100 Articles on Interest Rates Curated Publications List

in #interest • 6 years ago (edited)

Interest rates are an ancient technique for structuring borrowing and repayments. It is often studied; below are the most cited article mentioning "interest rates" in their title.

  1. "On the pricing of corporate debt: The risk structure of interest rates". RC Merton. 1974. Wiley Online Library The Journal of finance. 12368 cites.
  2. "A theory of the term structure of interest rates". JC Cox, JE Ingersoll Jr, SA Ross. 2005. World Scientific Theory of Valuation. 9982 cites.
  3. "Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation". D Heath, R Jarrow, A Morton. 1992. JSTOR Econometrica: Journal of the Econometric …. 4090 cites.
  4. "A yield‐factor model of interest rates". D Duffie, R Kan. 1996. Wiley Online Library Mathematical finance. 2686 cites.
  5. "Consumption, income, and interest rates: Reinterpreting the time series evidence". JY Campbell, NG Mankiw. 1989. journals.uchicago.edu NBER macroeconomics annual. 2126 cites.
  6. "Zero bound on interest rates and optimal monetary policy". GB Eggertsson. 2003. muse.jhu.edu Brookings papers on economic activity. 1915 cites.
  7. "A history of interest rates". S Homer, RE Sylla. 1996. books.google.com . 1586 cites.
  8. "Modeling the conditional distribution of interest rates as a regime-switching process". SF Gray. 1996. Elsevier Journal of Financial Economics. 1548 cites.
  9. "Interest rates and currency prices in a two-country world". RE Lucas Jr. 1982. Elsevier Journal of Monetary Economics. 1533 cites.
  10. "An equilibrium model of" global imbalances" and low interest rates". RJ Caballero, E Farhi, PO Gourinchas. 2008. aeaweb.org American economic review. 1450 cites.
  11. "Short-term interest rates as predictors of inflation". EF Fama. 1975. JSTOR The American Economic Review. 1431 cites.
  12. "Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates". W Enders, CWJ Granger. 1998. amstat.tandfonline.com Journal of Business & Economic …. 1423 cites.
  13. "Some theoretical problems suggested by the movements of interest rates, bond yeilds and stock prices in the United States Since 1856". FR Macanlay. 1938. dspace.gipe.ac.in . 1388 cites.
  14. "Monetary policy surprises and interest rates: Evidence from the Fed funds futures market". KN Kuttner. 2001. Elsevier Journal of monetary economics. 1373 cites.
  15. "On the mark: A theory of floating exchange rates based on real interest differentials". JA Frankel. 1979. JSTOR The American Economic Review. 1320 cites.
  16. "A one-factor model of interest rates and its application to treasury bond options". F Black, E Derman, W Toy. 1990. JSTOR Financial analysts journal. 1270 cites.
  17. "Estimating and interpreting forward interest rates: Sweden 1992-1994". LEO Svensson. 1994. nber.org . 1252 cites.
  18. "Business cycles in emerging economies: the role of interest rates". PA Neumeyer, F Perri. 2005. Elsevier Journal of monetary Economics. 1251 cites.
  19. "The effects of quantitative easing on interest rates: channels and implications for policy". A Krishnamurthy, A Vissing-Jorgensen. 2011. nber.org . 1060 cites.
  20. "Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates". JD Hamilton. 1988. Elsevier Journal of Economic Dynamics and Control. 1020 cites.
  21. "Regime switches in interest rates". A Ang, G Bekaert. 2002. amstat.tandfonline.com Journal of Business & Economic …. 974 cites.
  22. "The volatility of long-term interest rates and expectations models of the term structure". RJ Shiller. 1979. journals.uchicago.edu Journal of political Economy. 930 cites.
  23. "Money, income, prices, and interest rates". BM Friedman, KN Kuttner. 1992. JSTOR The American Economic Review. 906 cites.
  24. "Measuring the term structure of interest rates". JH McCulloch. 1971. JSTOR The Journal of Business. 807 cites.
