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 4 11 1,237 5 15 47 3,732
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,160 1 1 3 1,838
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,496 0 1 8 9,230
Default correlation: an analytical result 0 0 1 1,292 0 1 11 2,818
Forecasting long- and short-horizon stock returns in a unified framework 0 0 1 440 0 0 11 1,222
Path-dependent option valuation when the underlying path is discontinuous 0 0 0 351 0 0 4 1,024
Stock market fluctuations and the term structure 0 1 4 640 2 7 32 2,081
Total Working Papers 1 5 17 7,616 8 25 116 21,945


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 4 0 1 1 12
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 0 0 4 910
Credit derivatives in banking: Useful tools for managing risk? 1 2 6 247 3 11 35 657
Dynamic portfolio choice and asset pricing with differential information 0 0 0 66 1 1 2 151
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 2 3 44 1 4 6 98
The illusory nature of momentum profits 0 0 8 181 1 5 41 597
The term structure of credit spreads with jump risk 1 1 4 502 3 4 15 870
Time-to-Build and Investment 0 0 0 45 0 0 0 116
Total Journal Articles 2 5 21 1,091 9 26 104 3,411


Statistics updated 2019-11-03