Eğitim
Lisans: Para, Finans ve Banka, Louis Pasteur Üniversite, Strasbourg, 1997.
Yüksek Lisans: Para, Finans, ve Banka, DEA, Paris II- Panthéon Assas Üniversite, Paris, 1998.
Doktora: Ekonomi, Louis Pasteur Üniversite, Strasbourg I, 2007.
Araştırma Alanları
Risk yönetimi (PD, LGD, CVA, CCF, VaR, CECL,…), Portföy analizi, Varlık değerlendirmesi, uygulamalı ekonometri, Uygulamalı finansal ekonometri.
İş Deneyimi
Yeditepe Üniversitesi - İstanbul / Türkiye, Eylül 2022 -, Prof.Dr.
- International Finance Department Learning Assurance Committee Member, Lateral-Vertical Transfer Coordinator, Student Special Needs Advisor
Yeditepe Üniversitesi - İstanbul / Türkiye, Ekim 2016-Agustos 2022, Doç.Dr
Yeditepe Üniversitesi - İstanbul / Türkiye, Eylül 2012 - Eylül 2016, Yardımcı Doçent
ESSCA-Angers-Fransa, Yard. Doç. Dr. (2009 – 2010)
BEM Management School Bordeaux, Yarı zamanlı Öğretim görevlisi (2008 – 2009)
Louis Pasteur Üniversitesi, Strasbourg, Asistan (2003-2004)
Robert Schuman Üniversitesi – Strasbourg, Asistan (2001 – 2002)
Paris Sorbonne Üniversitesi, Asistan (1998 – 2000)
Yayınlar
- S. Tuysuz “Relationship between financial assets” submitted
- S. Tuysuz “Predictive power of EPU” submitted
- S. Tuysuz “Predictive power of CDS” submitted
- C. Karatas, S. Tuysuz, K.B. Kucuklerli, V. Ulusoy (2024) “Investigation of the Relationship Between Number of Tweets and USDTRY Exchange Rate with Wavelet Coherence and Transfer Entropy Analysis” forthcoming Financial Innovation
- S. Tuysuz (2024) “Prepayment and Default Risk: A review” Journal of Economics, Finance and Accounting – JEFA (2024), 11(6), DOI: 10.17261/Pressacademia.2024.1896 JEFA- V.11-ISS.1-2024(6)-p.43-59
- S. Tuysuz (2023) “Comparison of the accuracy of models in forecasting VaR and ES through time” Journal of Economics, Finance and Accounting – JEFA (2023), 10(3), 158-169, DOI: 10.17261/Pressacademia.2023.1814 JEFA- V.10-ISS.3-2023(4)
- S. TUYSUZ (2020) “Dynamic Relation between Global Islamic and Conventional Sectoral Stock and Bonds indexes “, Int. J. of Financial Engineering (IJFE)
- S. TUYSUZ (2020) “LGD and RR Modeling”, Risk and Decision Analysis, vol. Pre-press, p.1-25, DOI: 10.3233/RDA-202063
- S. Tuysuz and P. Pekel (2019) “A comparison of stochastic claims reserving Methods“, EJBMR-European Journal of Business & Management Research, 4(4), DOI:10.24018/ejbmr.2019.4.4.43
- S. Tuysuz (2019) “Reaction of overnight rate to its determinants under ’normal’ situation and during the financial turmoil of 2007-2009” EJBMR-European Journal of Business & Management, 4(4), DOI: 10.24018/ejbmr.2019.4.4.36
- S. Tuysuz and C. Lubochinsky (2019) “Macroeconomic news impact on interest rates and stock index conditional to their volatility” EJBMR-European Journal of Business & Management Research, 4(4), DOI: 10.24018/ejbmr.2019.4.4.48
- A. Perilioglu, K. Perilioglu and S. Tuysuz (2017) “A risk sensitive approach for stressed transition probability matrices”, Journal of Risk Model Validation, 11(3), p:1-24 - SSCI
- A. Perilioglu and S. Tuysuz (2015) “Conditional Sovereign Transition Probability Matrices”, Procedia Economics and Finance, Vol. 30, p. 643-655
- S. Tuysuz (2013) “Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil)”, International Journal of Economics and Finance (AEREST), September 2013
- E. Spyromitros, S. Tuysuz (2012) “Do monetary policy transparency, independence and credibility enhance macro-financial stability?” International Journal of Economics and Finance (AEREST), Vol 4(4) April 2012
- S. Tuysuz (2012) “How have the Turkish post-2001 stabilization reforms impacted on the conditional correlation between the Turkish and the main foreign stock markets?” Applied Financial Economics, Taylor and Francis Journals, Vol 22(22), p. 1881-1898
