@data{jae.2022327.0718170173,
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://journaldata.zbw.eu/dataset/noarbitrage-priors-drifting-volatilities-and-the-term-structure-of-interest-rates},
doi = "10.15456/jae.2022327.0718170173" 
}