@TECHREPORT {SFB649DP2015-049,
  AUTHOR={Chen, Shi and H\"{a}rdle, Wolfgang Karl and Wang, Weining},
  TITLE={{Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach}},
  YEAR=2015,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2015-049.pdf},
  NUMBER={2015-049}
}