CDS - Stock Market Chaotic Relationship - Turkish Stock Market Case

被引：2
|
作者：
Bildirici, Melike [1 ]
Sonustun, Bahri [2 ]
Gokmenoglu, Seyit M. [2 ]
机构：
[1] Yildiz Tech Univ, Dept Econ, Davutpasa, Esenler, Turkey
[2] Yildiz Tech Univ, Social Sci Inst, Davutpasa, Esenler, Turkey
来源：
TURKISH PHYSICAL SOCIETY 35TH INTERNATIONAL PHYSICS CONGRESS (TPS35) | 2019年 / 2178卷
关键词：
TRANSMISSION;
D O I：
10.1063/1.5135466
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
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.
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页数：4
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