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Cross and Scepter by Sverre Bagge. The rise of the Scandinavian kingdoms from the Vikings to the Reformation.
The Northern Crusades by Eric Christiansen is about the holy war waged by medieval Scandinavian monarchs against the eastern empires of Orthodox Novgorod and pagan Lithuania.
Royal Families of Medieval Scandinavia, Flanders, and Kiev by Rupert Alen.
A History of Scandinavia by T. K. Derry. A scholarly look at the history of Norway, Sweden, Denmark, Finland, and Iceland.
The Northern Courts by John Brown. Published in 1818, this book contains "original memoirs of the sovereigns of Sweden and Denmark, since 1766, including the extraordinary vicissitudes in the lives of the grand-children."
Northern Crowns by John Van Der Kiste. About the monarchs of modern Scandinavia going back to the 19th century. The book considers the political backgrounds of the monarchs' reigns and describes the dissolution of the union between Norway and Sweden in 1905.
Flattering Alliances: Scandinavia, Diplomacy and the Austrian-French Balance of Power, 1648-1740 by Peter Lindstrom and Svante Norrhem. Scandinavian kingdoms were dragged into the fight for hegemony between France and Austria after the Peace of Westphalia 1648. Many diplomatic strategies were solidified through family alliances.
Non-native Sources for the Scandinavian Kings' Sagas by Paul A. White. Study of foreign influences on medieval Scandinavian sagas.
Queen Margrethe I, 1353-1412, and the Founding of the Nordic Union by Vivian Etting. The fascinating story of Queen Margrete I's rise to power in Denmark, Norway and Sweden, which culminated in the founding of the Nordic Union in 1397. Gives a vivid picture of medieval society in Scandinavia. Well illustrated.
Queenship and Voice in Medieval Northern Europe by William Layher. How three queens -- Agnes of Denmark, Eufemia of Norway, and Margareta of the Scandinavian kingdoms -- effected political change.
Denmark, Norway, and Sweden
A Short History of Finland by Fred Singleton. Traces the development of the country from its settlement in the first millennium AD to the 20th century, exploring Finland's connection with Sweden and its complex relationship with Russia.
From Grand Duchy to Modern State: A Political History of Finland Since 1809 by Osmo Jussila, Seppo Hentila, and Jukka Nevakivi, translated by David Arter.
Greenland and Iceland
The Fall of the King by Johannes V. Jensen, translated by Alan G. Bower. Tells the story of a mercenary under 16th century king Christian II of Denmark, Norway, and Sweden. First published in 1900-1901 under the title Kongens Fald. The author later won a Nobel Prize in Literature.