Showing 1 - 10 of 19
Korean Abstract: ์ธํ”Œ๋ ˆ์ด์…˜ ์ง€์†์„ฑ์€ ๋ฏธ๋ž˜ ์ธํ”Œ๋ ˆ์ด์…˜ ์˜ˆ์ธก๊ณผ ๊ฑฐ์‹œ๊ฒฝ์ œ ์•ˆ์ •ํ™”๋ฅผ ์œ„ํ•œ ๋น„์šฉ์— ์ ์ง€ ์•Š์€ ์˜ํ–ฅ์„ ์ค€๋‹ค๋Š” ์ ์—์„œ ์ค‘์•™์€ํ–‰์˜ ์ฃผ์š” ๊ด€์‹ฌ์‚ฌํ•ญ ์ค‘ ํ•˜๋‚˜์ด๋‹ค. ์ธํ”Œ๋ ˆ์ด์…˜ ์ง€์†์„ฑ์ด ํฌ๋‹ค๋ฉด ์ธํ”Œ๋ ˆ์ด์…˜์— ์ถฉ๊ฒฉ์ด...
Persistent link: https://www.econbiz.de/10013023513
shock to the money market rate increase won/dollar exchange rates and this result is different from the anticipation of the โ€ฆ Keynesian theory. The effect of shock to the stock market o the foreign exchange market recently becomes stronger. On the โ€ฆ
Persistent link: https://www.econbiz.de/10012901383
Korean Abstract: ๊ธ€๋กœ๋ฒŒ ๊ธˆ์œต์œ„๊ธฐ ์ดํ›„ ์ด์ž์œจ ์Šคํ”„๋ ˆ๋“œ์˜ ๋ฏธ๋ž˜ ๊ฒฝ๊ธฐ ์˜ˆ์ธก๋ ฅ์ด ๊ฐ์†Œ๋˜์—ˆ๋‹ค๋Š” ๋…ผ๋ž€์ด ์žˆ์—ˆ๋‹ค. ๋”ฐ๋ผ์„œ ๋ณธ ์—ฐ๊ตฌ์—์„œ๋Š” ๊ธˆ์œต์œ„๊ธฐ ์ „ํ›„ ์ด์ž์œจ ์Šคํ”„๋ ˆ๋“œ์˜ ๊ฒฝ๊ธฐ ์˜ˆ์ธก๋ ฅ์ด ๋ณ€ํ™”๋˜์—ˆ๋Š”์ง€ ์‚ดํŽด๋ณด์•˜๋‹ค. ๋ถ„์„๊ฒฐ๊ณผ...
Persistent link: https://www.econbiz.de/10014353768
Korean Abstract: ๋ณธ๊ณ ์—์„œ๋Š” VAR ๋ชจํ˜•์„ ์ด์šฉํ•˜์—ฌ ๋ฌผ๊ฐ€์˜ ํŒŒ๊ธ‰๋‹จ๊ณ„๋ณ„ ํ™˜์œจ์ „๊ฐ€์œจ์„ ๊ณ„์ธกํ•˜๋Š” ํ•œํŽธ ๋ฌผ๊ฐ€ํ–‰ํƒœ์‹๋ชจํ˜•์„ ํ†ตํ•˜์—ฌ ์†Œ๋น„์ž๋ฌผ๊ฐ€์— ๋Œ€ํ•œ ์žฅ๋‹จ๊ธฐ ๋ฐ ๋™ํƒœ์  ํ™˜์œจ์ „๊ฐ€๊ณ„์ˆ˜๋ฅผ ์ถ”์ •ํ•˜์˜€๋‹ค.VAR ๋ชจํ˜• ์ถ”์ •๊ฒฐ๊ณผ(์™ธํ™˜์œ„๊ธฐ ์ดํ›„)๋ฅผ...
Persistent link: https://www.econbiz.de/10012942471
Korean Abstract: ์ด ์—ฐ๊ตฌ๋Š” ์›/๋‹ฌ๋Ÿฌ ํ˜„๋ฌผํ™˜ ์‹œ์žฅ์ด ํ™˜์œจ ์ž์ฒด์˜ ์‹œ๊ณ„์—ด ์ •๋ณด๋ฟ๋งŒ ์•„๋‹ˆ๋ผ ์™ธ๊ตญ์ธ์˜ ์ฃผ์‹/์ฑ„๊ถŒ ์ˆœ๋งค์ˆ˜ ์ •๋ณด๋ฅผ ์ฒ˜๋ฆฌํ•˜๋Š” ๋ฐ ํšจ์œจ์ ์ธ์ง€ ์—ฌ๋ถ€๋ฅผ ๊ฒ€์ •ํ•œ๋‹ค. 2000~08๋…„ ๊ธฐ๊ฐ„ ์ค‘ ์—ฐ์˜ ๊ฒ€์ •(Runs Test)๊ณผ ์™ธ๊ตญ์ธ ์œ ๊ฐ€์ฆ๊ถŒ...
