Assistant Professor
Ph.D. in Economics - KU Leuven
Track: Finance
LEM Member
  • 2013 : Ph.D. in Finance, Louvain School of Management, University of Namur, Belgium
  • 2013 : Ph.D. in Economics, KU Leuven, Belgium
  • 2008 : M.A. in Economics and Finance, Bogazici University, Turkey
  • 2008 : M.A. in Economics, The State University of New York at Binghamton, USA
Professional Experiences
Academic Experience
  • 2011 - 2011, Visiting Scholar, Federal Reserve Bank of St. Louis, Saint Louis, Missouri, USA
  • 2010 - 2010, Visiting Researcher, University of Maastricht, Maastricht, Netherlands
  • 2009 - 2013, Researcher, Louvain School of Management, Namur, Belgium
Scientific prizes and Awards
  • 2009 : Inter-university Attraction Pole (PAI) Doctoral Fellowship, University of Namur
  • 2008 : National Scholars Honor Society Membership Award, The State University of New York at Binghamton
  • 2008 : International Student Academic Award, The State University of New York at Binghamton
  • 2006 : University Tuition Scholarship for Masters Program, The State University of New York at Binghamton
  • 2006 : Fulbright Prize, The State University of New York at Binghamton
  • 2006 : Pre-academic Training Program Fellowship, Boston University
  • 2000 : University Full Tuition Scholarship for Bachelors Program, Kadir Has University
  • 2005 : High Honor Graduate - 2nd ranked - Faculty of Economics and Management, Kadir Has University
  • 2005 : High Honor Graduate - 1st ranked - Department of Economics, Kadir Has University
Published Papers in Refereed Journals
  • Erdemlioglu D., Joliet R., (2019). Long-term asset allocation, risk tolerance and market sentiment, Journal of International Financial Markets, Institutions and Money, Forthcoming (in press) -.
  • Nasini S., Erdemlioglu D., (2019). Multiple channels of financial contagion: an empirical analysis of stock price dynamics, Finance, 40 (1) 87-134.
  • Gradojevic N., Erdemlioglu D., Gencay Ramazan, (2019). A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage, Economic Modelling, Forthcoming (in press) -.
Show all
  • Dungey Mardi, Erdemlioglu D., Matei Marius, Yang Xiye, (2018). Testing for mutually exciting jumps and financial flights in high frequency data, Journal of Econometrics, 202 (1) 18-44.
  • Gradojevic N., Erdemlioglu D., Gencay R., (2017). Informativeness of trade size in foreign exchange markets, Economics Letters, 150 27-33.
  • Erdemlioglu D., Laurent S., Neely C., (2015). Which continuous-time model is most appropriate for exchange rates?, Journal of Banking & Finance, 61 (2) 256–268.
  • Dewachter H., Erdemlioglu D., Gnabo J., Lecourt C., (2014). The intra-day impact of communication on eurodollar , Journal of International Money and Finance, 43 (4) 131-154.
Book Chapters
  • Erdemlioglu D., Laurent S., Neely C., (2013), Econometric modeling of exchange rate volatility and jumps, in: Handbook of Research Methods and Applications in Empirical Finance.
Research field
  • Financial Econometrics, Volatility Modeling, Financial Contagion, Tail Risk Measurement, High-Frequency Data Analysis
Grande Ecole Program:
  • Finance fundamentals
  • Finance fundamentals
  • Money and capital markets