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 4 1,269 1 1 13 3,846
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,161 0 0 1 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 0 0 4 2,859
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework 0 0 0 0 0 1 1 6
Forecasting long- and short-horizon stock returns in a unified framework 0 0 1 443 0 0 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 3 3 16 2,250
Total Working Papers 0 0 8 7,723 4 5 41 22,376


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 0 0 4 955
Credit derivatives in banking: Useful tools for managing risk? 0 0 1 269 0 0 6 749
Dynamic portfolio choice and asset pricing with differential information 0 0 0 67 0 1 1 163
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 0 7 233 0 0 15 768
The term structure of credit spreads with jump risk 0 2 11 547 0 2 18 993
Time-to-Build and Investment 0 0 0 50 0 0 2 146
Total Journal Articles 0 2 20 1,223 0 3 48 3,910


Statistics updated 2025-10-06