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.
<ol>
<li>"<a href="https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-6261.1974.tb03058.x">On the pricing of corporate debt: The risk structure of interest rates</a>". RC Merton. 1974. <em>Wiley Online Library The Journal of finance</em>. <a href="https://scholar.google.com/scholar?cites=4827560367288827261&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">12368 cites</a>.</li>
<li>"<a href="https://www.worldscientific.com/doi/abs/10.1142/9789812701022_0005">A theory of the term structure of interest rates</a>". JC Cox, JE Ingersoll Jr, SA Ross. 2005. <em>World Scientific Theory of Valuation</em>. <a href="https://scholar.google.com/scholar?cites=5703956220737620530&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">9982 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/2951677">Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation</a>". D Heath, R Jarrow, A Morton. 1992. <em>JSTOR Econometrica: Journal of the Econometric …</em>. <a href="https://scholar.google.com/scholar?cites=8232883606186018788&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">4090 cites</a>.</li>
<li>"<a href="https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9965.1996.tb00123.x">A yield‐factor model of interest rates</a>". D Duffie, R Kan. 1996. <em>Wiley Online Library Mathematical finance</em>. <a href="https://scholar.google.com/scholar?cites=14594471345123916115&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">2686 cites</a>.</li>
<li>"<a href="https://www.journals.uchicago.edu/doi/abs/10.1086/654107">Consumption, income, and interest rates: Reinterpreting the time series evidence</a>". JY Campbell, NG Mankiw. 1989. <em>journals.uchicago.edu NBER macroeconomics annual</em>. <a href="https://scholar.google.com/scholar?cites=13431830212989695277&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">2126 cites</a>.</li>
<li>"<a href="https://muse.jhu.edu/article/44828/summary">Zero bound on interest rates and optimal monetary policy</a>". GB Eggertsson. 2003. <em>muse.jhu.edu Brookings papers on economic activity</em>. <a href="https://scholar.google.com/scholar?cites=404367487474463466&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1915 cites</a>.</li>
<li>"<a href="https://books.google.com/books?hl=en&lr=&id=w3hmC17-em4C&oi=fnd&pg=PR5&dq=%22interest+rates%22&ots=pWM9d_Gm_I&sig=Uau0ZDBFgpCjx5w9mOdsMcLQvlw">A history of interest rates</a>". S Homer, RE Sylla. 1996. <em>books.google.com </em>. <a href="https://scholar.google.com/scholar?cites=9961679557831145483&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1586 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/0304405X96008756">Modeling the conditional distribution of interest rates as a regime-switching process</a>". SF Gray. 1996. <em>Elsevier Journal of Financial Economics</em>. <a href="https://scholar.google.com/scholar?cites=86781675983749949&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1548 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/0304393282900320">Interest rates and currency prices in a two-country world</a>". RE Lucas Jr. 1982. <em>Elsevier Journal of Monetary Economics</em>. <a href="https://scholar.google.com/scholar?cites=1725693256784936862&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1533 cites</a>.</li>
<li>"<a href="https://www.aeaweb.org/articles?id=10.1257/aer.98.1.358">An equilibrium model of" global imbalances" and low interest rates</a>". RJ Caballero, E Farhi, PO Gourinchas. 2008. <em>aeaweb.org American economic review</em>. <a href="https://scholar.google.com/scholar?cites=17356210576561306517&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1450 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/1804833">Short-term interest rates as predictors of inflation</a>". EF Fama. 1975. <em>JSTOR The American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=2061195321075713224&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1431 cites</a>.</li>
<li>"<a href="https://amstat.tandfonline.com/doi/abs/10.1080/07350015.1998.10524769">Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates</a>". W Enders, CWJ Granger. 1998. <em>amstat.tandfonline.com Journal of Business & Economic …</em>. <a href="https://scholar.google.com/scholar?cites=1198622278187023736&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1423 cites</a>.</li>
<li>"<a href="https://dspace.gipe.ac.in/xmlui/bitstream/handle/10973/23732/GIPE-012734.pdf?sequence=3">Some theoretical problems suggested by the movements of interest rates, bond yeilds and stock prices in the United States Since 1856</a>". FR Macanlay. 1938. <em>dspace.gipe.ac.in </em>. <a href="https://scholar.google.com/scholar?cites=17180401918844668733&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1388 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0304393201000551">Monetary policy surprises and interest rates: Evidence from the Fed funds futures market</a>". KN Kuttner. 2001. <em>Elsevier Journal of monetary economics</em>. <a href="https://scholar.google.com/scholar?cites=7414349310708728440&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1373 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/1808707">On the mark: A theory of floating exchange rates based on real interest differentials</a>". JA Frankel. 1979. <em>JSTOR The American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=16342876993452100985&as_sdt=40000005&sciodt=0,22&hl=en" target="_blank">1320 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/4479294">A one-factor model of interest rates and its application to treasury bond options</a>". F Black, E Derman, W Toy. 1990. <em>JSTOR Financial analysts journal</em>. <a href="https://scholar.google.com/scholar?cites=83979927316450447&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1270 cites</a>.</li>
