Stockholm in late November. It gets dark not much beyond lunchtime, this far north, this time of year. It was now three pm and the sky was pitch black. I strolled alone in the snow, huddled figures around me, down the main road of the Old Town, full of souvenir shops: I bought a Viking plastic helmet with artificial Helga pigtails attached to the rim for my colleague at the newspaper back in London. I crossed a bridge into Kungsträdgården, a park-like large square that used to be the King's Garden, hence the name, with Christmas stands, cradles of lightness and family in the inky late November darkness, selling fluffy toys, glazed peanuts; amber jewellery, raffle tickets, soft toy Santas and Swedish straw goats. I walked up Sveavägen and stopped. Pedestrians flowed past, ignoring the plaque on the ground which shone dully in the bright lights of a nearby shop. Here, at the junction of Sveavagen street and Tunnelgatan street, the assassination of Olof Palme, Swedish prime minister, took place at 11.21 pm on 28 February 1986. Who killed him, and why? This is a true story about the Cold War murder that shook a nation. But it is about more than that. It is also about the life of a courageous leader of a small wealthy country wedged between superpower blocs who felt he and his country were uniquely equipped to make the tumultuous world of the 1970s a better place. What events and situations made him the man he became in his prime, as a leading statesman of peace and friend of the global poor? Then there was the matter of his domestic policies, always controversial and contested. Although he called himself a "democratic socialist", in reality Olof Palme's governments in the 1970s abolished poverty in Sweden while maintaining political freedom and a large measure of wealth generating capitalism. In other words, Palme's Sweden squared the circle: he achieved the equality the Soviet Union aspired to and the prosperity that the United States had already achieved. Was this very success the reason he was seen as a threat by powerful global actors? In his last year of life, his friendly approach to the Soviet Union triggered off powerful political neuroses in the Swedish deep state, and beyond, at a time of international geopolitical tensions that now seem almost incredible. There is a trauma here that has not quite been exorcised, and many Swedes shy away from deeper inquiries. This is essential reading if you want to understand Sweden - and the real history of the Cold War.