Macroeconomic and Stock Market Relationships in Sweden During 2000 to 2015
This thesis investigates the macroeconomic and stock market relationship in Sweden during 2000 – 2015, focusing on the Swedish stock index OMXS30 and the influence from foreign and domestic macroeconomic variables. The analysis covers long-term relationships, causalities and the influence on OMXS30 from short-term shocks in the selected macroeconomic variables. The data is analysed with co-integra