Spillover and Leverage Effects of Cryptocurrency: A Comprehensive Analysis

·

Introduction

The cryptocurrency market has emerged as a dynamic force in global finance, exhibiting unique relationships with traditional assets like fiat currencies and commodities. This study employs advanced econometric models—GARCH-M-ARMA and EGARCH-M-ARMA—to analyze:


Key Findings

  1. Spillover Effects:

    • Significant return spillovers from USD, EUR, RMB, and JPY indices to Bitcoin and Litecoin.
    • Volatility in fiat currencies predicts subsequent volatility in cryptocurrencies (persistent volatility transmission).
  2. Leverage Effects:

    • Both cryptocurrencies and fiat currencies exhibit asymmetric volatility: Negative price shocks amplify future volatility more than positive shocks.
  3. Negative Bidirectional Spillover:

    • Bitcoin and the USD Index demonstrate a two-way negative relationship, suggesting inverse price movements under market stress.

Methodology

Models Used

Data Sources


Implications for Investors

👉 How to hedge against cryptocurrency volatility


FAQs

Q: What causes spillover effects between cryptocurrencies and fiat currencies?
A: Interconnected markets and shared macroeconomic drivers (e.g., interest rates, inflation).

Q: How does leverage effect impact trading strategies?
A: Traders may adjust position sizes during downturns to account for heightened volatility.

Q: Why is the Bitcoin-USD relationship negative?
A: Bitcoin often acts as a "risk-off" asset when the USD strengthens due to liquidity flows.


Conclusion

This analysis confirms that cryptocurrencies and fiat currencies are deeply interlinked through spillovers and leverage effects. For strategic insights:
👉 Explore advanced crypto trading tools