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Michael Naylor

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Personal Details

First Name:Michael
Middle Name:
Last Name:Naylor
Suffix:
RePEc Short-ID:pna625
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Affiliation

Department of Economics and Finance
Business School
Massey University

Auckland, New Zealand
http://commerce.massey.ac.nz/
RePEc:edi:dcmasnz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Song Shi & Michael Naylor, 2019. "Risk preferences in response to earthquake risk: Property value and insurance," ERES eres2019_69, European Real Estate Society (ERES).
  2. Michael J. Naylor & Lawrence C. Rose & Brendan J. Moyle, 2006. "Topology of Foreign Exchange Markets using Hierarchical Structure Methods," Papers physics/0608084, arXiv.org, revised Nov 2006.

Articles

  1. Trang M. T. Phung & Wei-Huei Hsu & Michael J. Naylor & Martin R. Young, 2022. "Perceived risk and debt behaviour in the stock market: A survey of investors in Vietnam," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2111811-211, December.
  2. Michael J. Naylor & Jianguo Chen & Jeffrey Boardman, 2015. "Real Options in Foreign Investment: A South American Case Study," Journal of Applied Corporate Finance, Morgan Stanley, vol. 27(1), pages 110-120, March.
  3. Naylor, Michael J. & Rose, Lawrence C. & Moyle, Brendan J., 2007. "Topology of foreign exchange markets using hierarchical structure methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 199-208.
  4. Chen, Jianguo & Naylor, Michael & Lu, Xingshen, 2004. "Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy," Pacific-Basin Finance Journal, Elsevier, vol. 12(1), pages 41-64, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Michael J. Naylor & Lawrence C. Rose & Brendan J. Moyle, 2006. "Topology of Foreign Exchange Markets using Hierarchical Structure Methods," Papers physics/0608084, arXiv.org, revised Nov 2006.

    Cited by:

    1. Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia 937, Banco de la Republica de Colombia.
    2. Oya, Shunsuke & Aihara, Kazuyuki & Hirata, Yoshito, 2014. "An absolute measure for a key currency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 15-23.
    3. Champagne, Claudia, 2014. "The international syndicated loan market network: An “unholy trinity”?," Global Finance Journal, Elsevier, vol. 25(2), pages 148-168.
    4. Changmo Ahn & Gyemin Lee & Dongkoo Chang, 2014. "The Global Financial Crisis and Transmission Channels: An International Network Analysis," Working Papers wp07, South East Asian Central Banks (SEACEN) Research and Training Centre.
    5. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    6. Kantar, Ersin & Keskin, Mustafa, 2013. "The relationships between electricity consumption and GDP in Asian countries, using hierarchical structure methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5678-5684.
    7. Jarosław Kwapień & Sylwia Gworek & Stanisław Drożdż & Andrzej Górski, 2009. "Analysis of a network structure of the foreign currency exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(1), pages 55-72, June.
    8. Anna Maria D’Arcangelis & Giulia Rotundo, 2016. "Complex Networks in Finance," Lecture Notes in Economics and Mathematical Systems, in: Pasquale Commendatore & Mariano Matilla-García & Luis M. Varela & Jose S. Cánovas (ed.), Complex Networks and Dynamics, pages 209-235, Springer.
    9. Nie, Chun-Xiao & Song, Fu-Tie & Li, Sai-Ping, 2016. "Rényi indices of financial minimum spanning trees," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 883-889.
    10. Cheng Juan Zhan & William Rea & Alethea Rea, 2016. "Stock Selection as a Problem in Phylogenetics—Evidence from the ASX," IJFS, MDPI, vol. 4(4), pages 1-19, September.
    11. Matesanz, David & Ortega, Guillermo J., 2008. "Network analysis of exchange data: Interdependence drives crisis contagion," MPRA Paper 7720, University Library of Munich, Germany.
    12. Sindhuja Ranganathan & Mikko Kivelä & Juho Kanniainen, 2018. "Dynamics of investor spanning trees around dot-com bubble," PLOS ONE, Public Library of Science, vol. 13(6), pages 1-14, June.
    13. Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev, 2019. "Lead-lag Relationships in Foreign Exchange Markets," Papers 1906.10388, arXiv.org, revised Sep 2019.
    14. Hawkins, Raymond & Aoki, Masanao, 2008. "Macroeconomic Relaxation: Adjustment Processes of Hierarchical Economic Structures," Economics Discussion Papers 2008-35, Kiel Institute for the World Economy (IfW Kiel).
    15. Trancoso, Tiago, 2014. "Emerging markets in the global economic network: Real(ly) decoupling?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 499-510.
    16. Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev, 2019. "Correlation Patterns in Foreign Exchange Markets," Papers 1902.06483, arXiv.org, revised Feb 2019.
    17. Paulus, Michal & Kristoufek, Ladislav, 2015. "Worldwide clustering of the corruption perception," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 351-358.
    18. León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
    19. Gang-Jin Wang & Chi Xie & Shou Chen, 2017. "Multiscale correlation networks analysis of the US stock market: a wavelet analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 561-594, October.
    20. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
    21. Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2015. "A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones," Papers 1512.01905, arXiv.org.
    22. Li, Bing & Liao, Zefang, 2020. "Finding changes in the foreign exchange market from the perspective of currency network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    23. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol, 2022. "Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    24. Kazemilari, Mansooreh & Mardani, Abbas & Streimikiene, Dalia & Zavadskas, Edmundas Kazimieras, 2017. "An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach," Renewable Energy, Elsevier, vol. 102(PA), pages 107-117.
    25. Tom'av{s} V'yrost & v{S}tefan Ly'ocsa & Eduard Baumohl, 2014. "Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment," Papers 1408.2985, arXiv.org.
    26. Sandoval, Leonidas, 2012. "Pruning a minimum spanning tree," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2678-2711.
    27. Kartikay Gupta & Niladri Chatterjee, 2020. "Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds," Papers 2004.10560, arXiv.org, revised May 2020.
    28. Lee, Junghoon & Youn, Janghyuk & Chang, Woojin, 2012. "Intraday volatility and network topological properties in the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1354-1360.
    29. Donatello W. Materassi & Giacomo W. Innocenti, 2008. "Topological identification in networks of dynamical systems," Papers 0804.2441, arXiv.org, revised Jul 2008.
    30. Yao, Can-Zhong & Lin, Ji-Nan & Liu, Xiao-Feng, 2016. "A study of hierarchical structure on South China industrial electricity-consumption correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 129-145.
    31. Materassi, Donatello & Innocenti, Giacomo, 2009. "Unveiling the connectivity structure of financial networks via high-frequency analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(18), pages 3866-3878.
    32. Mansooreh Kazemilari & Ali Mohamadi, 2018. "Topological Network Analysis Based on Dissimilarity Measure of Multivariate Time Series Evolution in the Subprime Crisis," IJFS, MDPI, vol. 6(2), pages 1-16, May.
    33. Leonidas Sandoval Junior, 2011. "Pruning a Minimum Spanning Tree," Papers 1109.0642, arXiv.org.
    34. Janusz Mi'skiewicz, 2012. "Network analysis of correlation strength between the most developed countries," Papers 1211.3599, arXiv.org.
    35. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
    36. Rea, Alethea & Rea, William, 2014. "Visualization of a stock market correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 109-123.
    37. Khaldoun Khashanah & Linyan Miao, 2011. "Dynamic structure of the US financial systems," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(4), pages 321-339, October.
    38. Paulo Ferreira & Marcus Fernandes da Silva & Idaraí Santos de Santana, 2019. "Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies," Economies, MDPI, vol. 7(1), pages 1-11, February.
    39. de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018. "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 119-132.
    40. Wang, Gang-Jin & Xie, Chi & Han, Feng & Sun, Bo, 2012. "Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4136-4146.
    41. Kazemilari, Mansooreh & Djauhari, Maman Abdurachman, 2015. "Correlation network analysis for multi-dimensional data in stocks market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 62-75.
    42. Mansooreh Kazemilari & Maman Abdurachman Djauhari & Zuhaimy Ismail, 2016. "Foreign Exchange Market Performance: Evidence from Bivariate Time Series Approach," Papers 1608.07694, arXiv.org.

