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Journal articles on the topic 'Rate Interest'

Author: Grafiati

Published: 3 June 2025

Last updated: 1 August 2025

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1

Ho, Thomas S. Y., and Sang Bin Lee. "Interest Rate Futures Options and Interest Rate Options." Financial Review 25, no. 3 (1990): 345–70. http://dx.doi.org/10.1111/j.1540-6288.1990.tb00801.x.

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2

Pepic, Marina. "Managing interest rate risk with interest rate futures." Ekonomika preduzeca 62, no. 3-4 (2014): 201–9. http://dx.doi.org/10.5937/ekopre1404201p.

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3

Zhang, Manfei. "Chinas Implementation of Interest Rate Corridor Regulation and its Impact on Interest Rate Fluctuations." International Journal of Science and Research (IJSR) 10, no. 3 (2021): 1101–3. https://doi.org/10.21275/sr21318222327.

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4

Ashry, Mohammed H. S. Al. "Down Scaling Interest in Interest Rate." Theoretical Economics Letters 05, no. 01 (2015): 82–91. http://dx.doi.org/10.4236/tel.2015.51012.

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5

Overturf, Stephen Frank. "Interest rate expectations and interest parity." Journal of International Money and Finance 5, no. 1 (1986): 91–98. http://dx.doi.org/10.1016/0261-5606(86)90052-5.

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6

Klein, Peter. "Interest Rate Swaps." Journal of Derivatives 12, no. 1 (2004): 46–57. http://dx.doi.org/10.3905/jod.2004.434536.

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7

Paseka, Alex, Theodoro Koulis, and Aerambamoorthy Thavaneswaran. "Interest Rate Models." Journal of Mathematical Finance 02, no. 02 (2012): 141–58. http://dx.doi.org/10.4236/jmf.2012.22016.

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8

Grove, Hugh D., and John D. Bazley. "Interest rate swaps." Journal of Accounting Education 15, no. 4 (1997): 591–614. http://dx.doi.org/10.1016/s0748-5751(97)00020-1.

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9

Sun, Tong-sheng, Suresh Sundaresan, and Ching Wang. "Interest rate swaps." Journal of Financial Economics 34, no. 1 (1993): 77–99. http://dx.doi.org/10.1016/0304-405x(93)90041-9.

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10

Chadha, Jagjit S. "Interest Rate Normalisation." National Institute Economic Review 241 (August 2017): F4—F7. http://dx.doi.org/10.1177/002795011724100103.

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11

Barro, Robert J. "Interest-rate targeting." Journal of Monetary Economics 23, no. 1 (1989): 3–30. http://dx.doi.org/10.1016/0304-3932(89)90059-7.

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12

Cheung, Yin-Wong, Dickson C. Tam, and Matthew S. Yiu. "Does the Chinese interest rate follow the US interest rate?" International Journal of Finance & Economics 13, no. 1 (2008): 53–67. http://dx.doi.org/10.1002/ijfe.349.

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13

Bouchabchoub, T., A. Bendahmane, A. Haouriqui, and N. Attou. "Interest Rate Prediction with Taylor Rule." International Journal of Trade, Economics and Finance 6, no. 1 (2015): 58–61. http://dx.doi.org/10.7763/ijtef.2015.v6.443.

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14

Cherubini, Umberto, Massimo Ciampolini, Rony Hamaui, and Agnese Sironi. "Exchange rate and interest rate polarization." Review of World Economics 129, no. 4 (1993): 651–61. http://dx.doi.org/10.1007/bf02707875.

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15

Benhabib, Jess, Stephanie Schmitt-Grohe, and Martin Uribe. "Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability." Journal of Money, Credit, and Banking 35, no. 6b (2003): 1379–412. http://dx.doi.org/10.1353/mcb.2004.0020.

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16

Tse, Y. K. "Short-term interest rate models and generation of interest rate scenarios." Mathematics and Computers in Simulation 43, no. 3-6 (1997): 475–80. http://dx.doi.org/10.1016/s0378-4754(97)00034-7.

