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Time-varying betas in foreign exchange returns: An IPCA approach.

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Title: Time-varying betas in foreign exchange returns: An IPCA approach.
Authors: Fu, Hsuan1 (AUTHOR) hsuan.fu@fsa.ulaval.ca, Lee, Shu-Fu2 (AUTHOR), Yang, Jui-Chung2 (AUTHOR) jcyang1225@ntu.edu.tw
Source: Review of Quantitative Finance & Accounting. Apr2026, Vol. 66 Issue 3, p1253-1281. 29p.
Database: Business Source Ultimate
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An: 192594751
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  Data: Time-varying betas in foreign exchange returns: An IPCA approach.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1007/s11156-025-01424-2
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      – Code: eng
        Text: English
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        PageCount: 29
        StartPage: 1253
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      – TitleFull: Time-varying betas in foreign exchange returns: An IPCA approach.
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            NameFull: Fu, Hsuan
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            NameFull: Lee, Shu-Fu
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            NameFull: Yang, Jui-Chung
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            – D: 01
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              Text: Apr2026
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              Y: 2026
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              Value: 66
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            – TitleFull: Review of Quantitative Finance & Accounting
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