CDS - Stock Market Chaotic Relationship - Turkish Stock Market Case

BİLDİRİCİ M. E., Sonustun B., Gokmenoglu S. M.

35th International Physics Congress of the Turkish-Physical-Society (TPS), Bodrum, Turkey, 4 - 08 September 2019, vol.2178 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Volume: 2178
  • Doi Number: 10.1063/1.5135466
  • City: Bodrum
  • Country: Turkey
  • Yıldız Technical University Affiliated: Yes


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.