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17

Babar, Misbah. "Forecasting Interest Rates in Pakistan's Economy Using the ARIMA Model: An Analytical Approach." Research Letters 2, no. 1 (2024): 57–65. https://doi.org/10.5281/zenodo.13917456.

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This study employs the AutoRegressive Integrated Moving Average (ARIMA) model to forecast interest rates in Pakistan from 2004 to 2023. Using a time series dataset, the research investigates the dynamic relationships between interest rates and key macroeconomic variables. The ARIMA model is estimated. The optimal ARIMA model (p, d, q) is identified, and out-of-sample forecasts are generated. The results show the fluctuation between the years but after forecasted intrest rate the results show there is steadily increase in intrest rate over the next seven years . Starting from 2.86832% in 2024,

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18

Lin, Peter C. L. "Interest-Rate Modeling Conundrums." Journal of Mathematical Finance 04, no. 05 (2014): 328–32. http://dx.doi.org/10.4236/jmf.2014.45030.

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19

Levieuge, Grégory, and Jean-Guillaume Sahuc. "Downward interest rate rigidity." European Economic Review 137 (August 2021): 103787. http://dx.doi.org/10.1016/j.euroecorev.2021.103787.

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20

Levin, Alexander. "Interest Rate Model Selection." Journal of Portfolio Management 30, no. 2 (2004): 74–86. http://dx.doi.org/10.3905/jpm.2004.319932.

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21

Danthine, Jean-Pierre. "The Interest Rate Unbound?" Comparative Economic Studies 59, no. 2 (2017): 129–48. http://dx.doi.org/10.1057/s41294-017-0019-3.

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22

Hagan, Patrick S., and Diana E. Woodward. "Markov interest rate models." Applied Mathematical Finance 6, no. 4 (1999): 233–60. http://dx.doi.org/10.1080/13504869950079275.

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23

Kuberek, Robert C. "Predicting Interest Rate Volatility." Journal of Fixed Income 1, no. 4 (1992): 21–27. http://dx.doi.org/10.3905/jfi.1992.408033.

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24

Benhabib, Jess, Stephanie Schmitt-Grohé, and Martín Uribe. "Chaotic Interest-Rate Rules." American Economic Review 92, no. 2 (2002): 72–78. http://dx.doi.org/10.1257/000282802320189032.

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25

Ang, Andrew, and Michael Sherris. "Interest Rate Risk Management." North American Actuarial Journal 1, no. 2 (1997): 1–26. http://dx.doi.org/10.1080/10920277.1997.10595601.

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26

Christiansen, Sarah L. M. "Representative Interest Rate Scenarios." North American Actuarial Journal 2, no. 3 (1998): 29–44. http://dx.doi.org/10.1080/10920277.1998.10595722.

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27

Woodford, Michael. "Optimal Interest-Rate Smoothing." Review of Economic Studies 70, no. 4 (2003): 861–86. http://dx.doi.org/10.1111/1467-937x.00270.

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28

Guo, Mengmeng, and Wolfgang Karl Härdle. "Adaptive Interest Rate Modelling." Journal of Forecasting 36, no. 3 (2016): 241–56. http://dx.doi.org/10.1002/for.2431.

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29

Abadi, Joseph, Markus Brunnermeier, and Yann Koby. "The Reversal Interest Rate." American Economic Review 113, no. 8 (2023): 2084–120. http://dx.doi.org/10.1257/aer.20190150.

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The reversal interest rate is the rate at which accommodative monetary policy reverses and becomes contractionary for lending. We theoretically demonstrate its existence in a macroeconomic model featuring imperfectly competitive banks that face financial frictions. When interest rates are cut too low, further monetary stimulus cuts into banks’ profit margins, depressing their net worth and curtailing their credit supply. Similarly, when interest rates are low for too long, the persistent drag on bank profitability eventually outweighs banks’ initial capital gains, also stifling credit supply.

