作者
Erdinc Akyildirim, Ahmet Faruk Aysan, Oguzhan Cepni, S Pinar Ceyhan Darendeli
发表日期
2021/9/1
期刊
Economics Letters
卷号
206
页码范围
109980
出版商
North-Holland
简介
This paper studies the dynamic network connectedness between cryptocurrency returns and sentiments using the novel cryptocurrency-specific MarketPsych sentiment data for 13 cryptocurrencies with the highest market capitalization. The results indicate the dominance of cryptocurrencies with higher market capitalization and information transmission from cryptocurrency returns to sentiments. Our results also show that Bitcoin is losing its dominance to alt-coins in return spillovers while still dominant in sentiment spillovers.
引用总数
学术搜索中的文章
E Akyildirim, AF Aysan, O Cepni, SPC Darendeli - Economics Letters, 2021