Svenska aktiemarknadens påverkan på växelkursen
(2011) NEKK01 20102Department of Economics
- Abstract (Swedish)
- Abstrakt
Title: The Swedish stockmarket relationship with the exchangerate
Author: Anton Holmgren & Philip Högberg
Advisor: Hossein Asgharian
Seminar date: 2011-01-21
Purpose: The purpose of this thesis is to study the relationship between OMXS30 and the effective exchangerate index KIX
Methodology: Throug regression analsys with included macrovariables we will study the relationship between OMXS30 and KIX
Theoretical perspective: The theory is taken from earlier studies relevant to this study. Furher more both markets has been studied in detail.
Results: The results shows that there are a weak relationship between OMXS30 and KIX when OMXS30 is lagged three periods. No macrovariables had a significant effect on the... (More) - Abstrakt
Title: The Swedish stockmarket relationship with the exchangerate
Author: Anton Holmgren & Philip Högberg
Advisor: Hossein Asgharian
Seminar date: 2011-01-21
Purpose: The purpose of this thesis is to study the relationship between OMXS30 and the effective exchangerate index KIX
Methodology: Throug regression analsys with included macrovariables we will study the relationship between OMXS30 and KIX
Theoretical perspective: The theory is taken from earlier studies relevant to this study. Furher more both markets has been studied in detail.
Results: The results shows that there are a weak relationship between OMXS30 and KIX when OMXS30 is lagged three periods. No macrovariables had a significant effect on the relationship.
Conclusion: The results shows that there are a weak or no relationship between the swedish stockmarket and the exchange rate. The theory of a weak or no relationship between this two markets supports the results of this thesis. (Less)
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/1837815
- author
- Holmgren, Anton LU and Högberg, Philip LU
- supervisor
- organization
- course
- NEKK01 20102
- year
- 2011
- type
- M2 - Bachelor Degree
- subject
- keywords
- OMXS30-index, KIX-index, Multiple regressionanalasys, control variables, correlation
- language
- Swedish
- id
- 1837815
- date added to LUP
- 2011-03-04 13:48:57
- date last changed
- 2011-03-04 13:48:57
@misc{1837815, abstract = {{Abstrakt Title: The Swedish stockmarket relationship with the exchangerate Author: Anton Holmgren & Philip Högberg Advisor: Hossein Asgharian Seminar date: 2011-01-21 Purpose: The purpose of this thesis is to study the relationship between OMXS30 and the effective exchangerate index KIX Methodology: Throug regression analsys with included macrovariables we will study the relationship between OMXS30 and KIX Theoretical perspective: The theory is taken from earlier studies relevant to this study. Furher more both markets has been studied in detail. Results: The results shows that there are a weak relationship between OMXS30 and KIX when OMXS30 is lagged three periods. No macrovariables had a significant effect on the relationship. Conclusion: The results shows that there are a weak or no relationship between the swedish stockmarket and the exchange rate. The theory of a weak or no relationship between this two markets supports the results of this thesis.}}, author = {{Holmgren, Anton and Högberg, Philip}}, language = {{swe}}, note = {{Student Paper}}, title = {{Svenska aktiemarknadens påverkan på växelkursen}}, year = {{2011}}, }