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30

Kim, Jin Woong. "Productivity Growth and Real Interest Rate in the Low Interest Rate Period." Korean Journal of Social Science 40, no. 1 (2021): 37–60. http://dx.doi.org/10.18284/jss.2021.04.40.1.37.

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31

Almeida, Caio, and José Vicente. "Are interest rate options important for the assessment of interest rate risk?" Journal of Banking & Finance 33, no. 8 (2009): 1376–87. http://dx.doi.org/10.1016/j.jbankfin.2009.02.003.

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32

Bierwag, Gerald O. "Duration and Interest Rate Risk for a Binomial Interest Rate Stochastic Process." Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration 17, no. 2 (2009): 115–25. http://dx.doi.org/10.1111/j.1936-4490.2000.tb00213.x.

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33

Brousseau, Vincent, and Alain Durré. "Interest Rate Volatility: A Consol Rate Approach." Journal of Mathematical Finance 05, no. 01 (2015): 58–72. http://dx.doi.org/10.4236/jmf.2015.51006.

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34

Benigno, Gianluca, and Pierpaolo Benigno. "Exchange rate determination under interest rate rules." Journal of International Money and Finance 27, no. 6 (2008): 971–93. http://dx.doi.org/10.1016/j.jimonfin.2008.04.009.

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35

ANDERSEN, TORBEN M., and JAN ROSE SØRENSEN. "INTEREST RATE SPREADS AND EXCHANGE RATE VARIABILITY." Manchester School 62, no. 2 (1994): 151–66. http://dx.doi.org/10.1111/j.1467-9957.1994.tb01373.x.

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36

Mauleón, Ignacio. "Interest rate expectations and the exchange rate." International Advances in Economic Research 4, no. 2 (1998): 179–91. http://dx.doi.org/10.1007/bf02295489.

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37

Bahr, Kevin, and William Maas. "Fed Funds Rate and Interest Rate Elasticities." Journal of Finance Issues 6, no. 1 (2008): 101–8. http://dx.doi.org/10.58886/jfi.v6i1.2427.

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The federal funds rate is an important, short-term interest rate which is targeted by the Federal Reserve to influence economic growth and inflation. The financial markets closely monitor the Federal Reserve's monetary policy and changes in the federal funds rate to gauge future economic performance. This research analyzes how changes in the federal funds rate affected the 1) yield curve, 2) 30-year fixed mortgage rate, and 3) spread between Aaa and Baa corporate bond yields. The purpose is to determine the rippling effect between changes in the federal funds rate and changes in interest rates

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38

Nguyen, Thi Van Anh, Ngoc Ha Nguyen Nguyen, Le Quynh Thu Dinh, and Thi Tuyet Truong. "Relationship Between Regulatory Interest and Market Interest Rates in Vietnam: Quantitative Analysis Perspective." Economics and Business Quarterly Reviews 6, no. 2 (2023): 1–10. https://doi.org/10.31014/aior.1992.06.02.503.

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The article studies the relationship between regulatory interest and market interest rates in Vietnam from 2015 – 2022. This relationship has been mentioned in many theories and empirical studies in different countries and in different periods. In order to explain it, the research team collected data on the refinancing rate – which represents the regulatory interest rates and lending rates – representing the market interest rates from 2005 to 2022. The data is collected quarterly and analyzed using Eviews8 software to build a linear regression model showing the relationship b

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39

Fu, Tze‐Wei, and Monli Lin. "Interest rate, unemployment rate and China's exchange rate regime." International Journal of Emerging Markets 7, no. 2 (2012): 177–90. http://dx.doi.org/10.1108/17468801211209947.

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40

Lee, Youngsoo. "COFIX rate and mortgage rate: Interest-rate pass-through." Journal of Housing and Urban Finance 7, no. 2 (2022): 63–80. http://dx.doi.org/10.38100/jhuf.2022.7.2.63.

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41

Bali, Turan, Massoud Heidari, and Liuren Wu. "Predictability of Interest Rates and Interest-Rate Portfolios." Journal of Business & Economic Statistics 27, no. 4 (2009): 517–27. http://dx.doi.org/10.1198/jbes.2009.06124.

