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. |
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| 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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