Cross-Asset Spillover Dataset: Lead-Lag Dynamics Between Cryptocurrencies and Tech Stocks (2014-2026)

Description

This comprehensive dataset provides daily open, high, low, close, volume, and market capitalization data for leading technology stocks and major cryptocurrencies over a 12-year period (2014-2026). The dataset is formatted in a "wide format" and temporally aligned to facilitate econometric modeling, such as Vector Autoregression (VAR) or Granger Causality tests. It is specifically designed for researchers investigating the "Spillover Effect" how price volatility and market shocks propagate from the cryptocurrency market to high-beta technology equities.

Steps to reproduce

Data was extracted using the Python yfinance library. Historical market capitalization was computed programmatically. Missing values represent natural market closures (weekends/holidays) or periods before a specific cryptocurrency was created.

Institutions

• University of Frontier Technology, Bangladesh

  Dhaka Division, Gazipur

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