In this paper the covered and uncovered interest rate parity for Sweden is tested and the effect of the 2008 financial crisis on them. The tests are performed in respect to the markets of the Eurozone, United States of America, Norway, Denmark and the United Kingdom. Through means of OLS regressions, we found that the covered interest rate parity holds for some markets and more before the crisis than after. No statistical significance was found for the uncovered interest rate parity at any given time.

In this paper the covered and uncovered interest rate parity for Sweden is tested and the effect of the 2008 financial crisis on them. The tests are performed in respect to the markets of the Eurozone, United States of America, Norway, Denmark and the United Kingdom. Through means of OLS regressions, we found that the covered interest rate parity holds for some markets and more before the crisis than after. No statistical significance was found for the uncovered interest rate parity at any given time.

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