Navigating volatility spillover amidst investor extreme fear in stablecoin and financial markets

Investor sentiment has the potential to serve as a predictive factor for cryptocurrency assets, yet its impact on volatility spillover across markets remains uncertain. This research investigates the influence of investor sentiment classification on the volatility spillover from stablecoins to conve...

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Bibliographic Details

Published in:	Cogent Economics & Finance
Main Authors:	Alicia Ti, Zaäfri Ananto Husodo
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2024-12-01
Subjects:	Stablecoin cryptocurrency volatility spillover stock gold money market
Online Access:	https://www.tandfonline.com/doi/10.1080/23322039.2024.2408276