Alexei G. Orlov
Alexei G. Orlov
U.S. Commodity Futures Trading Commission
Verified email at cftc.gov
Title
Cited by
Cited by
Year
The dynamics of exchange rate volatility: A panel VAR approach
A Grossmann, I Love, AG Orlov
Journal of International Financial Markets, Institutions and Money 33, 1-27, 2014
1182014
A cospectral analysis of exchange rate comovements during Asian financial crisis
AG Orlov
Journal of International Financial Markets, Institutions and Money 19 (5 …, 2009
892009
An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
SL Beach, AG Orlov
Financial Markets and Portfolio Management 21 (2), 147-166, 2007
692007
Spatial modeling of stock market comovements
G Fernández-Avilés, JM Montero, AG Orlov
Finance Research Letters 9 (4), 202-212, 2012
422012
Time-frequency analysis of crude oil and S&P500 futures contracts
J McCarthy, AG Orlov
Quantitative Finance 12 (12), 1893-1908, 2012
282012
HRM systems architecture and firm performance: evidence from SMEs in a developing country
P Kasturi, AG Orlov, J Roufagalas
International Journal of Commerce and Management, 2006
202006
Capital controls and stock market volatility in frequency domain
AG Orlov
Economics Letters 91 (2), 222-228, 2006
172006
Exchange rate misalignments in frequency domain
A Grossmann, AG Orlov
International Review of Economics & Finance 24, 185-199, 2012
142012
A panel‐regressions investigation of exchange rate volatility
A Grossmann, AG Orlov
International Journal of Finance & Economics 19 (4), 303-326, 2014
122014
The impact of monetary policy on corporate bonds under regime shifts
M Guidolin, AG Orlov, M Pedio
Journal of Banking & Finance 80, 176-202, 2017
102017
Pros and cons of capital controls in the presence of incomplete markets
AG Orlov
The American Economist 49 (1), 79-93, 2005
92005
The tone of financial news and the perceptions of stock and CDS traders
M Liebmann, AG Orlov, D Neumann
International Review of Financial Analysis 46, 159-175, 2016
82016
Unconventional monetary policies and the corporate bond market
M Guidolin, AG Orlov, M Pedio
Finance Research Letters 11 (3), 203-212, 2014
72014
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
M Guidolin, AG Orlov, M Pedio
Quantitative Finance 18 (1), 139-169, 2018
52018
Performance Determinants in Undergraduate Economics Classes: The Effect of Cognitive Reflection
AG Orlov, J Roufagalas
International Review of Economic Education 11 (2), 28-45, 2012
52012
SSRN Quick Links
S Rankings
5*
Capital-labour Complementarities in R&D Production and The Lingering Effects of Eeconomic Slowdowns
AG Orlov, J Roufagalas
Journal of Economic Development 33 (1), 1-25, 2008
32008
Do economics courses improve students’ analytical skills? A Difference-in-Difference estimation
S Dendir, AG Orlov, J Roufagalas
Journal of Economic Behavior & Organization 165, 1-20, 2019
22019
The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries
MA Goldstein, J McCarthy, AG Orlov
Financial Review 54 (1), 5-56, 2019
22019
Understanding the impact of monetary policy shocks on the corporate bond market in good and bad times: A Markov switching model
M Guidolin, AG Orlov, M Pedio
BAFFI CAREFIN Centre Research Paper, 2014
22014
The system can't perform the operation now. Try again later.
Articles 1–20