Abstract
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.
Keywords
Chaotic
Stock market
Turkish
Causality (physics)
Granger causality
Computer science
Econometrics
Stock (firearms)
Economics
Artificial intelligence
Physics
Materials science
Subject Areas
Complex Systems and Time Series Analysis
·Economics and Econometrics ·Social Sciences
Credit Risk and Financial Regulations
·Finance ·Social Sciences
Financial Risk and Volatility Modeling
·Finance ·Social Sciences
Citations by Year
2021: 2
2022: 2
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