<li>"<a href="http://www.nber.org/papers/w4871">Estimating and interpreting forward interest rates: Sweden 1992-1994</a>". LEO Svensson. 1994. <em>nber.org </em>. <a href="https://scholar.google.com/scholar?cites=14762858140849057350&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1252 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0304393205000036">Business cycles in emerging economies: the role of interest rates</a>". PA Neumeyer, F Perri. 2005. <em>Elsevier Journal of monetary Economics</em>. <a href="https://scholar.google.com/scholar?cites=2539485707543067207&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1251 cites</a>.</li>
<li>"<a href="http://www.nber.org/papers/w17555">The effects of quantitative easing on interest rates: channels and implications for policy</a>". A Krishnamurthy, A Vissing-Jorgensen. 2011. <em>nber.org </em>. <a href="https://scholar.google.com/scholar?cites=1541721337864508413&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1060 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/0165188988900474">Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates</a>". JD Hamilton. 1988. <em>Elsevier Journal of Economic Dynamics and Control</em>. <a href="https://scholar.google.com/scholar?cites=8848764459149243372&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">1020 cites</a>.</li>
<li>"<a href="https://amstat.tandfonline.com/doi/abs/10.1198/073500102317351930">Regime switches in interest rates</a>". A Ang, G Bekaert. 2002. <em>amstat.tandfonline.com Journal of Business & Economic …</em>. <a href="https://scholar.google.com/scholar?cites=2033667140045649968&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">974 cites</a>.</li>
<li>"<a href="https://www.journals.uchicago.edu/doi/abs/10.1086/260832">The volatility of long-term interest rates and expectations models of the term structure</a>". RJ Shiller. 1979. <em>journals.uchicago.edu Journal of political Economy</em>. <a href="https://scholar.google.com/scholar?cites=16583193303373105236&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">930 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/2117316">Money, income, prices, and interest rates</a>". BM Friedman, KN Kuttner. 1992. <em>JSTOR The American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=15985281316406523162&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">906 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/2351832">Measuring the term structure of interest rates</a>". JH McCulloch. 1971. <em>JSTOR The Journal of Business</em>. <a href="https://scholar.google.com/scholar?cites=16034885248998367316&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">807 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/0304405X7890020X">On the term structure of interest rates</a>". LU Dothan. 1978. <em>Elsevier Journal of Financial Economics</em>. <a href="https://scholar.google.com/scholar?cites=9493936828830876997&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">802 cites</a>.</li>
<li>"<a href="https://www.aeaweb.org/articles?id=10.1257/aer.90.3.429">Federal Reserve information and the behavior of interest rates</a>". CD Romer, DH Romer. 2000. <em>aeaweb.org American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=451512508566136650&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">802 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/002205319090001Z">Liquidity and interest rates</a>". RE Lucas Jr. 1990. <em>Elsevier Journal of economic theory</em>. <a href="https://scholar.google.com/scholar?cites=1953073583284819668&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">784 cites</a>.</li>
<li>"<a href="https://academic.oup.com/qje/article-abstract/117/1/149/1851757">Do liquidity constraints and interest rates matter for consumer behavior? Evidence from credit card data</a>". DB Gross, NS Souleles. 2002. <em>academic.oup.com The Quarterly journal of economics</em>. <a href="https://scholar.google.com/scholar?cites=2709395928240180805&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">768 cites</a>.</li>
<li>"<a href="https://books.google.com/books?hl=en&lr=&id=KulnXxZbytoC&oi=fnd&pg=PR9&dq=%22interest+rates%22&ots=_xlyS0jgIx&sig=eMt-bmz1kFhCYsJsY-O5XQkm57Q">Monetary Trends in the United States and the United Kingdom: Their Relations to Income, Prices, and Interest Rates</a>". M Friedman, AJ Schwartz. 1983. <em>books.google.com </em>. <a href="https://scholar.google.com/scholar?cites=2925510712676390930&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">737 cites</a>.</li>
