SSRNCrypto & DeFi
Predicting Crypto Contagion: Machine Learning Forecasts of Return Spillovers
The study forecasts time-varying return spillovers among cryptocurrencies using machine learning, finding monetary policy and funding rates drive connectedness and classifying events that shift spillover composition into contagion types.
Featured in No. 134 on 9 Oct 2026 · 2 days after release
- Released
- 7 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7578304
- Authors
- Eric Osmer et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).