Omezzine, Fedia; BenMabrouk, Houda - 2022
. Applying the DCC-GARCH model we fund that Fears seem to be a persistent and strong predictor for Bitcoin returns. Though … happiness, is persistent in roughly all G7 markets and Bitcoin. Our results defend the superiority of Twitter sentiment over …, indicates that Fears is a net volatility transmitter to all G7 and Bitcoin. Whereas, Happiness is a net volatility receiver …