CDS - Stock Market Chaotic Relationship - Turkish Stock Market Case
35th International Physics Congress of the Turkish-Physical-Society (TPS), Bodrum, Türkiye, 4 - 08 Eylül 2019, cilt.2178, (Tam Metin Bildiri)
- Yayın Türü: Bildiri / Tam Metin Bildiri
- Cilt numarası: 2178
- Doi Numarası: 10.1063/1.5135466
- Basıldığı Şehir: Bodrum
- Basıldığı Ülke: Türkiye
- Yıldız Teknik Üniversitesi Adresli: Evet
Özet
In this paper, two important points will be investigated, if the variables have the chaotic behavior by LLE and Henon map and if they have chaotic causality by Hristu-Varsakelis and Kyrtsou causality test. It was determined the chaotic behavior of the Turkish stock market and CDS. We found the evidence of bi-directional causality between CDS and Bist-100.