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

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

Chen, S., Härdle, W.K. & Wang, W. (2016). Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (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 Policy & Global Affairs > Economics School of Policy & Global Affairs > Economics > Discussion Paper Series

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Creators:	Chen, S. Härdle, W.K. Wang, W.
Status:	Published
Publisher:	Department of Economics, City, University of London
URI:	https://openaccess.city.ac.uk/id/eprint/16222
Date available in CRO:	17 Jan 2017 15:55
Date deposited:	17 January 2017
Dates:	Date Event 2016 Published