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

Crossref DOI link: https://doi.org/10.1007/s11156-025-01424-2

Published Online: 2025-06-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Fu, Hsuan https://orcid.org/0000-0002-4373-8203
Lee, Shu-Fu

Yang, Jui-Chung
Funding

Funding for this research was provided by:

Social Sciences and Humanities Research Council of Canada

National Science and Technology Council (112-2410-H-002-236)
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Text and Data Mining valid from 2025-06-02

Version of Record valid from 2025-06-02
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Article History

Accepted: 15 May 2025

First Online: 2 June 2025