余得水｜湖南大学｜学者主页

期刊论文

2026

Trade policy uncertainty and stock returns: A tale of two periods

Deshui Yu, Jiachen Tang, Mingtao Zhou

International Review Of Financial Analysis，Vol. 109

DOI

2026

Fiscal uncertainty and time-varying expected market returns

Deshui Yu, Jiefeng Xiao, Weilun Zhou, Mingtao Zhou

International Review of Financial Analysis

DOI

2026

Corrigendum to “Market-based short-rate uncertainty and time-varying expected returns” [Journal of Economic Dynamics and Control 188 (2026) 105348]

Deshui Yu, Difang Huang, Ximing Yin

Journal of Economic Dynamics and Control

DOI

2026

Market-based short-rate uncertainty and time-varying expected returns

Deshui Yu, Difang Huang, Ximing Yin

Journal of Economic Dynamics and Control

DOI

2026

Mean Reversions in the Debt‐to‐GDP Ratio and Predictability of Treasury Debt Returns and Surpluses

Mingtao Zhou, Deshui Yu, Li Chen

Financial Management

DOI

2026

The time-varying pollution premium

Ximing Yin, Deshui Yu, Li Chen

Journal of Banking & Finance

DOI

2025

On the time-varying relation between monetary policy uncertainty and bond risk premia

Luyang Li, Ximing Yin, Deshui Yu

International Review Of Financial Analysis，Vol. 106

DOI

2025

Option-implied idiosyncratic skewness and expected returns: Mind the long run

Deshui Yu, Difang Huang, Mingtao Zhou

Journal Of Empirical Finance，Vol. 83

DOI

2025

A system of time-varying models for predictive regressions☆

Deshui Yu, Yayi Yan

Journal Of Empirical Finance，Vol. 82

DOI

2024

Local predictability of stock returns and cash flows

Deshui Yu, Li Chen

Journal Of Empirical Finance，Vol. 77

DOI

2023

Joint dynamics of stock returns and cash flows: A time-varying present-value framework

Deshui Yu, Yayi Yan

Financial Management，Vol. 520, No. 30

DOI

2023

Cross-sectional uncertainty and expected stock returns

Deshui Yu, Difang Huang

Journal Of Empirical Finance，Vol. 72

DOI

2023

Stock return predictability and cyclical movements in valuation ratios

Deshui Yu, Difang Huang, Li Chen

Journal Of Empirical Finance，Vol. 72

DOI

2023

Time-varying predictability of the long horizon equity premium based on semiparametric regressions

Deshui Yu, Li Chen, Luyang Li

Economics Letters，Vol. 224

DOI

2023

Forecasting dividend growth: The role of adjusted earnings yield

Deshui Yu, Difang Huang, Li Chen, Luyang Li

Economic Modelling，Vol. 120

DOI

2021

A System of Time-Varying Models for Predictive Regressions: Theory and Application

Deshui Yu

DOI

预印本

2026

Climate Attention and Treasury Bond Risk Premia

Deshui Yu, Jiachen Tang, Luyang Li, Mingtao Zhou

SSRN Electronic Journal

DOI

2026

Fluctuations in Government Debt and Realized Stock Return Volatility

Deshui Yu, Yuezhang Jiang, Ziyu Xing, Mingtao Zhou

SSRN Electronic Journal

DOI

2025

Time-Varying Generalized Network Autoregressive Models *

Boyao Wu, Jiti Gao, Deshui Yu

SSRN Electronic Journal

DOI

2025

What Drives Variation in the U.S. Debt-to-Output Ratio? A Time-Varying Present-Value Approach

Deshui Yu, Chen Li, Boyao Wu

SSRN Electronic Journal

DOI

2025

Predictive Regressions with Functional Coefficients: A Present-Value Approach

Deshui Yu, Weilun Zhou

SSRN Electronic Journal

DOI

2024

Persistent and Transitory Components of Monetary Policy Uncertainty: Implications for Bond Return Prediction

Deshui Yu, Ximing Yin

SSRN Electronic Journal

DOI

2023

Nonparametric Estimation and Testing for Instability of Discount Rate and Cash Flow Channels of Stock Returns

Deshui Yu, Xiu Xu, Li Chen, Luyang Li

SSRN Electronic Journal

DOI

2021

Earnings Yield, Smoothing Adjustment, and Dividend Dynamics

Deshui Yu, Difang Huang, Li Chen

SSRN Electronic Journal

DOI

余得水

精选作品

期刊论文

Trade policy uncertainty and stock returns: A tale of two periods

Fiscal uncertainty and time-varying expected market returns

Corrigendum to “Market-based short-rate uncertainty and time-varying expected returns” [Journal of Economic Dynamics and Control 188 (2026) 105348]

Market-based short-rate uncertainty and time-varying expected returns

Mean Reversions in the Debt‐to‐GDP Ratio and Predictability of Treasury Debt Returns and Surpluses

The time-varying pollution premium

On the time-varying relation between monetary policy uncertainty and bond risk premia

Option-implied idiosyncratic skewness and expected returns: Mind the long run

A system of time-varying models for predictive regressions☆

Local predictability of stock returns and cash flows

Joint dynamics of stock returns and cash flows: A time-varying present-value framework

Cross-sectional uncertainty and expected stock returns

Stock return predictability and cyclical movements in valuation ratios

Time-varying predictability of the long horizon equity premium based on semiparametric regressions

Forecasting dividend growth: The role of adjusted earnings yield

A System of Time-Varying Models for Predictive Regressions: Theory and Application

预印本

Climate Attention and Treasury Bond Risk Premia

Fluctuations in Government Debt and Realized Stock Return Volatility

Time-Varying Generalized Network Autoregressive Models *

What Drives Variation in the U.S. Debt-to-Output Ratio? A Time-Varying Present-Value Approach

Predictive Regressions with Functional Coefficients: A Present-Value Approach

Persistent and Transitory Components of Monetary Policy Uncertainty: Implications for Bond Return Prediction

Nonparametric Estimation and Testing for Instability of Discount Rate and Cash Flow Channels of Stock Returns

Earnings Yield, Smoothing Adjustment, and Dividend Dynamics

研究方向