Alexei Orlov
Financial Economist
Office of Research and Data Services
Education Summary
- Ph.D. Economics, University of Virginia, 2002
Fields of Interest
- Fixed-income Securities
- International Financial Markets
- Financial Forecasting and Simulation
- Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
2015–present - Professor
Department of Economics
Radford University
2013–2015 - Associate Professor
Department of Economics
Radford University
2006–2013 - Assistant Professor
Department of Economics
Radford University
2002–2006
- Massimo Guidolin, Alexei G. Orlov and Manuela Pedio, 2018, How Good Can Heuristic-Based Forecasts Be? A Comparative Performance of Econometric and Heuristic Models for UK and US Asset Returns, Quantitative Finance, 18(1), 139-169.
- Massimo Guidolin, Alexei G. Orlov and Manuela Pedio, 2017, The Impact of Monetary Policy on Corporate Bonds under Regime Shifts, Journal of Banking and Finance, 80, 176-202.
- Michael Liebmann, Alexei G. Orlov, and Dirk Neumann, 2016, The Tone of Financial News and the Perceptions of Stock and CDS Traders, International Review of Financial Analysis, 46, 159-175.
- Axel Grossmann and Alexei G. Orlov, 2014, A Panel-Regressions Investigation of Exchange Rate Volatility, International Journal of Finance & Economics, 19(4), 303-326.
- Massimo Guidolin, Alexei G. Orlov, and Manuela Pedio, 2014, Unconventional Monetary Policies and the Corporate Bond Market, Finance Research Letters, 11(3), 203-212.
- Joseph McCarthy and Alexei G. Orlov, 2012, Time-Frequency Analysis of Crude Oil and S&P500 Futures Contracts, Quantitative Finance, 12(12), 1893-1908.
- Axel Grossmann and Alexei G. Orlov, 2012, Exchange Rate Misalignments in Frequency Domain, International Review of Economics & Finance, 24(1), 185-199.
- Gema Fernández-Avilés, José-María Montero, and Alexei G. Orlov, 2012, Spatial Modeling of Stock Market Comovements, Finance Research Letters, 9(4), 202-212.
- Alexei G. Orlov, 2009, A Cospectral Analysis of Exchange Rate Comovements During Asian Financial Crisis, Journal of International Financial Markets, Institutions & Money, 19(5), 742-758.
- Steven L. Beach and Alexei G. Orlov, 2007, An Application of the Black-Litterman Model with EGARCH-M-Derived Views for International Portfolio Management, Financial Markets and Portfolio Management, 21(2), 147-166.
- Alexei G. Orlov, 2006, Capital Controls and Stock Market Volatility in Frequency Domain, Economics Letters, 91(2), 222-228.
- Michael A. Goldstein, Joseph McCarthy and Alexei G. Orlov, 2017, Moving Together or Apart? Stock Market Comovements across Eurozone, EU, and Non-EU Economies.
- Axel Grossmann and Alexei G. Orlov, 2017, Exchange Rate Misalignments, Capital Flows and Volatility.
- John Roufagalas and Alexei G. Orlov, 2017, Endogenous Growth, Human Capital and the Dynamic Costs of Recessions.
- Email: orlova@sec.gov
Phone: 202-551-6434