This entire post is taken from odd thinking:
There may be a difference, depending on whether you are talking about internal or skin temperatures.
This study compared 9 Japanese men to the results of a similar study done in Ohio with Caucasian men:
The subjects were made to walk on a treadmill for 2 hours, in carefully controlled conditions.
There were a number of differences in the amount and composition of their sweat.
Internally, they maintained the same body temperature:
There were no differences in rectal temperature or heart rate, both at the period of equilibrium rectal temperature and at the end of the walk.
However, there were differences in the skin temperature - perhaps not in the direction you were expecting:
Mean skin temperature during the walk was significantly higher in Japanese than in Caucasians.
They concluded that:
the Japanese group was better heat acclimatized than Caucasians, though the two groups were considered to have been naturally heat exposed by season to the same extent.
While this result is suggestive, I don't find it to be definitive, as the caucasians were tested at a different time in a different facility, making them a poor control. Also the sample sizes were small, in an area which may vary by age and other factors.
This study didn't involve Caucasians, but compared Malaysians ("tropical natives") and Japanese males.
They put them under a number of different scenarios, such as soaking their feet in a warm bath, but also at resting.
The results saw that: tropical natives had a higher resting rectal temperature and lower hand and foot temperatures at rest [...]