Alexei G. Orlov
Alexei G. Orlov
U.S. Commodity Futures Trading Commission
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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
A cospectral analysis of exchange rate comovements during Asian financial crisis
AG Orlov
Journal of International Financial Markets, Institutions and Money 19 (5 …, 2009
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
Spatial modeling of stock market comovements
G Fernández-Avilés, JM Montero, AG Orlov
Finance Research Letters 9 (4), 202-212, 2012
Time-frequency analysis of crude oil and S&P500 futures contracts
J McCarthy, AG Orlov
Quantitative Finance 12 (12), 1893-1908, 2012
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
Capital controls and stock market volatility in frequency domain
AG Orlov
Economics Letters 91 (2), 222-228, 2006
Exchange rate misalignments in frequency domain
A Grossmann, AG Orlov
International Review of Economics & Finance 24, 185-199, 2012
A panel‐regressions investigation of exchange rate volatility
A Grossmann, AG Orlov
International Journal of Finance & Economics 19 (4), 303-326, 2014
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
Pros and cons of capital controls in the presence of incomplete markets
AG Orlov
The American Economist 49 (1), 79-93, 2005
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
Unconventional monetary policies and the corporate bond market
M Guidolin, AG Orlov, M Pedio
Finance Research Letters 11 (3), 203-212, 2014
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
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
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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
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
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
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
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