The Effect of Repo Rates on Swedish Index Branches

Detta är en Kandidat-uppsats från Göteborgs universitet/Institutionen för nationalekonomi med statistik

Sammanfattning: 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.

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