This article is dedicated to an in-depth analysis of how interest rate adjustments in the financial sector reflect subtle changes in macroeconomic policies and reveal the complex motivations behind the behavior of market participants. With qualitative research methods, we carefully examined the launch of China's inter-bank lending market in 1996, the removal of the deposit interest rate ceiling in 2015, and the comprehensive reform of the loan market interest rate quotation mechanism in 2019. This study examined the intrinsic connections between interactive behavior, experiential value, and value co-creation in the field of industrial heritage tourism, specifically focusing on the moderating role of cultural identity. The study used research methods like structural equation modeling to confirm that interactive behavior has a significant positive effect on value co-creation. It also found that cultural identity positively moderates the relationship between experiential value and value co-creation. These findings not only enrich relevant theories but also provide practical guidance for the development of industrial heritage tourism. The results indicate that industrial heritage tourism destinations should prioritize interactive experiences for visitors, design interactive activities that cater to diverse experiential needs, and enhance visitors' sense of identity with industrial heritage culture to facilitate value co-creation and promote sustainable development in industrial heritage tourism.