  25. "On the term structure of interest rates". LU Dothan. 1978. Elsevier Journal of Financial Economics. 802 cites.
  26. "Federal Reserve information and the behavior of interest rates". CD Romer, DH Romer. 2000. aeaweb.org American Economic Review. 802 cites.
  27. "Liquidity and interest rates". RE Lucas Jr. 1990. Elsevier Journal of economic theory. 784 cites.
  28. "Do liquidity constraints and interest rates matter for consumer behavior? Evidence from credit card data". DB Gross, NS Souleles. 2002. academic.oup.com The Quarterly journal of economics. 768 cites.
  29. "Monetary Trends in the United States and the United Kingdom: Their Relations to Income, Prices, and Interest Rates". M Friedman, AJ Schwartz. 1983. books.google.com . 737 cites.
  30. "Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates". RR Chen, L Scott. 1993. jfi.iijournals.com The Journal of Fixed Income. 737 cites.
  31. "Defaultable debt, interest rates and the current account". M Aguiar, G Gopinath. 2006. Elsevier Journal of international Economics. 724 cites.
  32. "Causal relations among stock returns, interest rates, real activity, and inflation". BS Lee. 1992. Wiley Online Library The Journal of Finance. 721 cites.
  33. "Closed form solutions for term structure derivatives with log‐normal interest rates". KR Miltersen, K Sandmann…. 1997. Wiley Online Library The Journal of …. 695 cites.
  34. "Is the Fisher effect for real?: A reexamination of the relationship between inflation and interest rates". FS Mishkin. 1992. Elsevier Journal of Monetary economics. 674 cites.
  35. "A re‐examination of traditional hypotheses about the term structure of interest rates". JC Cox, JE Ingersoll Jr, SA Ross. 1981. Wiley Online Library The Journal of Finance. 674 cites.
  36. "The effect of changes in the federal funds rate target on market interest rates in the 1970s". T Cook, T Hahn. 1989. Elsevier Journal of Monetary Economics. 667 cites.
  37. "Do large deficits produce high interest rates?". P Evans. 1985. JSTOR The American Economic Review. 656 cites.
  38. "Forward rates and future policy: Interpreting the term structure of interest rates". RJ Shiller, JY Campbell, KL Schoenholtz…. 1983. JSTOR Brookings Papers on …. 650 cites.
  39. "Interest rates and the conduct of monetary policy". M Goodfriend. 1991. Elsevier Carnegie-Rochester conference series on public policy. 633 cites.
  40. "The changing behavior of the term structure of interest rates". NG Mankiw, JA Miron. 1986. academic.oup.com The Quarterly Journal of Economics. 621 cites.
  41. "What fiscal policy is effective at zero interest rates?". GB Eggertsson. 2011. journals.uchicago.edu NBER Macroeconomics Annual. 619 cites.
  42. "Output, the stock market, and interest rates". OJ Blanchard. 1981. JSTOR The American Economic Review. 595 cites.
  43. "Bank risk-taking, securitization, supervision, and low interest rates: Evidence from the Euro-area and the US lending standards". A Maddaloni, JL Peydró. 2011. academic.oup.com the review of financial studies. 588 cites.
  44. "Conducting monetary policy at very low short-term interest rates". BS Bernanke, VR Reinhart. 2004. pubs.aeaweb.org American Economic Review. 587 cites.
  45. "A consumption-based model of the term structure of interest rates". JA Wachter. 2006. Elsevier Journal of Financial economics. 586 cites.
  46. "Monetary trends in the United States and United Kingdom: their relation to income, prices, and interest rates, 1867–1975". M Friedman, AJ Schwartz. 1982. ideas.repec.org NBER Books. 585 cites.
  47. "Term-structure forecasts of interest rates, inflation and real returns". EF Fama. 1990. gyc.com.sg Journal of Monetary Economics. 583 cites.
  48. "The term structure of interest rates". RJ Shiller, JH McCulloch. 1990. Elsevier Handbook of monetary economics. 580 cites.
