A Test of the International Fisher Effect in Selected Asian Countries

  • Maurice K. Shalishali
  • Published 2012

Abstract

In a simplified statistical test of the IFE (International Fisher Effect), a regression analysis was applied to historical exchange rates and interest differentials data for eight selected Asian countries namely: China, India, Japan, South Korea, Malaysia, Thailand, Vietnam, and Indonesia. Each of these countries was interchangeably used as the home country… (More)

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