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Publication:

Analysis of Sentiment Spillover from the Cryptocurrency Market to the United States Stock Market Between 2014 and 2024

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JackHogan_SeniorThesis_Final(PDF).pdf (899.6 KB)

Date

2025-04-10

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Abstract

Analysis of sentiment spillover from cryptocurrency market to ETFs of US stock market using E-GARCH volatility modeling and VAR coupled with Granger-causality tests.

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https://theses-dissertations.princeton.edu/handle/88435/dsp01sf2688528

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Economics, 1927-2025