All this assumes the absence of arbitrage:

As you probably know without dividends it's is never optimal to early exercise a call option on a non dividend paying stock because then the time value is lost, if $r$ is non-negative.

Early exercise of an American put option can be optimal if the option is sufficiently far in the money and $r > 0$. Then you can earn interest on the money gained.

So yes, see also Hull, 7nd edition, chapter 9 'Properties of Stock Options', section 9.6 in particular.

In the rare case that $r < 0$ it can be call options can be optimal to exercise call options. However $r$ rarely if ever goes sufficiently negative on its own.

All this assumes the absence of arbitrage:

As you probably know without dividends it's is never optimal to early exercise a call option on a non dividend paying stock because then the time value is lost, if $r$ is non-negative.

Early exercise of an American put option can be optimal if the option is sufficiently far in the money and $r > 0$. Then you can earn interest on the money gained.

So yes, see also Hull, 7nd edition, chapter 9 'Properties of Stock Options', section 9.6 in particular.

In the rare case that $r < 0$ it can be optimal to exercise call options. However $r$ rarely, if ever, goes sufficiently negative on its own.

All this assumes the absence of arbitrage:

As you probably know without dividends it's is never optimal to early exercise a call option on a non dividend paying stock because then the time value is lost.

Early exercise of an American put option can be optimal if the option is sufficiently far in the money and $r > 0$. Then you can earn interest on the money gained.

So yes, see also Hull, 7nd edition, chapter 9 'Properties of Stock Options', section 9.6 in particular.

All this assumes the absence of arbitrage:

As you probably know without dividends it's is never optimal to early exercise a call option on a non dividend paying stock because then the time value is lost, if $r$ is non-negative.

Early exercise of an American put option can be optimal if the option is sufficiently far in the money and $r > 0$. Then you can earn interest on the money gained.

So yes, see also Hull, 7nd edition, chapter 9 'Properties of Stock Options', section 9.6 in particular.

In the rare case that $r < 0$ it can be call options can be optimal to exercise call options. However $r$ rarely if ever goes sufficiently negative on its own.