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Record W6907314200 · doi:10.22054/jmmf.2024.75347.1102

Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias

2023· article· en· W6907314200 on OpenAlexaff

Bibliographic record

VenueDOAJ (DOAJ: Directory of Open Access Journals) · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Ottawa
Fundersnot available
KeywordsExchange rateForeign exchange marketCurrencyInterest rate parityUs dollarLiberian dollarCirculation (fluid dynamics)Digital currencyForeign exchange

Abstract

fetched live from OpenAlex

This study examines the dynamics of the Iranian foreign exchange market and its impact on the exchange rate used by traders, and not the official rate in Iran. The study aims to extend Fama's theory of market efficiency and proposes a new model to define the opposite point called "Historical bias". The study applied the ARIMA and Markov switching models and dynamic conditional correlation to measure the speed of information circulation and to investigate the origin of the Iranian foreign exchange market's impact on the trader rate of the Dollar market. The study analyzed the convergence of the Iranian foreign exchange market based on different rates, the exchange rate used by traders, and the official rate and its effect on developing CBDC in Iran. The results of this study show that based on Fama's theory of market efficiency the foreign exchange market in Iran could have a 15% history-oriented bias, which is significant and would be an important problem for the launching of CBDC in Iran.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.012
metaresearch head score (Gemma)0.026
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Scholarly communication, Open science, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.383
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0120.026
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.006
Science and technology studies0.0010.000
Scholarly communication0.0020.004
Open science0.0070.002
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0080.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.631
GPT teacher head0.638
Teacher spread0.007 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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