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.