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
  • Economist

    Board of Governors of the Federal Reserve System

    2018 - present
  • Postdoctoral Fellow in Finance

    Kellogg School of Management

    2015 - 2018
  • 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.
  • seminar

    September 2018

    HEC Montréal

    Variance Dynamics in Term Structure Models

  • conference

    September 2018

    Northern Finance Association

    Variance Dynamics in Term Structure Models

  • discussion

    September 2018

    Northern Finance Association

    ''Recovering Factor Volatility'' by Kadan, Liu and Tang

  • conference

    August 2018

    EFA

    Variance Dynamics in Term Structure Models

  • discussion

    August 2018

    EFA

    "Variance Risk Premium, Higher Order Risk Premium, and Expected Stock Returns" by Fan, Xiao, and Zhou

  • conference

    July 2018

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

    Linear Factor Models and the Estimation of Expected Returns

  • conference

    June 2018

    SoFiE Annual Conference

    Variance Dynamics in Term Structure Models

Last update: December 6, 2018