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42

Rauf, Rashid, and Abdul Rashid. "Interlinkages among Exchange Rate, Interest Rate, Consumer Price Index, and Output Volatilities." Forman Journal of Economic Studies 15 (December 30, 2019): 115–36. http://dx.doi.org/10.32368/fjes.20191505.

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43

Hull, John, and Alan White. "One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities." Journal of Financial and Quantitative Analysis 28, no. 2 (1993): 235. http://dx.doi.org/10.2307/2331288.

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44

Ghaniyyu, Abubakari Abdul, Philip Ngare, and Joseph Mung'atu. "Pricing interest rate caps and floors under the Pearson-Sun interest rate model." Applied Mathematical Sciences 12, no. 20 (2018): 975–88. http://dx.doi.org/10.12988/ams.2018.8468.

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45

Hegji, Charles E. "Nominal interest rate policy rules and the feasibility of real interest rate control." Journal of Economics and Finance 16, no. 1 (1992): 115–24. http://dx.doi.org/10.1007/bf02919798.

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46

Nugroho, Adin, and Prientananda Ghina Salsabila. "Interest Rate Transmission on Indonesia’s Monetary Policy Analysis: Case of Banking Interest Rate." Proceedings of The International Conference on Data Science and Official Statistics 2023, no. 1 (2023): 628–38. http://dx.doi.org/10.34123/icdsos.v2023i1.378.

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Indonesia's economic stability should be achieved by implementing monetary and fiscal policies, for instance, setting the interest rate by Bank Indonesia (BI) as policy rate of central bank, which should be followed by other banking institutions. Unfortunately, this interest rate regulation by BI had not been able to achieve the goal of restoring economic stability since it always had long time lag. This happened because the policy of increasing interest rates had not been followed up spontaneously by other banking institutions. In fact, time lag might cause disadvantages such as long-lasting

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47

Kim, Min-Joon. "Real Exchange Rates And The Korea-Us Real Interest Rate Differential: A New Approach." GLOBAL BUSINESS FINANCE REVIEW 30, no. 7 (2025): 107–18. https://doi.org/10.17549/gbfr.2025.30.7.107.

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48

Nugroho, Vina, Roy Sembel, Edison Hulu, and Gracia Ugut. "Interest rate spread determinant based on the interdependency relationship between a bank’s loan rate and time deposit rate." Banks and Bank Systems 17, no. 2 (2022): 57–74. http://dx.doi.org/10.21511/bbs.17(2).2022.06.

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This study analyzes the factors responsible for the lower net interest rate at commercial banks located in Indonesia, Thailand and the Philippines. Data were collected from 35, 10 and 13 commercial banks in Indonesia, Thailand, and the Philippines, respectively, from 2012 to 2020 using the Fixed effect model. The Simultaneous Equation Model was used to analyze the macroeconomic factors and banks’ specific characteristics towards Loan and Time Deposit rates. The result showed that macroeconomic factors, such as the inflation rate, significantly affect loan and time deposit rates in these countr

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49

Grebnev, L. S. "Interest rate: where it comes from?" Lomonosov Economics Journal, no. 6, 2024 (2024): 62–77. https://doi.org/10.55959/msu0130-0105-6-59-6-5.

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The paper is an extended version of the report at the conference “Economics, Society and Culture: Adam Smith's Legacy and Modernity”. The subject is interest (rate) (“loan interest”), to which Adam Smith paid a lot of attention. The purpose is to substantiate the unrealistic assumption that the origin of interest (rate) is rooted in the behavior of individuals, and to propose an alternative version. Objectives of the work are: (1) to consider the specifics of individuals’ interest space on a particular example; (2) to argue the incompatibility of interest rate with the hyperbolic nature of int

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50

C. Prabhavathi, C. Prabhavathi. "Impact of Interest Rate Risk In Banking System." Indian Journal of Applied Research 3, no. 6 (2011): 314–16. http://dx.doi.org/10.15373/2249555x/june2013/105.

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