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Unveiling the Hidden Symmetries in Financial Markets through Non-linear Analysis: Empirical Evidence from International Markets

Author

Listed:
  • ahadzadeh, Mohamad

    (Science and Research Branch, Islamic Azad University, Tehran, Iran)

  • Eshaghzadeh, Ali

    (imam Sadiq University)

  • Talebnia, Ghodratollah

    (Science and Research Branch, Islamic Azad University, Tehran, Iran)

Abstract

This research delves into the application of Chaos Theory and non-linear analysis to the stock market, utilizing empirical data from international markets to scrutinize the presence of chaotic trends and non-linear processes within the time series of 20 international stock price indices, spanning from January 1984 to January 2024. Through

Suggested Citation

  • ahadzadeh, Mohamad & Eshaghzadeh, Ali & Talebnia, Ghodratollah, 2025. "Unveiling the Hidden Symmetries in Financial Markets through Non-linear Analysis: Empirical Evidence from International Markets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 20(2), pages 275-322, June.
    • Handle: RePEc:mbr:jmonec:v:20:y:2025:i:2:p:275-322
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