Computational Economics

1993 - 2025

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

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Springer
Society for Computational Economics
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Volume 65, issue 6, 2025

Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph pp. 3039-3075

You-Sin Chen, Chu-Lan Michael Kao, Po-Hsien Liu and Vincent S. Tseng

A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference pp. 3077-3110

Paul W. Wilson

Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm pp. 3111-3159

Özge Çamalan, Esra Hasdemir, Tolga Omay and Mustafa Can Küçüker

Bias Correction in the Least-Squares Monte Carlo Algorithm pp. 3161-3205

François-Michel Boire, R. Mark Reesor and Lars Stentoft

Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach pp. 3207-3235

Taraneh Shahin, María Teresa Ballestar de las Heras and Ismael Sanz

Modelling Mixed-Frequency Time Series with Structural Change pp. 3237-3258

Adrian Matthew G. Glova and Erniel Barrios

Systemic Financial Risk of Stock Market Based on Multiscale Networks pp. 3259-3294

Youtao Xiang and Sumuya Borjigin

Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment pp. 3295-3324

Maksat Jumamyradov, Benjamin M. Craig, William H. Greene and Murat Munkin

Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM pp. 3325-3360

Guangxi Cao, Meijun Ling, Jingwen Wei and Chen Chen

Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law pp. 3361-3389

Zihao Liu and Di Li

Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China pp. 3391-3418

Wenling Liu, Fengmin Xu, Kui Jing and Ziyue Hua

Stability and Convergence Analysis of a Numerical Method for Solving a $$\zeta$$ ζ -Caputo Time Fractional Black–Scholes Model via European Options pp. 3419-3446

Feten Maddouri

Enhancing Long-Term GDP Forecasting with Advanced Hybrid Models: A Comparative Study of ARIMA-LSTM and ARIMA-TCN with Dense Regression pp. 3447-3473

Dalia Atif

Game Analysis of the Behavior of Participants in Green Supply Chain Finance Based on Digital Technology Platforms pp. 3475-3502

Yitian Hong and Chuan Qin

Measuring and Forecasting Stock Market Volatilities with High-Frequency Data pp. 3503-3544

Minh Vo

Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model pp. 3545-3571

Yun Tu, Bin Sheng, Chien-Heng Tu and Yung-ho Chiu

Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis pp. 3573-3604

Hasan Kazak, Buerhan Saiti, Cüneyt Kılıç, Ahmet Tayfur Akcan and Ali Rauf Karataş

Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach pp. 3605-3631

Qin Wang and Xianhua Li

Advances in Forecasting Home Prices pp. 3633-3650

Hany Guirguis, Glenn Mueller, Vaneesha Dutra and Robert Jafek

Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model pp. 3651-3671

Yutian Miao, Siyan Liu, Xiaojuan Dong and Gang Lu

Financial Series Forecasting: A New Fuzzy Inference System for Crisp Values and Interval-Valued Predictions pp. 3673-3721

Kaike Sa Teles Rocha Alves, Rosangela Ballini and Eduardo Pestana de Aguiar

The Impact of Financial Stress on New Energy Vehicles Industry from Cross-correlation to Explainable Machine Learning: Proof from China pp. 3723-3749

Xingyue Gong and Guozhu Jia

Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach pp. 3751-3778

Akanksha Sharma, Chandan Kumar Verma and Priya Singh

An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance pp. 3779-3806

Xiaoming Zhang, Lean Yu and Hang Yin

Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading pp. 3807-3840

Narongsak Sukma and Chakkrit Snae Namahoot

Financial Performance and Corporate Distress: Searching for Common Factors for Firms in the Indian Registered Manufacturing Sector pp. 3841-3883

Jessica Thacker and Debdatta Saha

Deep Learning for Solving and Estimating Dynamic Macro-finance Models pp. 3885-3921

Benjamin Fan, Edward Qiao, Anran Jiao, Zhouzhou Gu, Wenhao Li and Lu Lu

Detecting Insider Trading in the Indian Stock Market: An Optimized Deep Learning Approach pp. 3923-3943

Prashant Priyadarshi and Prabhat Kumar

Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model pp. 3945-3969

Ke Huang, Zuominyang Zhang and Yakun Wang

Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations pp. 3971-4013

Omer Burak Akgun and Emrah Gulay

Volume 65, issue 5, 2025

Evaluation of International Monetary Policy Coordination: Evidence from Machine Learning Algorithms pp. 2451-2476

Ufuk Can, Omur Saltik, Zeynep Can and Suleyman Degirmen

Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models pp. 2477-2503

Giovanni Angelini, Luca Fanelli and Marco Sorge

What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models? pp. 2505-2543

Januj Juneja

Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets pp. 2545-2577

Min Zhu, Yuping Song and Xin Zheng

Modeling Bitcoin Price Dynamics: Overcoming Kurtosis and Skewness Challenges for Enhanced Predictive Accuracy pp. 2579-2594

