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, Türkiye, 4 - 08 Eylül 2019, cilt.2178 identifier identifier

  • 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.