Shock Inference Lab

Failed coup attempt in Türkiye

2016-07-15 · Türkiye · war · severity 3/5

Lira sells off; Turkish CDS widens; political uncertainty premium.

Pre/post market reaction

WindowTR 10Y ΔUS 10Y ΔSpread Δ
1d0.00pp0.00pp0.00pp
1w0.00pp0.00pp0.00pp
1m+0.26pp-0.01pp+0.27pp
3m+1.43pp+0.19pp+1.24pp

Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.

Geopolitical risk premium

Localised yield rise with global risk-off tone.

Inference scores

amplifying
confidence: high

Post-event stress amplifies beyond pre-event move on a crisis backdrop.

Early warning54/100

Abnormal yield move before the event (90d proxy).

Reaction96/100

Abnormal yield move after the event (1m / 3m).

Constraint32/100

Lead/lag band: no-signal.

Amplification59/100

Post-event move beyond pre, on a crisis backdrop.

Confidence80/100

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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