Mostafa Tamandi

Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations pp. 2595-2624

Yangyang Wang, Xunxiang Guo and Ke Wang

Dynamic Time Warping: Intertemporal Clustering Alignments for Hotel Tourism Demand pp. 2625-2648

Miguel Ángel Ruiz Reina

Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis pp. 2649-2677

Bhaskar Tripathi and Rakesh Kumar Sharma

The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models pp. 2679-2706

Gaoshan Wang and Xiaomin Wang

Measuring Interdependence of Inflation Uncertainty pp. 2707-2741

Seohyun Lee

Panel Stochastic Frontier Analysis with Positive Skewness pp. 2743-2760

Rachida El Mehdi and Christian M. Hafner

The Impact of Foreign Stock Market Indices on Predictions Volatility of the WIG20 Index Rates of Return Using Neural Networks pp. 2761-2774

Emilia Fraszka-Sobczyk and Aleksandra Zakrzewska

Robust Picture Fuzzy Regression Functions Approach Based on M-Estimators for the Forecasting Problem pp. 2775-2810

Eren Bas and Erol Egrioglu

Political Similarity and the Dynamics of the Global Nuclear Trade Network pp. 2811-2828

Yeongkyun Jang

Stock Returns Prediction Based on Implied Volatility Spread Under Network Perspective pp. 2829-2852

Hairong Cui, Xurui Wang and Xiaojun Chu

Optimal Portfolios for Large Investors in Housing Markets Under Stress Scenarios: A Worst-Case Approach pp. 2853-2871

Bilgi Yilmaz

Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict pp. 2873-2889

Onur Polat, Berna Doğan Başar and İbrahim Halil Ekşi

LightGBM-BES-BiLSTM Carbon Price Prediction Based on Environmental Impact Factors pp. 2891-2917

Peipei Wang, Xiaoping Zhou and Zhaonan Zeng

Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends pp. 2919-2964

Mansour Davoudi, Mina Ghavipour, Morteza Sargolzaei-Javan and Saber Dinparast

An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model pp. 2965-2990

Sang-Heon Lee

Integration of CNN Models and Machine Learning Methods in Credit Score Classification: 2D Image Transformation and Feature Extraction pp. 2991-3035

Yunus Emre Gür, Mesut Toğaçar and Bilal Solak

Correction to: Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network pp. 3037-3038

Zixian Liu, Guansan Du, Shuai Zhou, Haifeng Lu and Han Ji

Volume 65, issue 4, 2025

Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm pp. 1795-1817

Jialu Ling, Ziyu Zhong and Helin Wei

An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns pp. 1819-1853

Alexandre Silva Oliveira, Paulo Sergio Ceretta and Daniel Pastorek

Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns pp. 1855-1855

Alexandre Silva Oliveira, Paulo Sergio Ceretta and Daniel Pastorek

Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning pp. 1857-1899

Davood Pirayesh Neghab, Mucahit Cevik, M. I. M. Wahab and Ayse Basar

Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations pp. 1901-1935

Xiaoliang Li, Kongyan Chen, Wei Niu and Bo Huang

Forecasting Stock Indices: Stochastic and Artificial Neural Network Models pp. 1937-1969

Naman Krishna Pande, Arun Kumar and Arvind Kumar Gupta

Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method pp. 1971-1998

Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek and Dongming Wei

Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model pp. 1999-2028

Siyao Wei, Pengfei Luo, Jiashan Song and Kunliang Jiang

Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data pp. 2029-2056

Igor Sadoune, Marcelin Joanis and Andrea Lodi

Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory pp. 2057-2080

Xiaoxiao Liu and Wei Wang

Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries pp. 2081-2113

Oleksandr Castello and Marina Resta

Analyzing Stationarity in World Coffee Prices pp. 2115-2131

C. Flores Komatsu and Luis Gil-Alana

A Hybrid Multi-population Optimization Algorithm for Global Optimization and Its Application on Stock Market Prediction pp. 2133-2178

Ali Alizadeh, Farhad Soleimanian Gharehchopogh, Mohammad Masdari and Ahmad Jafarian

On a Black–Scholes American Call Option Model pp. 2179-2204

Morteza Garshasbi and Shadi Malek Bagomghaleh

Dynamic Modeling and Simulation of Option Pricing Based on Fractional Diffusion Equations with Double Derivatives pp. 2205-2225

Lina Song

Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition pp. 2227-2248

Serdar Arslan

PCA-ICA-LSTM: A Hybrid Deep Learning Model Based on Dimension Reduction Methods to Predict S&P 500 Index Price pp. 2249-2315

