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Cited by 326

The DOI matches its Crossref record; 48 of the 48 references it cites were found in a registry or an index.

Evaluating asset-market effects of unconventional monetary policy: a multi-country review

Rogers, John H., Scotti, Chiara, Wright, Jonathan H.·2014·Economic Policy
DOI 10.1111/1468-0327.12042
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Abstract

This paper examines the effects of unconventional monetary policy by the Federal Reserve, Bank of England, European Central Bank and Bank of Japan on bond yields, stock prices and exchange rates. We use common methodologies for the four central banks, with daily and intradaily asset price data. We emphasize the use of intradaily data to identify the causal effect of monetary policy surprises. We find that these policies are effective in easing financial conditions when policy rates are stuck at the zero lower bound, apparently largely by reducing term premia. — John H. Rogers, Chiara Scotti and Jonathan H. Wright

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Metadata

Authors
Rogers, J. H., Scotti, C., & Wright, J. H.
Venue
Economic Policy
Publisher
Oxford University Press (OUP)
Published
2014-10
Volume
29
Issue
80
Pages
749-799
ISSN
0266-4658 (ISSN-L)
DOI
10.1111/1468-0327.12042
OpenAlex
W2165380057
Cited by
326
References
48
FWCI
62.45
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Evaluating asset-market effects of unconventional monetary policy: a multi-country review. https://app.cochat.ai/papers/10.1111/1468-0327.12042
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Rogers, J. H., Scotti, C., & Wright, J. H. (2014). Evaluating asset-market effects of unconventional monetary policy: a multi-country review. Economic Policy. https://doi.org/10.1111/1468-0327.12042

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.