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.
引用
收藏
页数：4
相关论文
共 50 条
  • [31] The Stock Market
    不详
    LIBRARY JOURNAL, 1951, 76 (05) : 412 - 412
  • [32] The stock market
    Janes, George Milton
    AMERICAN ECONOMIC REVIEW, 1927, 17 (03): : 517 - 518
  • [33] Prediction for the chaotic time series of Chinese stock market
    Tang, Chuyun
    Pang, Sulin
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2006, 13 : 1341 - 1345
  • [34] The Stock Market
    Weiss, George
    AMERICAN ECONOMIC REVIEW, 1952, 42 (01): : 184 - 186
  • [35] The Stock Market
    Theiss, Edwin L.
    ACCOUNTING REVIEW, 1942, 17 (03): : 329 - 330
  • [36] The Stock Market
    Keister, Albert S.
    JOURNAL OF POLITICAL ECONOMY, 1924, 32 (01) : 135 - 136
  • [37] THE STOCK MARKET
    不详
    HARVARD BUSINESS REVIEW, 1923, 1 (04) : 503 - 504
  • [38] The Stock Market
    Lagerquist, Walter E.
    AMERICAN ECONOMIC REVIEW, 1922, 12 (03): : 499 - 501
  • [39] The Stock Market
    Hoffmann, G. Wright
    ANNALS OF THE AMERICAN ACADEMY OF POLITICAL AND SOCIAL SCIENCE, 1927, 131 : 197 - 198
  • [40] Stock market
    Thayer, Ann
    CHEMICAL & ENGINEERING NEWS, 2008, 86 (16) : 10 - 10
12345