ETF construction on CRIX

Abstract We construct an exchange-traded fund (ETF) based on the CRyptocurrency IndeX (CRIX), which closely maps nonstationary cryptocurrency (CC) dynamics by adapting the weights of its constituents dynamically. Our scenario analysis considers the fee schedules of regulated CC exchanges, spreads ob...

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Bibliographic Details
Main Authors: Konstantin Häusler, Wolfgang Härdle
Format: Article
Language:English
Published: SpringerOpen 2025-03-01
Series:Financial Innovation
Subjects:
Online Access:https://doi.org/10.1186/s40854-025-00762-3
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