Mehmet Sarıkoç and Mete Celik

On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso pp. 2317-2350

Alejandro García-Figal, Alejandro Lage-Castellanos, Daniel A. Amaro and R. Mulet

Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach pp. 2351-2378

Arthur Emanuel de Oliveira Carosia, Ana Estela Antunes Silva and Guilherme Palermo Coelho

Perturbating and Estimating DSGE Models in Julia pp. 2379-2396

Alvaro Salazar-Perez and Hernán D. Seoane

An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps pp. 2397-2422

Yong Chen and Liangliang Li

Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup pp. 2423-2448

Shogo Fukui

Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages pp. 2449-2450

Riccardo (Jack) Lucchetti and Luca Pedini

Volume 65, issue 3, 2025

Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices pp. 1147-1168

Changwoo Yoo, Soobin Kwak, Youngjin Hwang, Hanbyeol Jang, Hyundong Kim and Junseok Kim

Applying Machine Learning Algorithms to Predict the Size of the Informal Economy pp. 1169-1189

João Felix, Michel Alexandre and Gilberto Lima

Prediction and Allocation of Stocks, Bonds, and REITs in the US Market pp. 1191-1230

Ana Sofia Monteiro, Helder Sebastião and Nuno Silva

Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm pp. 1231-1264

Shuangshuang Fan, Yichao Li, William Mbanyele and Xiufeng Lai

Can Text-Based Statistical Models Reveal Impending Banking Crises? pp. 1265-1298

Emile du Plessis

Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine pp. 1299-1317

Jian Wang, Wenjing Jiang, Menghao Huang and Wei Shao

Brazilian Selic Rate Forecasting with Deep Neural Networks pp. 1319-1339

Rodrigo Moreira, Larissa Ferreira Rodrigues Moreira and Flávio Oliveira Silva

A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting pp. 1341-1371

Yameng Zhang, Yan Song and Guoliang Wei

A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks pp. 1373-1395

Mohammad Aqil Sahil, Meenakshi Kaushal and Q. M. Danish Lohani

Stackelberg Solutions in an Opinion Dynamics Game with Stubborn Agents pp. 1397-1428

Yulia Kareeva, Artem Sedakov and Mengke Zhen

A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function pp. 1429-1455

Jongwoo Choi, Seongil Jo and Jaeoh Kim

Can Machine Learning Explain Alpha Generated by ESG Factors? pp. 1457-1477

Vittorio Carlei, Piera Cascioli, Alessandro Ceccarelli and Donatella Furia

Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets pp. 1479-1504

Xavier Martínez-Barbero, Roberto Cervelló-Royo and Javier Ribal

The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics pp. 1505-1547

Keyvan Eslami and Thomas Phelan

Greymodels: A Shiny Package for Grey Forecasting Models in R pp. 1549-1565

Havisha Jahajeeah and Aslam A. E. F. Saib

Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model pp. 1567-1615

Hongyu An and Boping Tian

Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning pp. 1617-1642

Alexandre Momparler, Pedro Carmona and Francisco Climent

Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis pp. 1643-1705

Syed Moudud-Ul-Huq and Md. Shahriar Rahman

Analysis of Frequent Trading Effects of Various Machine Learning Models pp. 1707-1740

Jiahao Chen, Xiaofei Li and Junjie Du

Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market pp. 1741-1758

Elena Farahbakhsh Touli, Hoang Nguyen and Olha Bodnar

Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity pp. 1759-1774

Teddy Lazebnik

Stock Price Prediction with Heavy-Tailed Distribution Time-Series Generation Based on WGAN-BiLSTM pp. 1775-1794

Ming Kang

Volume 65, issue 2, 2025

Introduction to the Special Issue on Nonlinear Dynamics and Complex Systems pp. 579-583

Andrea Caravaggio, Gianluca Iannucci, Mauro Sodini and Fabio Tramontana

Size-Dependent Enforcement, Tax Evasion and Dimensional Trap pp. 585-611

Raffaella Coppier, Elisabetta Michetti and Luisa Scaccia

Correction to: Size‑Dependent Enforcement, Tax Evasion and Dimensional Trap pp. 613-614

Raffaella Coppier, Elisabetta Michetti and Luisa Scaccia

Convergence Speed and Growth Patterns: A Dynamical Systems Approach pp. 615-636

Javier García-Algarra, Gonzalo Gómez-Bengoechea and Mary Luz Mouronte-López

Pollution Abatement and Lobbying in a Cournot Game: An Agent-Based Modelling Approach pp. 637-664

Marco Catola and Silvia Leoni

Dynamic Investigations of an Endogenous Business Cycle Model with Heterogeneous Agents pp. 665-689

Spiros Bougheas, Pasquale Commendatore, Laura Gardini and Ingrid Kubin

Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS pp. 691-715

Miao Tang and Hong Fan

Insights on the Theory of Robust Games pp. 717-761

G. P. Crespi, D. Radi and M. Rocca

Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility pp. 763-794

F. Lamantia, D. Radi and T. Tichy

A Novel Window Analysis and Its Application to Evaluating High-Frequency Trading Strategies pp. 795-818

