City Research Online

Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach

Chen, S., Härdle, W.K. and Wang, W. (2016). Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (Report No. 16/06). London, UK: Department of Economics, City, University of London.

Publication Type: Monograph (Discussion Paper)
Additional Information: Copyright 2016 the authors
Subjects: H Social Sciences > HG Finance
Departments: School of Arts & Social Sciences > Economics
School of Arts & Social Sciences > Economics > Discussion Paper Series
URI: http://openaccess.city.ac.uk/id/eprint/16222
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