Articles

  1. Michael J. Naylor & Jianguo Chen & Jeffrey Boardman, 2015. "Real Options in Foreign Investment: A South American Case Study," Journal of Applied Corporate Finance, Morgan Stanley, vol. 27(1), pages 110-120, March.

    Cited by:

    1. Jakob Müllner, 2017. "International project finance: review and implications for international finance and international business," Management Review Quarterly, Springer, vol. 67(2), pages 97-133, April.

  2. Naylor, Michael J. & Rose, Lawrence C. & Moyle, Brendan J., 2007. "Topology of foreign exchange markets using hierarchical structure methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 199-208.
    See citations under working paper version above.
  3. Chen, Jianguo & Naylor, Michael & Lu, Xingshen, 2004. "Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy," Pacific-Basin Finance Journal, Elsevier, vol. 12(1), pages 41-64, January.

    Cited by:

    1. Fujen Daniel Hsiao & Lei Han, 2012. "Exchange Rate Effects On A Small Open Economy: Evidence From Taiwanese Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(3), pages 1-12.
    2. Hutson, Elaine & O'Driscoll, Anthony, 2010. "Firm-level exchange rate exposure in the Eurozone," International Business Review, Elsevier, vol. 19(5), pages 468-478, October.
    3. Daniel FS Choi & Victor Fang & Tian Yong Fu, 2009. "Volatility spillovers between New Zealand stock market returns and exchange rate changes before and after the 1997 Asian financial crisis," Asian Journal of Finance & Accounting, Macrothink Institute, vol. 1(2), pages 106117-1061, December.
    4. Zhengde Xiong & Lijun Han, 2015. "Volatility spillover effect between financial markets: evidence since the reform of the RMB exchange rate mechanism," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-12, December.
    5. Anand B. Gulati & James W. Kolari & Johan Knif, 2013. "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 1-47, March - J.
    6. Debasish Maitra & Varun Dawar, 2019. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India," Global Business Review, International Management Institute, vol. 20(1), pages 214-237, February.
    7. Rodolfo Aquino, 2006. "A variance equality test of the ICAPM on Philippine stocks: post-Asian financial crisis period," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 353-362.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HEA: Health Economics (1) 2019-10-07
  2. NEP-IAS: Insurance Economics (1) 2019-10-07

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