Ha Che-Ngoc, Thach Nguyen-Ngoc and Thao Nguyen-Trang

Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimisation Framework pp. 819-843

David Neděla, Sergio Ortobelli Lozza and Tomáš Tichý

Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model pp. 845-876

Sarah Mignot and Frank Westerhoff

Asymptotic Dynamics in a Multi-market Delayed Cobweb Model pp. 877-912

Akio Matsumoto and Ferenc Szidarovszky

Debt Stabilisation and Dynamic Interaction Between Monetary Authority and National Fiscal Authorities pp. 913-935

Luca Gori, Francesco Purificato and Mauro Sodini

Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model pp. 937-961

Yuhe Zhao and Ronghua Ju

Household Financial Fragility, Debt and Income in a Dynamic Model pp. 963-988

Giorgio Calcagnini, Federico Favaretto, Germana Giombini and Fabio Tramontana

Pricing of Vulnerable Timer Options pp. 989-1014

Donghyun Kim, Mijin Ha, Sun-Yong Choi and Ji-Hun Yoon

Interacting Cobweb Demands pp. 1015-1050

Lorenzo Pinna and Giorgio Ricchiuti

Consumption Dynamics in Mixed-Income Neighborhoods with Connected Households pp. 1051-1082

Jochen Jungeilges, Trygve Kastberg Nilssen, Makar Pavletsov and Tatyana Perevalova

Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models pp. 1083-1146

Daniel Fehrle, Christopher Heiberger and Johannes Huber

Volume 65, issue 1, 2025

On Using Proportional Representation Methods as Alternatives to Pro-rata Based Order Matching Algorithms in Stock Exchanges pp. 1-20

Sanjay Bhattacherjee and Palash Sarkar

A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation pp. 21-67

Hali̇l Gündüz, Furkan Emirmahmutoglu and Mustafa Yücel

Standard Errors for Regression-Based Causal Effect Estimates in Economics Using Numerical Derivatives pp. 69-89

Joseph Terza

Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible? pp. 91-116

Andrés Navarro-Galera, Juan Lara-Rubio, Pavel Novoa-Hernández and Carlos A. Cruz Corona

Tales of Turbulence: BERT-based Multimodal Analysis of FED Communication Dynamics Amidst COVID-19 Through FOMC Minutes pp. 117-146

Bilal Taskin and Fuat Akal

Correction to: Tales of Turbulence: BERT‑based Multimodal Analysis of FED Communication Dynamics Amidst COVID‑19 Through FOMC Minutes pp. 147-147

Bilal Taskin and Fuat Akal

Designing Ensemble-Based Models Using Neural Networks and Temporal Financial Profiles to Forecast Firms’ Financial Failure pp. 149-209

Philippe Jardin

Multi-Scale Event Detection in Financial Time Series pp. 211-239

Diego Silva Salles, Cristiane Gea, Carlos E. Mello, Laura Assis, Rafaelli Coutinho, Eduardo Bezerra and Eduardo Ogasawara

Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics pp. 241-270

Farwah Ali Syed, Kwo-Ting Fang, Adiqa Kausar Kiani, Muhammad Shoaib and Muhammad Asif Zahoor Raja

A Consolidated MCDM Framework for Overall Performance Assessment of Listed Insurance Companies Based on Ranking Strategies pp. 271-312

Özcan Işık, Ahmet Çalık and Mohsin Shabir

Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis pp. 313-335

P. S. Niveditha

A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor pp. 337-363

Román Salmerón-Gómez, Catalina B. García-García and José García-Pérez

Trade Friction in Two-Country HANK with Financial Friction pp. 365-394

Chenxin Zhang, Yujie Yang and Wenwen Hou

Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers pp. 395-428

Lucas Mussoi Almeida, Fernanda Maria Müller and Marcelo Scherer Perlin

A Smooth Transition Autoregressive Model for Matrix-Variate Time Series pp. 429-458

Andrea Bucci

Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series pp. 459-462

Andrea Bucci

Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis pp. 463-481

Emmanouil Drakonakis and Stelios Kotsios

Determining Drivers of Private Equity Return with Computational Approaches pp. 483-505

Prosper Lamothe-Fernández, Eduardo García-Argüelles, Sergio Manuel Fernández-Miguélez and Omar Hassani-Zerrouk

Building an Annual Retrospective for French Labor Market (1959–1975) As a Complement of the INSEE’s Time Series (1975–2021) pp. 507-542

Rodolphe Buda

A Study of Controlling Shareholders’ Equity Pledge Rate Based on Dividend Policy and Barrier Option pp. 543-578

Liang Wang, Junjie He and Qian Liu