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An empirical investigation of International Fisher Effect on 10 Asean countries


Citation

Alizadeh, Hossein Nezakati and Md Nassir, Annuar and Sheikh Abou Masoudi, Sayed Yousef (2014) An empirical investigation of International Fisher Effect on 10 Asean countries. Journal of Applied Sciences, 14 (6). pp. 531-536. ISSN 1812-5654; ESSN: 1812-5662

Abstract

In this study the empirical evidence of International Fisher Effect is investigated among ASEAN member countries and assuming Malaysia as the home country. In general the results of this study indicated that exchange rates movements do not follow the International Fisher Effect theory and nominal interest rate differentials cannot completely offset the currency value changes among ASEAN countries in the long run except the fact that this theory is partially held in Malaysia-Indonesia case for the surveyed period.


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Official URL or Download Paper: http://scialert.net/abstract/?doi=jas.2014.531.536

Additional Metadata

Item Type: Article
Divisions: Faculty of Economics and Management
Putra Business School
DOI Number: https://doi.org/10.3923/jas.2014.531.536
Publisher: Asian Network for Scientific Information
Keywords: International Fisher Effect theory; Asean; Purchasing Power Parity theory; Fisher Effect theory
Depositing User: Nabilah Mustapa
Date Deposited: 21 Jun 2015 03:57
Last Modified: 01 Sep 2015 02:52
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.3923/jas.2014.531.536
URI: http://psasir.upm.edu.my/id/eprint/36407
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