یک چارچوب مبتنی بر بلاکچین EOSIO برای ارز دیجیتال بانک مرکزی (CBDC)
محورهای موضوعی : دانش مالی تحلیل اوراق بهادارامیر یزدی نژاد 1 , عبدالمجید دهقان 2
1 - دانشجوی مقطع کارشناسی ارشد مدیریت مالی، دانشکده مدیریت و حسابداری، دانشگاه آزاد اسلامی واحد یادگار امام خمینی (ره)-شهرری، تهران، ایران
2 - استادیار گروه مدیریت بازرگانی، دانشکده مدیریت و حسابداری، دانشگاه آزاد اسلامی واحد یادگار امام خمینی (ره)؛ شهرری، تهران، ایران، نویسنده مسئول
کلید واژه: بیت کوین, بلاکچین, کریپتوکارنسی, EOSIO, CBDC,
چکیده مقاله :
در سال های اخیر شاهد پیشرفت قابل توجه فناوری بلاکچین و فراگیر شدن ارزهای رمزپایه به صورت همزمان بوده ایم. کریپتوکارنسی های غیرمتمرکز مانند بیت کوین و اتر (رمزارز پروژه اتریوم) هرچند نمی توانند جایگزین پول فیات شوند اما قدرت پول فعلی بانک های مرکزی را تهدید می کنند. انتشار ارز دیجیتال بانک مرکزی (CBDC) می تواند یک پاسخ احتمالی به موج ایجاد شده و در حمایت از پول ملی باشد. در همین راستا این پژوهش به تجزیه و تحلیل ویژگی ها و اندازه گیری پارامترهای مرتبط با یک بلاکچین مبتنی بر نرم افزار منبع باز EOSIO 2.0 با تمرکز بر امکان پیاده سازی آن با هدف ارائه و پشتیبانی از یک CBDC به صورت مقیاس پذیر و تراکنش های بدون کارمزد می پردازد، سپس یک مدل نظری برای اجرای CBDC توسط EOSIO 2.0 با مشخص کردن نقش بانک های تجاری، به طوری که اثرات منفی احتمالی صدور و عرضه CBDC بر آن ها به حداقل برسد، ارائه می کند.
This article has studied several fluctuations in the Iranian currency market and multiple turmoils in the economy that have not only wiped out Iranians private savings but also affected financial market activists to provide a better understanding of fluctuations' movement between markets. To doing so, we used the exchange rate in the open market (in some periods, the black market) as one variable and the Tehran Stock Exchange Index (TEDPIX) as a second in the form of multivariate conditional heterogeneity variance (MGarch) model. According to the results, the time series suggests multiple structural breaks from Dec. 2018 to Jan. 2020. Using the so-called GLS-Based unit root test, we observed five structural breaks that produced stationary problems at the level and no evidence of stationary problems at the return of the data. Also, by using DCC and FDCC models we confirm that there is a fluctuation between the two markets during the period. This overflow shows a different performance if structural failures are considered.
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