We examine the relationship between the top five cryptos and the U.S. S&P500 index from January 2018 to December 2021. We use the novel General-to-specific Vector Autoregression (GETS VAR) and traditional Vector Autoregression (VAR) model to analyze the short- and longrun, cumulative impulse-response, and Granger causality test between S&P500 returns and the returns of Bitcoin, Ethereum, Ripple, ...