These papers look relevant, to one degree or the other:
Karlan, D., & Zinman, J. (2009). Observing unobservables: Identifying information asymmetries with a consumer credit field experiment. Econometrica, 77(6), 1993-2008.
The authors write:"We estimate the presence and importance of hidden information and hidden action problems in a consumer credit market using a new field experiment methodology. We randomized 58,000 direct mail offers to former clients of a major South African lender along three dimensions (...) These three randomizations, combined with complete knowledge of the lender's information set, permit identification of specific types of private information problems. (...) We find strong evidence of moral hazard and weaker evidence of hidden information problems."
Mandell, L. (1971). Consumer Perception of Incurred Interest Rates: An Empirical test of the efficacy of the Truth-In-Lending Law. The Journal of Finance, 26(5), 1143-1153. "The purpose of this article is to use national sample survey data to measure
the effect of the Truth-in-Lending Law (enacted in 1969) on the consumer’s knowledge of interest rates that he is actually paying on an installment loan.(...)
Aside from measuring the overall effect of the law on all persons, analysis
of various population subgroups will be made to see whether the law has had
differential effects upon the interest rate perception of persons based upon
personal characteristics such as age, income, amount borrowed, total debt and
Calem, P. S., & Mester, L. J. (1995). Consumer behavior and the stickiness of credit-card interest rates. The American Economic Review, 1327-1336.
The authors present empirical evidence (from a 1989 Survey) that supports the "stickiness" of credit card interest rates, attributing it, as they write, to "(i) consumers facing search costs; (ii) consumers facing switch costs; and (iii) firms facing an adverse-selection problem if they were to unilaterally reduce their interest rates."
Ausubel, L. M. (1991). The failure of competition in the credit card market. The American Economic Review, 50-81. The original paper to which the previous one provided additional support. It contains both theoretical discussion and empirical evidence, as well as counterfactual calculation (what "would" the interest rates be if perfect competition held in this market).