<li>"<a href="http://jfi.iijournals.com/content/3/3/14.abstract">Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates</a>". RR Chen, L Scott. 1993. <em>jfi.iijournals.com The Journal of Fixed Income</em>. <a href="https://scholar.google.com/scholar?cites=11003758343672408304&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">737 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0022199605000644">Defaultable debt, interest rates and the current account</a>". M Aguiar, G Gopinath. 2006. <em>Elsevier Journal of international Economics</em>. <a href="https://scholar.google.com/scholar?cites=11610237157347076583&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">724 cites</a>.</li>
<li>"<a href="https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-6261.1992.tb04673.x">Causal relations among stock returns, interest rates, real activity, and inflation</a>". BS Lee. 1992. <em>Wiley Online Library The Journal of Finance</em>. <a href="https://scholar.google.com/scholar?cites=17828103658305258561&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">721 cites</a>.</li>
<li>"<a href="https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-6261.1997.tb03823.x">Closed form solutions for term structure derivatives with log‐normal interest rates</a>". KR Miltersen, K Sandmann…. 1997. <em>Wiley Online Library The Journal of …</em>. <a href="https://scholar.google.com/scholar?cites=4949847715544021938&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">695 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/030439329290060F">Is the Fisher effect for real?: A reexamination of the relationship between inflation and interest rates</a>". FS Mishkin. 1992. <em>Elsevier Journal of Monetary economics</em>. <a href="https://scholar.google.com/scholar?cites=11090957815213452986&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">674 cites</a>.</li>
<li>"<a href="https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-6261.1981.tb04884.x">A re‐examination of traditional hypotheses about the term structure of interest rates</a>". JC Cox, JE Ingersoll Jr, SA Ross. 1981. <em>Wiley Online Library The Journal of Finance</em>. <a href="https://scholar.google.com/scholar?cites=12280140918685535095&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">674 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/0304393289900251">The effect of changes in the federal funds rate target on market interest rates in the 1970s</a>". T Cook, T Hahn. 1989. <em>Elsevier Journal of Monetary Economics</em>. <a href="https://scholar.google.com/scholar?cites=2843224235265565164&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">667 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/1812704">Do large deficits produce high interest rates?</a>". P Evans. 1985. <em>JSTOR The American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=5592732689031394426&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">656 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/2534355">Forward rates and future policy: Interpreting the term structure of interest rates</a>". RJ Shiller, JY Campbell, KL Schoenholtz…. 1983. <em>JSTOR Brookings Papers on …</em>. <a href="https://scholar.google.com/scholar?cites=6478665568870918229&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">650 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/016722319190002M">Interest rates and the conduct of monetary policy</a>". M Goodfriend. 1991. <em>Elsevier Carnegie-Rochester conference series on public policy</em>. <a href="https://scholar.google.com/scholar?cites=12917069405796726934&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">633 cites</a>.</li>
<li>"<a href="https://academic.oup.com/qje/article-abstract/101/2/211/1928639">The changing behavior of the term structure of interest rates</a>". NG Mankiw, JA Miron. 1986. <em>academic.oup.com The Quarterly Journal of Economics</em>. <a href="https://scholar.google.com/scholar?cites=10193872038193414311&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">621 cites</a>.</li>
<li>"<a href="https://www.journals.uchicago.edu/doi/full/10.1086/657529">What fiscal policy is effective at zero interest rates?</a>". GB Eggertsson. 2011. <em>journals.uchicago.edu NBER Macroeconomics Annual</em>. <a href="https://scholar.google.com/scholar?cites=16690302351777037482&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">619 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/pdf/1805045.pdf">Output, the stock market, and interest rates</a>". OJ Blanchard. 1981. <em>JSTOR The American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=60170149215864499&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">595 cites</a>.</li>
<li>"<a href="https://academic.oup.com/rfs/article-abstract/24/6/2121/1587432">Bank risk-taking, securitization, supervision, and low interest rates: Evidence from the Euro-area and the US lending standards</a>". A Maddaloni, JL Peydró. 2011. <em>academic.oup.com the review of financial studies</em>. <a href="https://scholar.google.com/scholar?cites=11138622491068822358&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">588 cites</a>.</li>
