1. Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US

   • Lei Wang
   • Provash Kumer Sarker
   • Elie Bouri

   OriginalPaper 19 March 2022 Pages: 1305 - 1330

   

2. A Dynamic Baseline Calibration Procedure for CGE models

   • Johannes Ziesmer
   • Ding Jin
   • Christian Henning

   OriginalPaper Open access 31 March 2022 Pages: 1331 - 1368

   

3. The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions

   • Martín Egozcue
   • Luis Fuentes García
   • Ričardas Zitikis

   OriginalPaper 01 April 2022 Pages: 1369 - 1402

   

4. Resilient Control for Macroeconomic Models

   • David Hudgins
   • Patrick M. Crowley

   OriginalPaper 02 April 2022 Pages: 1403 - 1431

   

5. Incentives for Research Effort: An Evolutionary Model of Publication Markets with Double-Blind and Open Review

   • Mantas Radzvilas
   • Francesco De Pretis
   • Barbara Osimani

   OriginalPaper Open access 08 April 2022 Pages: 1433 - 1476

   

6. Personal Finance Decisions with Untruthful Advisors: An Agent-Based Model

   • Loretta Mastroeni
   • Maurizio Naldi
   • Pierluigi Vellucci

   OriginalPaper Open access 09 April 2022 Pages: 1477 - 1522

   

7. Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model

   • Johann Lussange
   • Stefano Vrizzi
   • Boris Gutkin

   OriginalPaper 10 April 2022 Pages: 1523 - 1544

   

8. Valuation of Standard Call Options Using the Euler–Maruyama Method with Strong Approximation

   • Daniel Suescún-Díaz
   • Luis Eduardo Girón

   OriginalPaper 13 April 2022 Pages: 1545 - 1560

   

9. Analytic Method for Pricing Vulnerable External Barrier Options

   • Donghyun Kim
   • Ji-Hun Yoon

   OriginalPaper 15 April 2022 Pages: 1561 - 1591

   

10. Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains

    • Sheng Cheng
    • Wei Liu
    • Yan Cao

    OriginalPaper 15 April 2022 Pages: 1593 - 1616

    

11. Bitcoin Price Prediction: A Machine Learning Sample Dimension Approach

    • Sumit Ranjan
    • Parthajit Kayal
    • Malvika Saraf

    OriginalPaper 21 April 2022 Pages: 1617 - 1636

    

12. Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals

    • Giuseppe De Luca
    • Jan R. Magnus
    • Franco Peracchi

    OriginalPaper Open access 22 April 2022 Pages: 1637 - 1664

    

13. A New Neural Network Approach for Predicting the Volatility of Stock Market

    • Eunho Koo
    • Geonwoo Kim

    OriginalPaper 24 April 2022 Pages: 1665 - 1679

    

14. Derivation and Application of Some Fractional Black–Scholes Equations Driven by Fractional G-Brownian Motion

    • Changhong Guo
    • Shaomei Fang
    • Yong He

    OriginalPaper 25 April 2022 Pages: 1681 - 1705

15. Auctions: A New Method for Selling Objects with Bimodal Density Functions

    • Javier Castro
    • Rosa Espínola
    • Daniel Gómez

    OriginalPaper Open access 03 May 2022 Pages: 1707 - 1743

    

16. A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model

    • Mohamed Kharrat
    • Hassen Arfaoui

    OriginalPaper 06 May 2022 Pages: 1745 - 1763

    

17. Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression

    • Yushu Li
    • Hyunjoo Kim Karlsson

    OriginalPaper Open access 06 May 2022 Pages: 1765 - 1790