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Jiri Svec

Jiri Svec

B.E. B.Com(Hons) PhD Sydney
Senior Lecturer

Rm 510
H69 - Codrington Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9036 6241
Fax +61 2 9351 6461
jiri.svec@sydney.edu.au


Publications

2016

4
Journal Article/s

Chen R, Svec J and Peat M 2016 'Forecasting the Government Bond Term Structure in Australia', Australian Economic Papers, vol.55:2, pp. 99-111 Link

Foley S, Partington G, Svec J and Pricha N 2016 Forthcoming 'Underwritten Dividend Reinvestment Plans and Conflicts of Interest', Journal of Business Finance and Accounting

Svec J and Katrak X 2016 Forthcoming 'Forecasting volatility with interacting multiple models', Finance Research Letters Link

Svec J and Reeves N 2016 'Impact of Financial Crisis on the Profitability of Capital Structure Arbitrage in Australia', International Journal of Banking and Finance, vol.12:1, pp. 67-97 Link

5
Conference Paper/s

Murray B, Svec J and Wright D 2016 'Identifying Wealth Transfer in M&A Using Credit Default Swaps', World Finance Conference, New York, United States, 31st July 2016

Murray B, Svec J and Wright D 2016 'Identifying Wealth Transfer in M&A Using Credit Default Swaps', CFA Program Partner Conference, Vancouver, Canada, 29th July 2016

2015

4
Journal Article/s

Peat M, Svec J and Wang J 2015 'The effects of fiscal opacity on sovereign credit spreads', Emerging Markets Review, vol.24, pp. 34-45 Link

5
Conference Paper/s

Svec J, Peat M and Wang J 2015 'Fiscal Opacity and Sovereign Credit Spreads', 13th INFINITI Conference on International Finance, Ljubljana, Slovenia, 9th June 2015

2014

2
Book Section/s

Wright D, Aspris A and Svec J 2014 'Evaluating the Performance of M&A' in Mergers and Acquisitions, Pearson Education, Australia Link

4
Journal Article/s

Peat M, Svec J and Wang J 2014 'Reporting Bias in Incomplete Information Model', Economic Letters, vol.123:1, pp. 45-49 Link

Wang J, Svec J and Peat M 2014 'The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads', Abacus, vol.50:1, pp. 56-75 Link

5
Conference Paper/s

Svec J, Peat M and Wang J 2014 'Predicting Sovereign Credit Default Swaps with Domestic Equity Market Volatility', 34th International Symposium on Forecasting ISF 2014, Rotterdam, Netherlands, 2nd July 2014

Foley S, Partington G, Svec J and Pritcha N 2014 'The Effects of Underwriting Dividend Reinvestment Plans', CFA-JCF-Schulich Conference on Financial Market Misconduct, Toronto, Canada, 4th April 2014

2013

5
Conference Paper/s

Wang J, Svec J and Peat M 2013 'Fiscal Opacity and Sovereign Credit Default Swap Spreads', 20th Annual Conference of the Multinational Finance Society, Izmir, Turkey, 3rd July 2013

2012

5
Conference Paper/s

Wang J, Svec J and Peat M 2012 'Modelling Eurozone’s Credit Default Swaps', 19th Annual Conference of the Multinational Finance Society, Krakow, Poland, 27th June 2012

Svec J, Wang J and Peat M 2012 'Modelling Eurozone’s Credit Default Swaps', 10th INFINITI Conference on International Finance, Dublin, Ireland, 12th June 2012

2011

5
Conference Paper/s

Svec J and Reeves N 2011 'Capital Structure Arbitrage: An Analysis of the Australian CDS Market', 9th INFINITI Conference on International Finance 2011 - "Institutions, Actors and International Finance", Dublin, Ireland, 14th June 2011

Wang J, Svec J and Peat M 2011 'The information content of Bond Ratings: An analysis of Australian CDS spreads', 4th Methodological and Empirical Advances in Financial Analysis MEAFA Workshop, University of Sydney, Australia, 28th January 2011

6
Conference Proceeding/s

Svec J and Reeves N 2011 'Capital Structure Arbitrage: An Analysis of the Australian CDS Market', 2nd Finance and Corporate Governance Conference 2011, Melbourne, Australia, 29th April 2011

2010

4
Journal Article/s

Svec J and Peat M 2010 'Systematic Risk, CDS Spread and Market Integration: An Empirical Investigation', JASSA, vol.3, pp. 6-11

5
Conference Paper/s

Peat M and Svec J 2010 'Systematic Risk, CDS Spread and Market Integration: An Empirical Investigation', 8th INFINITI Conference on International Finance - "International Credit and Financial Market Integration: After the Storm?", Dublin, Ireland, 15th June 2010

6
Conference Proceeding/s

Svec J and Peat M 2010 'The role of macroeconomic variables in predicting Australian CDS spreads', 30th Annual International Symposium on Forecasting-ISF 2010, San Diego, United States, 23rd June 2010

2009

5
Conference Paper/s

Svec J and Stevenson M 2009 'Pricing Pacific-Rim Temperature-Based Weather Indices', The 29th Annual International Symposium on Forecasting - "Services Sector Forecasting", Hong Kong, (China), 24th June 2009

10
Report/s

Chiarella C, Svec J and Stevenson M 2009 'Diagnostic testing for earnings simulation engines in the Australian electricity market', Australian and New Zealand Mathematics in Industry Study Group Link

2008

5
Conference Paper/s

Svec J and Stevenson M 2008 'Diagnostic Testing for Earnings Forecasting Engines in Deregulated Electricity Markets', 28th International Symposium on Forecasting, Nice, France, 25th June 2008

2007

4
Journal Article/s

Svec J and Stevenson M 2007 'Modelling and forecasting temperature based weather derivatives', Global Finance Journal, vol.18:2, pp. 185-204

2006

6
Conference Proceeding/s

Svec J and Stevenson M 2006 'Modeling and forecasting temperature based weather derivatives', 13th Global Finance Conference, Rio de Janeiro, Brazil, 28th April 2006 Link