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