---
title: Predicting Crypto Contagion: Machine Learning Forecasts of Return Spillovers
url: https://www.ml-quant.com/papers/ssrn/7578304/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7578304
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7578304
featured: 2026-10-09
citations: unknown
topic: Crypto & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7578304
- Identifier: SSRN 7578304
- Released: 2026-10-07
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi
- Authors: Eric Osmer, Yuan Tian, Yao Zheng

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