  49. "The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank". A Estrella, FS Mishkin. 1997. Elsevier European economic review. 578 cites.
  50. "Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries". A Cologni, M Manera. 2008. Elsevier Energy economics. 578 cites.
  51. "The sensitivity of long-term interest rates to economic news: Evidence and implications for macroeconomic models". RS Gürkaynak, B Sack, E Swanson. 2005. pubs.aeaweb.org American economic review. 575 cites.
  52. "The term structure of interest rates". JM Culbertson. 1957. academic.oup.com The Quarterly Journal of Economics. 548 cites.
  53. "A preferred-habitat model of the term structure of interest rates". D Vayanos, JL Vila. 2009. nber.org . 546 cites.
  54. "Pricing stock options in a jump‐diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods". LO Scott. 1997. Wiley Online Library Mathematical Finance. 544 cites.
  55. "International capital flows and US interest rates". FE Warnock, VC Warnock. 2009. Elsevier Journal of International Money and Finance. 544 cites.
  56. "On the predictive power of interest rates and interest rate spreads". B Bernanke. 1990. nber.org . 529 cites.
  57. "Banking and interest rates in monetary policy analysis: A quantitative exploration". M Goodfriend, BT McCallum. 2007. Elsevier Journal of Monetary Economics. 526 cites.
  58. "Short-term interest rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant". CR Nelson, GW Schwert. 1977. JSTOR The American Economic Review. 517 cites.
  59. "A theory of the nominal term structure of interest rates". GM Constantinides. 1992. academic.oup.com The Review of Financial Studies. 516 cites.
  60. "Money, prices, interest rates and the business cycle". RG King, MW Watson. 1996. JSTOR The Review of Economics and statistics. 510 cites.
  61. "Term structure of interest rates with regime shifts". R Bansal, H Zhou. 2002. Wiley Online Library The Journal of Finance. 494 cites.
  62. "Government spending, interest rates, prices, and budget deficits in the United Kingdom, 1701–1918". RJ Barro. 1987. Elsevier Journal of monetary economics. 491 cites.
  63. "The financial and tax effects of monetary policy on interest rates". MR Darby. 1975. Wiley Online Library Economic Inquiry. 485 cites.
  64. "Are real interest rates equal across countries? An empirical investigation of international parity conditions". FS Mishkin. 1984. Wiley Online Library The Journal of Finance. 470 cites.
  65. "Bond pricing and the term structure of interest rates: A discrete time approximation". D Heath, R Jarrow, A Morton. 1990. cambridge.org Journal of Financial and Quantitative …. 469 cites.
  66. "Money, real interest rates, and output: A reinterpretation of postwar US data". RB Litterman, L Weiss. 1983. nber.org . 468 cites.
  67. "Monetary policy trade-offs and the correlation between nominal interest rates and real output". JC Fuhrer, GR Moore. 1995. JSTOR The American Economic Review. 457 cites.
  68. "Relationships—and the lack thereof—between economic time series, with special reference to money and interest rates". DA Pierce. 1977. amstat.tandfonline.com Journal of the American Statistical Association. 455 cites.
  69. "Bank concentration and retail interest rates". S Corvoisier, R Gropp. 2002. Elsevier Journal of Banking & Finance. 455 cites.
  70. "Modeling the term structure of interest rates under non-separable utility and durability of goods". KB Dunn, KJ Singleton. 1986. Elsevier Journal of Financial Economics. 451 cites.
  71. "Real interest rates, home goods, and optimal external borrowing". R Dornbusch. 1983. journals.uchicago.edu Journal of Political Economy. 448 cites.
  72. "Global transmission of interest rates: monetary independence and currency regime". J Frankel, SL Schmukler, L Serven. 2004. Elsevier Journal of international Money and …. 446 cites.
  73. "The term structure of interest rates". D Meiselman. 1962. Prentice-Hall . 443 cites.
  74. "The surprise element: jumps in interest rates". SR Das. 2002. Elsevier Journal of Econometrics. 443 cites.
