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CDS - Stock Market Chaotic Relationship - Turkish Stock Market Case

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dc.contributor.authorBildirici, Melike
dc.contributor.authorSonustun, Bahri
dc.contributor.authorGokmenoglu, Seyit M.
dc.date.accessioned2026-06-27T14:21:17Z
dc.date.issued2019
dc.description.abstractIn 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.en
dc.description.urihttps://doi.org/10.1063/1.5135466
dc.identifier.doi10.1063/1.5135466
dc.identifier.isbn978-0-7354-1925-4
dc.identifier.issn0094-243X
dc.identifier.urihttps://hdl.handle.net/20.500.14981/59622
dc.identifier.volume2178
dc.identifier.wos000618879700069
dc.language.isoeng
dc.publisherAMER INST PHYSICS
dc.relation.conference35th International Physics Congress of the Turkish-Physical-Society (TPS)
dc.relation.ispartofTURKISH PHYSICAL SOCIETY 35TH INTERNATIONAL PHYSICS CONGRESS (TPS35)
dc.subjectTRANSMISSION
dc.subjectPhysics
dc.titleCDS - Stock Market Chaotic Relationship - Turkish Stock Market Case
dc.typeProceedings Paper
dspace.entity.typePublication
local.import.sourceWOS

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