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Here is what wikipedia has to say:
http://en.wikipedia.org/wiki/Kingdom_of_Finland_(1918)The Kingdom of Finland was an abortive attempt to establish a monarchy in Finland, following Finland's independence from Russia. Had the German Empire endured, Prince Frederick Charles of Hesse would have been installed as King of Finland.
At the urging of the German Empire, Finland had declared independence from what was the former Russian Empire, at that time embroiled in the Russian Civil War, on December 6, 1917, leading to a fierce debate on whether the new state should declare itself a republic or remain a monarchy. At the time of the declaration of independence, monarchists were a minority in the Finnish Eduskunta (Parliament), and Finland was declared a republic. A civil war followed, and afterwards, while the pro-republic Social Democratic Party was excluded from the Eduskunta, Frederick was elected to the throne of the Kingdom of Finland on October 9, 1918.
Lithuania had already taken a similar step in July 1918, electing Wilhelm Karl, Duke of Urach, Count of Württemberg as King Mindaugas II of Lithuania. In Latvia and Estonia, a "General Provincial Assembly" consisting of Baltic-German aristocrats had called upon the German Kaiser, Wilhelm II, to recognize the Baltic provinces as a joint monarchy and a German protectorate. Consequently Adolf Friedrich, Duke of Mecklenburg-Schwerin was nominated Duke of "the United Baltic Duchy" by the Germans.
Independent Finland initially had, like the Baltic provinces, close ties with the German Empire. Germany was the only international power that had supported the preparations for independence, not the least by training volunteers as Finnish Jäger troops. Germany had also intervened in the Finnish Civil War, despite her own precarious situation. Finland's position vis-à-vis Germany was already evolving towards that of a protectorate by Spring 1918, and the election of Prince Frederick, brother-in-law of Kaiser Wilhelm II, was viewed as a confirmation of the close relations between the two nations.
The adoption of a new monarchist constitution had been delayed, and the legitimacy of the royal election was based upon the Instrument of Government of 1772, adopted under King Gustav III of Sweden, when Finland had been a part of Sweden. The same constitutional document had also served as the basis for the rule of the Russian Tsars, as Grand Dukes of Finland, during the 19th century.
Governmental archives reveal that the monarchical designation of the king was intended, at least tentatively, to be "Charles I, King of Finland and Karelia, Duke of Åland, Grand Duke of Lapland, Lord of Kaleva and the North" (Finnish: Kaarle I, Suomen ja Karjalan kuningas, Ahvenanmaan herttua, Lapinmaan suuriruhtinas, Kalevan ja Pohjolan isäntä).[I love this bit ]
On November 9, 1918, Wilhelm II had abdicated and Germany was declared a Republic. Two days later, on November 11, 1918, the armistice between the belligerents of World War I was signed. Although little is known of the Allied powers' view regarding the possibility of a German-born prince as the King of Finland, Frederick renounced the throne on December 14, 1918, and Finland subsequently adopted a republican constitution.
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