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 2 2 16 1,049
Stock Market Fluctuations and the Term Structure 0 0 0 31 0 1 5 29
Stock market fluctuations and the term structure 0 0 0 661 0 1 15 2,262
Total Working Papers 0 0 3 7,726 5 13 109 22,481


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 6 24
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 1 1 15 970
Credit derivatives in banking: Useful tools for managing risk? 0 1 1 270 0 1 16 765
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 0 6 169
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 0 47 0 0 5 123
The illusory nature of momentum profits 0 0 1 234 17 30 55 823
The term structure of credit spreads with jump risk 0 3 7 554 1 9 33 1,026
Time-to-Build and Investment 0 0 0 50 0 1 9 155
Total Journal Articles 0 4 9 1,232 19 43 145 4,055


Statistics updated 2026-09-10