Persistent link: https://www.econbiz.de/10012942882
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” ์ธ๊ตฌ ๊ณ ๋ นํ™”๊ฐ€ ๊ธˆ์œต์‚ฐ์—…์— ๋ฏธ์น˜๋Š” ์˜ํ–ฅ์˜ ์ฃผ์š” ํŒŒ๊ธ‰๊ฒฝ๋กœ๋ฅผ ์‚ดํŽด๋ณธ ํ›„ ๊ทธ ๊ฒฐ๊ณผ๋ฅผ ์ด์šฉํ•˜์—ฌ ํ–ฅํ›„ ์ธ๊ตฌ ๊ณ ๋ นํ™”์— ๋”ฐ๋ฅธ ๊ธˆ์œต์‚ฐ์—…์˜ ๊ตฌ์กฐ๋ณ€ํ™”๋ฅผ ์ „๋งํ•˜์˜€๋‹ค. ๊ตญ์ œ ํŒจ๋„ ์ž๋ฃŒ๋ฅผ ์ด์šฉํ•œ ์‹ค์ฆ๋ถ„์„ ๊ฒฐ๊ณผ ์ธ๊ตฌ...
Persistent link: https://www.econbiz.de/10012945349
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” ์žฅ๊ธฐ์ ์œผ๋กœ ์ž๋ณธ์ƒ์‚ฐ์„ฑ์ด ํ•˜๋ฝํ•˜๋ฉด์„œ ์„ฑ์žฅ๋ฅ ๊ณผ ์‹ค์งˆ์ด์ž์œจ ์ด ํ•˜๋ฝํ•˜๋Š” ๊ฒฝ์ œ์—์„œ ์ธํ”Œ๋ ˆ์ด์…˜์œจ์ด ๋ถ€๋™์‚ฐ๊ฐ€๊ฒฉ, ํŠนํžˆ ์ฃผํƒ์˜ ๋งค๋งค๊ฐ€๊ฒฉ ๊ณผ ์ „์„ธ๊ฐ€๊ฒฉ์˜ ๊ฒฉ์ฐจ์— ์–ด๋– ํ•œ ์˜ํ–ฅ์„ ๋ฏธ์น  ๊ฒƒ์ธ์ง€์— ๋Œ€ํ•ด...
Persistent link: https://www.econbiz.de/10012993632
Korean Abstract:๋ณธ ๋…ผ๋ฌธ์€ ํ•œ๊ตญ ๋ฐ ๋ฏธ๊ตญ์˜ ์ด์ž์œจ ๊ธฐ๊ฐ„๊ตฌ์กฐ ์ฐจ์ด๋ฅผ ์š”์•ฝํ•œ ์ƒ๋Œ€์ (relative) Nelson-Siegel ์š”์ธ๋“ค(์ดํ•˜ RNS ์š”์ธ)์„ ์ถ”์ •ํ•˜๊ณ  ์ด๋ฅผ ์ด์šฉํ•˜์—ฌ ์›/๋‹ฌ๋Ÿฌ ํ™˜์œจ ์ƒ์Šน๋ฅ , ์›ํ™” ์ดˆ๊ณผ์ˆ˜์ต๋ฅ  ๋ฐ ์ž๋ณธ์ด๋™์— ๋Œ€ํ•œ ์˜ˆ์ธก๋ถ„์„์„...
Persistent link: https://www.econbiz.de/10013252221
Korean Abstract: ์•„์‹œ์•„ 13๊ฐœ๊ตญ์˜ ์™ธํ™˜ ๋ณด์œ ์•ก ์ˆ˜์š”๋ฅผ 1990๋…„~2006๋…„๊ฐ„์˜ ํŒจ๋„์ž๋ฃŒ๋ฅผ ์‚ฌ์šฉํ•˜์—ฌ ๋ถ„์„ํ•˜์˜€๋‹ค. ๋ถ„์„๊ฒฐ๊ณผ, ๋™์•„์‹œ์•„ ๊ตญ๊ฐ€์—์„œ ์ˆ˜์ž…๊ทœ๋ชจ๋Š” ์™ธํ™˜๋ณด์œ ์•ก ๊ฒฐ์ •์— ๋งค์šฐ ์ค‘์š”ํ•œ ๋ณ€์ˆ˜๋กœ ๋‚˜ํƒ€๋‚ฌ๊ณ , ๋˜ํ•œ ๋™์•„์‹œ์•„ ๊ฐ๊ตญ์˜...
Persistent link: https://www.econbiz.de/10012901290