<li>"<a href="http://pubs.aeaweb.org/doi/pdf/10.1257/0002828041302118">Conducting monetary policy at very low short-term interest rates</a>". BS Bernanke, VR Reinhart. 2004. <em>pubs.aeaweb.org American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=14849466633092044606&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">587 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0304405X05001388">A consumption-based model of the term structure of interest rates</a>". JA Wachter. 2006. <em>Elsevier Journal of Financial economics</em>. <a href="https://scholar.google.com/scholar?cites=1229075338097608244&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">586 cites</a>.</li>
<li>"<a href="https://ideas.repec.org/b/nbr/nberbk/frie82-2.html">Monetary trends in the United States and United Kingdom: their relation to income, prices, and interest rates, 1867–1975</a>". M Friedman, AJ Schwartz. 1982. <em>ideas.repec.org NBER Books</em>. <a href="https://scholar.google.com/scholar?cites=17930549515835851948&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">585 cites</a>.</li>
<li>"<a href="http://www.gyc.com.sg/files/p_fama-term.pdf">Term-structure forecasts of interest rates, inflation and real returns</a>". EF Fama. 1990. <em>gyc.com.sg Journal of Monetary Economics</em>. <a href="https://scholar.google.com/scholar?cites=13919920157724638983&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">583 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S1573449805800165">The term structure of interest rates</a>". RJ Shiller, JH McCulloch. 1990. <em>Elsevier Handbook of monetary economics</em>. <a href="https://scholar.google.com/scholar?cites=17279378901295342497&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">580 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0014292196000505">The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank</a>". A Estrella, FS Mishkin. 1997. <em>Elsevier European economic review</em>. <a href="https://scholar.google.com/scholar?cites=18130710992491741716&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">578 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0140988306001393">Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries</a>". A Cologni, M Manera. 2008. <em>Elsevier Energy economics</em>. <a href="https://scholar.google.com/scholar?cites=13367592656932695459&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">578 cites</a>.</li>
<li>"<a href="http://pubs.aeaweb.org/doi/pdf/10.1257/0002828053828446">The sensitivity of long-term interest rates to economic news: Evidence and implications for macroeconomic models</a>". RS Gürkaynak, B Sack, E Swanson. 2005. <em>pubs.aeaweb.org American economic review</em>. <a href="https://scholar.google.com/scholar?cites=10613797884785566167&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">575 cites</a>.</li>
<li>"<a href="https://academic.oup.com/qje/article-abstract/71/4/485/1845702">The term structure of interest rates</a>". JM Culbertson. 1957. <em>academic.oup.com The Quarterly Journal of Economics</em>. <a href="https://scholar.google.com/scholar?cites=1047810360884779794&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">548 cites</a>.</li>
<li>"<a href="http://www.nber.org/papers/w15487">A preferred-habitat model of the term structure of interest rates</a>". D Vayanos, JL Vila. 2009. <em>nber.org </em>. <a href="https://scholar.google.com/scholar?cites=10795061753284187124&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">546 cites</a>.</li>
<li>"<a href="https://onlinelibrary.wiley.com/doi/abs/10.1111/1467-9965.00039">Pricing stock options in a jump‐diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods</a>". LO Scott. 1997. <em>Wiley Online Library Mathematical Finance</em>. <a href="https://scholar.google.com/scholar?cites=6809946437619221078&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">544 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0261560609000461">International capital flows and US interest rates</a>". FE Warnock, VC Warnock. 2009. <em>Elsevier Journal of International Money and Finance</em>. <a href="https://scholar.google.com/scholar?cites=13231515049964850943&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">544 cites</a>.</li>
<li>"<a href="http://www.nber.org/papers/w3486">On the predictive power of interest rates and interest rate spreads</a>". B Bernanke. 1990. <em>nber.org </em>. <a href="https://scholar.google.com/scholar?cites=14197282105874996854&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">529 cites</a>.</li>
<li>"<a href="https://www.sciencedirect.com/science/article/pii/S0304393207000608">Banking and interest rates in monetary policy analysis: A quantitative exploration</a>". M Goodfriend, BT McCallum. 2007. <em>Elsevier Journal of Monetary Economics</em>. <a href="https://scholar.google.com/scholar?cites=3582050561297280153&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">526 cites</a>.</li>
<li>"<a href="https://www.jstor.org/stable/1831420">Short-term interest rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant</a>". CR Nelson, GW Schwert. 1977. <em>JSTOR The American Economic Review</em>. <a href="https://scholar.google.com/scholar?cites=16326359894380863318&as_sdt=400005&sciodt=0,14&hl=en" target="_blank">517 cites</a>.</li>
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</ol>

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