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 4 1,269 1 5 13 3,845
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 1 1,161 0 0 2 1,860
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 2,859
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 0 0 5
Forecasting long- and short-horizon stock returns in a unified framework 0 0 1 443 0 1 3 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 3 661 1 6 15 2,247
Total Working Papers 0 1 9 7,723 3 13 40 22,371


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 0 0 18
An Analysis of Default Correlations and Multiple Defaults 0 0 0 2 1 2 5 955
Credit derivatives in banking: Useful tools for managing risk? 0 0 2 269 0 0 9 749
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 0 0 162
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 1 7 233 1 2 17 768
The term structure of credit spreads with jump risk 1 3 10 545 2 4 19 991
Time-to-Build and Investment 0 0 0 50 1 1 2 146
Total Journal Articles 1 4 20 1,221 5 9 54 3,907


Statistics updated 2025-07-04