The Effect of Repo Rates on Swedish Index Branches

Brorsson, Viktor
El Radaf, Sara
University of Gothenburg/Department of Economicseng
Göteborgs universitet/Institutionen för nationalekonomi med statistikswe
2021-06-28T13:17:48Z
2021-06-28T13:17:48Z
2021-06-28
This study examines the relationship between the repo rate, lending rate and deposit rate on various price indexes including the Finance and real estate PI (SXS30PI), Technology PI (SX10PI), Industrial goods PI (SX50PI) and Retail PI (SX4040PI) indexes. The authors also use OMX30 which contains companies within all branches to in order to determine if it differs from the others. To answer the research question, the paper uses data from 52 different dates between the years 2012-2020. Our data was collected from the Swedish Central Banks’ website and Nasdaq. Our observations were chosen to be on days when the Swedish central bank publishes the repo rate. This study uses a quantitative research method. In summary our results support the partial theory that there is no particular general significant impact between the stock market and interest rates.sv
http://hdl.handle.net/2077/68821
engsv
202106:283sv
Uppsatssv
SocialBehaviourLaw
repo ratesv
lending ratesv
deposit ratesv
OMX30sv
Finance and real estate PIsv
Technology PIsv
industrial goods PIsv
Retail PIsv
event seriessv
qualitative research methodsv
The Effect of Repo Rates on Swedish Index Branchessv
Reporäntans effekt på svenska branschers indexsv
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