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Meet the Researchers

Photo of Cisil Sarisoy

Cisil Sarisoy

Senior Economist Global Monetary and Sovereign Markets Section International Finance
202-736-5606
[email protected]

Education

  • Ph.D., Finance, Tilburg University, 2015
  • M.Sc., Finance, Tilburg University, 2011
  • B.Sc., Mathematics, Bogazici University, 2010
  • B.A., Economics, Bogazici University, 2010
Current Research Topics
  • Fixed Income and Fixed Income Derivatives
  • Empirical and Theoretical Econometrics
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2020 - present
  • Economist

    Board of Governors of the Federal Reserve System

    2018 - 2020
  • Postdoctoral Fellow in Finance

    Kellogg School of Management

    2015 - 2018
  • Linear Factor Models and the Estimation of Expected Returns
    Cisil Sarisoy, Peter de Goeij, and Bas J.M. Werker
    Finance and Economics Discussion Series (2024)
    https://doi.org/10.17016/FEDS.2024.014
  • Elevated Option-Implied Interest Rate Volatility and Downside Risks to Economic Activity
    Cisil Sarisoy
    FEDS Notes (2023)
    https://doi.org/10.17016/2380-7172.3404
  • What Is Certain about Uncertainty?
    Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Ilknur Zer, and John Rogers
    Journal of Economic Literature (2023)
    https://doi.org/10.1257/jel.20211645
    See also » FRB Working Paper (2020)
  • What is Certain about Uncertainty?
    Danilo Cascaldi-Garcia, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Juan M. Londono, John Rogers, Cisil Sarisoy, and Ilknur Zer
    International Finance Discussion Papers (2020)
    https://doi.org/10.17016/IFDP.2020.1294
  • Variance Dynamics in Term Structure Models
    Cisil Sarisoy
    Northwestern University (2017)
  • Efficient Estimation of Integrated Volatility and Related Processes
    Eric Renault, Cisil Sarisoy, and Bas J. M. Werker
    Econometric Theory (2017)
    https://doi.org/10.1017/S0266466616000013

  • conference

    2020

    World Congress of Econometric Society

  • seminar

    2019

    Warwick Business School

  • seminar

    2019

    Aarhus University

  • conference

    2019

    FMA Conference on Derivatives and Volatility

  • discussion

    2019

    Fixed Income and Financial Institutions Conference

  • discussion

    2019

    Midwest Finance Association

  • seminar

    2018

    HEC Montréal

  • conference

    2018

    Northern Finance Association

  • discussion

    2018

    Northern Finance Association

  • conference

    2018

    EFA

  • discussion

    2018

    EFA

  • conference

    2018

    SoFiE School on Machine Learning and Finance at the University of Chicago, Stevanovich Center

  • conference

    2018

    SoFiE Annual Conference

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Last Update: April 15, 2024