DERA_Alexei Orlov
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
  • Michael A. Goldstein, Joseph McCarthy and Alexei G. Orlov, 2018, The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non-EU Countries, Financial Review, forthcoming.
  • ​​​​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.
  • Massimo Guidolin and Alexei G. Orlov, 2018, Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence.
  • 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.

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