Lira drops 20% in days; Erdogan-Trump dispute; CBRT eventually hikes 625bp.
Pre/post market reaction
| Window | TR 10Y Δ | US 10Y Δ | Spread Δ |
|---|---|---|---|
| 1d | 0.00pp | 0.00pp | 0.00pp |
| 1w | 0.00pp | 0.00pp | 0.00pp |
| 1m | -0.47pp | +0.07pp | -0.54pp |
| 3m | -1.64pp | +0.13pp | -1.77pp |
Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.
Systemic crisis
Cross-asset stress.
Inference scores
constraining
confidence: highBond stress preceded a category consistent with policy reversal.
Early warning95/100
Abnormal yield move before the event (90d proxy).
Reaction99/100
Abnormal yield move after the event (1m / 3m).
Constraint82/100
Lead/lag band: early-signal.
Amplification36/100
Post-event move beyond pre, on a crisis backdrop.
Confidence90/100
Severity × benchmark coverage × data coverage.
v1 scores use a simple factor model on monthly yields. See docs/METHODOLOGY.md.
AI Inference
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