  75. "Consumer behavior and the stickiness of credit-card interest rates". PS Calem, LJ Mester. 1995. JSTOR The American Economic Review. 437 cites.
  76. "The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates". SJ Brown, PH Dybvig. 1986. Wiley Online Library The Journal of Finance. 426 cites.
  77. "The structure of interest rates". FA Lutz. 1940. academic.oup.com The Quarterly Journal of Economics. 411 cites.
  78. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements". J Faust, JH Rogers, SYB Wang, JH Wright. 2007. Elsevier Journal of Monetary …. 406 cites.
  79. "Stochastic convenience yield implied from commodity futures and interest rates". J Casassus, P Collin‐Dufresne. 2005. Wiley Online Library The Journal of Finance. 397 cites.
  80. "How do banks set interest rates?". L Gambacorta. 2008. Elsevier European Economic Review. 397 cites.
  81. "Federal government debt and interest rates". EM Engen, RG Hubbard. 2004. journals.uchicago.edu NBER macroeconomics annual. 397 cites.
  82. "Pricing credit sensitive debt when interest rates, credit ratings and credit spreads are stochastic". SR Das, P Tufano. 1995. researchgate.net . 395 cites.
  83. "The Taylor rule and interest rates in the EMU area". S Gerlach, G Schnabel. 2000. Elsevier Economics Letters. 390 cites.
  84. "Interest rates and bank risk-taking". MD Delis, GP Kouretas. 2011. Elsevier Journal of Banking & Finance. 384 cites.
  85. "Measuring the effect of the zero lower bound on medium-and longer-term interest rates". ET Swanson, JC Williams. 2014. aeaweb.org American Economic Review. 378 cites.
  86. "The cyclical behavior of the term structure of interest rates". RA Kessel. 1971. nber.org Essays on Interest Rates, Volume 2. 376 cites.
  87. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?*". JH Wright. 2012. Wiley Online Library The Economic Journal. 368 cites.
  88. "New evidence on deficits and interest rates". G Hoelscher. 1986. JSTOR Journal of Money, Credit and Banking. 366 cites.
  89. "Commodity prices, interest rates and the dollar". QF Akram. 2009. Elsevier Energy economics. 365 cites.
  90. "Macro factors and the term structure of interest rates". H Dewachter, M Lyrio. 2006. JSTOR Journal of Money, Credit and Banking. 365 cites.
  91. "On biases in tests of the expectations hypothesis of the term structure of interest rates". G Bekaert, RJ Hodrick, DA Marshall. 1997. Elsevier Journal of Financial economics. 365 cites.
  92. "Banking and interest rates in a world without money". F Black. 1970. Journal of Bank Research. 364 cites.
  93. "Nonparametric specification testing for continuous-time models with applications to term structure of interest rates". Y Hong, H Li. 2004. academic.oup.com The Review of Financial Studies. 364 cites.
  94. "Interest rates and expected future budget deficits in the United States". P Evans. 1987. journals.uchicago.edu Journal of political Economy. 363 cites.
  95. "Pricing foreign currency options under stochastic interest rates". KI Amin, RA Jarrow. 1991. Elsevier Journal of International money and Finance. 361 cites.
  96. "Some empirical estimates of the risk structure of interest rates". O Sarig, A Warga. 1989. Wiley Online Library The Journal of Finance. 359 cites.
  97. "The long-run relationship between nominal interest rates and inflation: the Fisher equation revisited". WJ Crowder, DL Hoffman. 1996. JSTOR Journal of money, credit and banking. 359 cites.
  98. "The nonadjustment of nominal interest rates: a study of the Fisher effect". LH Summers. 1982. nber.org . 359 cites.
  99. "The revived Bretton Woods system: the effects of periphery intervention and reserve management on interest rates & exchange rates in center countries". MP Dooley, D Folkerts-Landau, P Garber. 2004. nber.org . 355 cites.
  100. "A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990". HJ Edison, BD Pauls. 1993. Elsevier Journal of Monetary Economics. 353 cites.

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