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 1 5 24 3,869
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 0 3 11 1,871
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 0 1 10 9,268
Default correlation: an analytical result 0 0 1 1,307 2 3 11 2,870
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 1 1 11 16
Forecasting long- and short-horizon stock returns in a unified framework 0 0 0 443 0 1 2 1,242
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 352 0 6 14 1,047
Stock Market Fluctuations and the Term Structure 0 0 0 31 1 2 5 29
Stock market fluctuations and the term structure 0 0 0 661 1 3 15 2,262
Total Working Papers 0 0 3 7,726 6 25 103 22,474


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 6 24
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 0 0 14 969
Credit derivatives in banking: Useful tools for managing risk? 0 0 0 269 0 0 15 764
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 1 7 169
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 0 47 0 1 5 123
The illusory nature of momentum profits 0 0 1 234 8 12 33 801
The term structure of credit spreads with jump risk 1 1 7 552 3 10 29 1,020
Time-to-Build and Investment 0 0 0 50 1 4 9 155
Total Journal Articles 1 1 8 1,229 13 29 118 4,025


Statistics updated 2026-07-10