Reference health
Do Fixed-Rate Purchase Operations by the Bank of Japan Control the Yield Curve? Evidence from High-Frequency Data
19/19 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 19 checked references that resolve
resolves10.1257/aer.101.3.577
Global Financial Crisis and Africa: Is the Impact Permanent or Transitory? Time Series Evidence from North Africa
resolves10.2139/ssrn.2787193
Inflation Rates are Very Different When Housing Rents are Accurately Measured
resolves10.1111/j.1468-0297.2012.02554.x
The Response of Interest Rates to US and UK Quantitative Easing
resolves10.1111/j.1468-0297.2012.02550.x
The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects
resolves10.1016/j.jfineco.2012.11.007
Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
resolves10.1016/j.jfineco.2015.06.003
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
resolves10.1111/j.1538-4616.2011.00477.x
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
resolves10.1353/eca.2011.0019
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/j.1365-2966.2007.00439.x
Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD
resolves10.1111/j.1468-0297.2012.02556.x
What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?
The 7 references without a DOI — listed, not checked
no DOI — not checkedHistory and Theories of Yield Curve Control
no DOI — not checkedFinancial Markets Department
no DOI — not checkedref3
no DOI — not checkedThe Information in Long-Maturity Forward Rates
no DOI — not checkedThe Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases
no DOI — not checkedref17
no DOI — not checkedP-values are shown in parentheses. The periods are as follows: period (a) February 2
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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