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High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John; Orlov, Alexei G. - In: The journal of futures markets 43 (2023) 8, pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
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A panel-regressions investigation of exchange rate volatility
Grossmann, Axel; Orlov, Alexei G. - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 303-326
Persistent link: https://www.econbiz.de/10015180395
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Exchange rate misalignments in frequency domain
Grossmann, Axel; Orlov, Alexei G. - In: International review of economics & finance : IREF 24 (2012), pp. 185-199
Persistent link: https://www.econbiz.de/10009690207
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Pros and cons of capital controls in the presence of incomplete markets
Orlov, Alexei G. - In: The American economist : journal of Omnicron Delta … 49 (2005) 1, pp. 79-93
Persistent link: https://www.econbiz.de/10003164179
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An application of the Black-Litterman model with EGARCH-M-derived views for international portfolio management
Beach, Steven L.; Orlov, Alexei G. - In: Financial markets and portfolio management 21 (2007) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003490895
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Capital-labor complementarities in R&D production and the lingering effects of economic slowdowns
Orlov, Alexei G.; Roufagalas, John - In: Journal of economic development 33 (2008) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003737365
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The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel; Love, Inessa; Orlov, Alexei G. - In: Journal of international financial markets, … 33 (2014), pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
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How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - In: Quantitative finance 18 (2018) 1, pp. 139-169
Persistent link: https://www.econbiz.de/10011905849
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The tone of financial news and the perceptions of stock and CDS traders
Liebmann, Michael; Orlov, Alexei G.; Neumann, Dirk - In: International review of financial analysis 46 (2016), pp. 159-175
Persistent link: https://www.econbiz.de/10011581800
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The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - 2015 - This version: November, 2015
Persistent link: https://www.econbiz.de/10011809312