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Hur påverkas aktiemarknaden av räntan, valuta- och obligationsmarknaden?: En empirisk studie under perioden 2005-2009
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2010 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Introduction: Interplay between all the different subsystems of the financial markets is currently considered as an important internal force in the market. In a financially liberalized economy exchange rate stability is a basis for a wellbeing stock market. If these interactions between all the different subsystems of the financial markets are not detected, this means that there is information inefficiency in the markets.

Problem: Can we find any correlation between changes in currency, interest rate and bonds with the stock market index? If so, how do these changes affect the Stockholm Stock Exchange?

Purpose: The purpose of this study is to examine if there is any linkage between the interest rate, currency and bonds with the stock market. The researchers wanted to find out how these variables affect the stock market index OMX S30 which consists of the 30 largest companies on the Stockholm Stock Exchange.

Method: This research has been based on a quantitative approach. Three variables were selected to determine their possible linkage with the stock market index. We have collected the quantitative data from the CMC Markets and Swedish central bank in order to obtain the necessary statistical information. We have then examined the information in SPSS and Excel.

Empirical and analytical: The result shows that the government bonds which are one of the independent variables are significant explanatory variable for OMX S30. Interest rate contributes significantly to the model and is a significant explanatory variable for stock market. However, the currency has a weak contribution to the model which means that the currency is not a significant explanatory variable for OMX S30.

Place, publisher, year, edition, pages
2010. , p. 44
Keywords [sv]
aktiemarknaden, räntan, valuta, obligationsmarknaden, empirisk studie, spss, multipel regression, enkel regression, korrelationsanalys, OMX S30
National Category
Economics and Business
Identifiers
URN: urn:nbn:se:sh:diva-3565OAI: oai:DiVA.org:sh-3565DiVA, id: diva2:324364
Uppsok
Social and Behavioural Science, Law
Supervisors
Available from: 2010-06-15 Created: 2010-06-15 Last updated: 2010-06-15Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf