An Empirical Investigation of the International Fisher Effect: Mexican Peso and United States Dollar

Hossein Varamini, Jason Clough and Madison McCall
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Hossein Varamini: Ph.D., Elizabethtown College, Elizabethtown, PA 17022, USA
Jason Clough: Elizabethtown College, Elizabethtown, PA 17022, USA
Madison McCall: Elizabethtown College, Elizabethtown, PA 17022, USA

International Journal of Economics and Financial Research, 2017, vol. 3, issue 7, 110-113

Abstract: The main purpose of this study is to examine if the International Fisher Effect holds between Mexico and the United States for the period from Q1: 2005 through Q3: 2016. The results of the test indicate a significant relationship between the interest rate differentials and the changes in the currency value between the two countries. The finding of this study is consistent with some of the earlier research while signifying the importance of other variables in improving the explanatory power of the independent variable.

Keywords: International; fisher; effect. (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:arp:ijefrr:2017:p:110-113

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