100 Articles on Interest Rates Curated Publications List

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 mod