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

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dc.contributor.advisorKapor, Adam
dc.contributor.authorHogan, Jack
dc.date.accessioned2025-07-29T15:28:46Z
dc.date.available2025-07-29T15:28:46Z
dc.date.issued2025-04-10
dc.description.abstractAnalysis of sentiment spillover from cryptocurrency market to ETFs of US stock market using E-GARCH volatility modeling and VAR coupled with Granger-causality tests.
dc.identifier.urihttps://theses-dissertations.princeton.edu/handle/88435/dsp01sf2688528
dc.language.isoen_US
dc.titleAnalysis of Sentiment Spillover from the Cryptocurrency Market to the United States Stock Market Between 2014 and 2024
dc.typePrinceton University Senior Theses
dspace.entity.typePublication
dspace.workflow.startDateTime2025-04-10T19:56:53.887Z
pu.contributor.authorid920251653
pu.date.classyear2025
pu.departmentEconomics

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Economics, 1927-2025