The aim of this work is to investigate the impact of the exchange rate on Luxembourg equity funds. For this purpose, the dataset compiled by the Banque centrale du Luxembourg is used to exploit the detailed information on the currency composition of assets and liabilities and to deliver a...

The aim of this work is to study the interactions between monetary policy, credit, house prices and the macroeconomy in Luxembourg using a VAR model with quarterly data in levels from 1986 to 2009. The results of the structural analysis provide valuable information concerning the monetary policy...