OK, so this was an easy thing to find out, but enormously useful.

In vim, Ctrl-P and Ctrl-N allow to complete a word in insert mode. By default (see the complete option) vim scans the current buffer, buffers in other windows, included files etc. However, to add a specific file (in my case, bibliography which I like to have opened in another terminal) you need to add a k to the complete option, plus the location of the file:

:set complete+=k./bibliography.bib