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Svenska aktiemarknadens påverkan på växelkursen

Holmgren, Anton LU and Högberg, Philip LU (2011) NEKK01 20102
Department 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:
author
Holmgren, Anton LU and Högberg, Philip LU
supervisor
organization
course
NEKK01 20102
year
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},
  keyword      = {OMXS30-index,KIX-index,Multiple regressionanalasys,control variables,correlation},
  language     = {swe},
  note         = {Student Paper},
  title        = {Svenska aktiemarknadens påverkan på växelkursen},
  year         = {2011},
}