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 1 3 1,270 2 9 18 3,855
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 1 2 2 1,862
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 1 2 2 9,260
Default correlation: an analytical result 0 0 0 1,306 1 2 5 2,861
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 1 2 7
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 2 3 3 1,036
Stock Market Fluctuations and the Term Structure 0 0 0 31 0 1 1 25
Stock market fluctuations and the term structure 0 0 1 661 1 2 14 2,252
Total Working Papers 0 1 4 7,724 8 22 49 22,398


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 5 5 23
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 4 8 11 963
Credit derivatives in banking: Useful tools for managing risk? 0 0 1 269 0 2 7 751
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 2 3 165
Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle 0 0 1 47 2 2 4 120
The illusory nature of momentum profits 0 0 3 233 7 14 21 782
The term structure of credit spreads with jump risk 1 3 11 550 2 9 22 1,002
Time-to-Build and Investment 0 0 0 50 1 1 3 147
Total Journal Articles 1 3 16 1,226 17 43 76 3,953


Statistics updated 2026-01-09