No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

Monday, November 18, 2013 - 4:30pm - Monday, November 18, 2013 - 6:00pm

Econometrics Seminar

University of Pennsylvania

3718 Locust Walk
410 McNeil

Philadelphia, PA
19104

United States

(Joint paper with Andrea Carriero and Massimiliano Marcellino)