@data{noarbitrag/2021, author = {Carriero, Andrea and Clark, Todd E. and Marcellino, Massimiliano}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {noarbitrage-priors-drifting-volatilities-and-the-term-structure-of-interest-rates}, year = {2021}, version = {1}, url = {https://jda-test.zbw.eu/dataset/noarbitrage-priors-drifting-volatilities-and-the-term-structure-of-interest-rates} }