Concepedia

Interest Rate Structure

Interest Rate Structure is a financial framework that specifies the hierarchical arrangement and determinants of interest rates across different maturities, risk classes, and borrowing entities within a public debt system, distinguishing it from simpler interest rate measures by incorporating systemic, temporal, and institutional dimensions of debt pricing.

375

Publications

36.5K

Citations

538

Authors

300

Institutions

Publications per year

2017–2026

16

Parents

Publications

375

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

, , +17

On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations

, , +17

A consumption-based model of the term structure of interest rates☆

Jessica A. Wachter · Journal of Financial Economics · 2005 · 693 citations

, , +16

New Evidence on the Interest Rate Effects of Budget Deficits and Debt

Thomas Laubach · Journal of the European Economic Association · 2009 · 689 citations · Full text

, , +15

On the term structure of interest rates

L.Uri Dothan · Journal of Financial Economics · 1978 · 668 citations

, , +14

1–5 of 375

Authors

538

  1. TL
    Thomas Laubach

    Federal Reserve, United States

    6 publications · 1.1K citations

    6

    h-index

  2. GS
    Gary S. Shea

    Federal Reserve, United States

    6 publications · 589 citations

    6

    h-index

  3. RS
    Richard Sutch

    University of California, Berkeley, United States

    5 publications · 331 citations

    5

    h-index

  4. JY
    John Y. Campbell

    Harvard University, United States

    5 publications · 751 citations

    5

    h-index

  5. FS
    Frederic S. Mishkin

    National Bureau of Economic Research, United States

    5 publications · 1.1K citations

    5

    h-index

1–5 of 538

Institutions

300

  1. Federal Reserve

    Washington D.C., United States

    17 h-index

    31 publications

    2.4K citations

  2. National Bureau of Economic Research

    Cambridge, United States

    16 h-index

    20 publications

    2.4K citations

  3. Federal Reserve Board of Governors

    Washington D.C., United States

    16 h-index

    28 publications

    2.2K citations

  4. International Monetary Fund

    Washington D.C., United States

    9 h-index

    10 publications

    338 citations

  5. Princeton University

    Princeton, United States

    7 h-index

    8 publications

    744 citations

  6. Bank for International Settlements

    Basel, Switzerland

    6 h-index

    9 publications

    364 citations

  7. Yale University

    New Haven, United States

    5 h-index

    7 publications

    380 citations

  8. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    5 h-index

    6 publications

    233 citations

1–8 of 300

Venues

  1. SSRN Electronic Journal

    Repository · 44 publications · 2K citations

    23

    h-index

  2. The Journal of Finance

    32 publications · 5.3K citations

    22

    h-index

  3. Journal of Monetary Economics

    14 publications · 2.3K citations

    13

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 14 publications · 551 citations

    12

    h-index

  5. Journal of Banking & Finance

    9 publications · 589 citations

    9

    h-index

1–5