The purpose of this study is currency market pressure and the relationship between securities markets for Turkey it is to detect. In this context, first for December 2005-November 2017 the currency market pressure index has been calculated. This calculated print index, the crises occurring during the examination period with important events estimates of the years when changes, demand and policy differences arise he has been successful in the process. Foreign exchange market pressure index and stock as for the relationship between their markets, the VAR model has been established and Granger causality analysis has been carried out. Granger causality analysis according to the results, from the stock market to the currency market pressure index the correct unilateral causality relationship has been determined. Share this causality relationship from the market to the exchange market a sign that the portfolio balance approach applies to Turkey he is.