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