- S. Tuysuz (2011) “Does the Fed’s transparency is the main factor influencing the response of U.S. interest rates to macroeconomic and monetary news?”, Middle Eastern Finance and Economics (METE), (AEREST)
- S. Tuysuz (2011) “Has the independence of the Bank of England changed the reaction of interest rates to macroeconomic and monetary news?”, International Research Journal of Applied Finance (IRJAF), Vol II, Issue 5
- S. Tuysuz (2011) “Dynamic conditional correlation between the Turkish Government bond index, the stock index, and the sub-indices”, International Research Journal of Applied Finance (IRJAF), Vol II, Issue 11
- Y. Kuhry, S. Tuysuz (2009) “Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK”, Brussels Economic Review (review CNRS cat. 4)
- S. TUYSUZ “VaR-ES” Submitted
Uluslararası bilimsel toplantılarda sunulan ve bildiri kitabında (proceeding) basılan bildiriler:
- S. Tuysuz (2017) “Dynamic Relation between Global Islamic and Conventional Sectoral Stock indexes and Bonds”, Ecomod, Slovenia, July 2017
- S. Tuysuz and P. Pekel (2017) “A comparison of stochastic claims reserving methods”, Ecomod, Slovenia, July 2017
- S. Tuysuz and E. Unal (2017) “LGD Modelling - Comparison of models”, Ecomod, Slovenia, July 2017
- S. Tuysuz (2017) “LGD and RR Modeling - Comparison of models”, CRC, Edingburg, August/September 2017
- C. Lubochinsky, S. Tuysuz “Macroeconomic news impact on interest rates and stock index conditional to their volatility”, AFFI, May 2009, Brest
- E. Spyromitros, S. Tuysuz “Do monetary policy transparency, independence and credibility enhance macro-financial stability?” 12th International Conference on Macroeconomic Analysis and International Finance, 29-31 May 2008, Crete
- S. Tuysuz, “Effets de la transparence et de la crédibilité sur le mécanisme de transmission de la politique monétaire sur les taux d’intérêt: Le cas des Etats-Unis et du Royaume Uni ”, 23èmes Journées Internationales d’Economie Monétaire et Bancaire, Lille, 200
- S. Tuysuz, Y. Kuhry, “Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK”, Public Economic Theory, Hanoi (Vietnam), 2006
- S. Tuysuz, “Conduite de la politique monétaire et mécanismes de transmission le long de la courbe des taux”, SESAME (Séminaire d’Etudes et de Statistiques Appliquées à la Modélisation en Economie), XIVèmes Journées, Pau, 2004
Ulusal bilimsel toplantılarda sunulan bildiri kitabında basılan bildiriler:
- S. Tuysuz (2019) “Comparison of the accuracy of models in forecasting VaR and ES through time”, RSEP-Istanbul 11-13 June 2019
- S. Tuysuz (2019) “Comparison of the accuracy of models in forecasting VaR and ES through time”, - S. Tuysuz (2019) “Workshop on Market Microstructure and Behavioral Finance (WMMBF) – 17-18 May 2019 Istanbul
- S. Tuysuz (2019) “Comparison of the accuracy of models in forecasting VaR and ES through time”, RSEP-Istanbul 11-13 June 2019
- S. Tuysuz (2017) “Dynamic Relation between Global Islamic and Conventional Sectoral Stock indexes and Bonds”, ISEFE, Istanbul, 28-29 October 2017
Working papers:
- S. TUYSUZ and P. PEKEL (2019) “A comparison of stochastic claims reserving Methods “, SSRN Working Paper
- C. Lubochinsky, S. Tuysuz (2012) “Macroeconomic news impact on interest rates and stock index conditional to their volatility”, SSRN Working Paper
- E. Spyromitros, S. Tuysuz (2009) “Do monetary policy transparency, independence and credibility enhance macro-financial stability? “SSRN Working Paper
- Y. Kuhry and S. Tuysuz (2007) "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany.
- S. Tuysuz (2007) "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper 5217, University Library of Munich, Germany.
- S. Tuysuz (2007) "The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K," MPRA Paper 5263, University Library of Munich, Germany.
- S. Tuysuz (2007) "The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility," MPRA Paper 5381, University Library of Munich, Germany.
