Photo of Cisil Sarisoy

Cisil Sarisoy

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
  • Cascaldi-Garcia, Danilo, 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 (forthcoming). "What Is Certain about Uncertainty?" Journal of Economic Literature.
  • Cascaldi-Garcia, Danilo, 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 (2020). "What is Certain about Uncertainty?" International Finance Discussion Papers 1294. Board of Governors of the Federal Reserve System (U.S.)
  • Renault, Eric, Cisil Sarisoy, and Bas J. M. Werker (2017). "Efficient Estimation of Integrated Volatility and Related Processes," Econometric Theory, vol. 33, no. 2, pp. 439-478.
  • Sarisoy, Cisil (2017). "Variance Dynamics in Term Structure Models," Department of Finance, Kellogg School of Management, Northwestern University.
  • Sarisoy, Cisil, Peter de Goeij, and Bas J. M. Werker (2016). "Linear Factor Models and the Estimation of Expected Returns," The Social Science Research Network.
  • 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

Last update: June 30, 2022