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λ„€νŠΈμ›Œν¬λ₯Ό 톡해 λΆ„μ„ν•œ κ΅­λ‚΄ κΈˆμœ΅κΈ°κ΄€κ°„ μƒν˜Έμ—°κ³„μ„± 연ꡬ- μ™Έν™˜μœ„κΈ°μ™€ κΈ€λ‘œλ²ŒκΈˆμœ΅μœ„κΈ°λ₯Ό μ€‘μ‹¬μœΌλ‘œ-(Measuring the Systemic Risk in the Korean Financial Institution Using Network Analysis)...
Mun, Jeonghun - 2019
Korean Abstract: λ³Έ μ—°κ΅¬λŠ” μš°λ¦¬λ‚˜λΌ κΈˆμœ΅κΈ°κ΄€κ°„, κΈˆμœ΅μ‚°μ—…κ³Ό λΉ„κΈˆμœ΅μ‚°μ—…κ°„ μƒν˜Έμ—°κ³„μ„±μ„ λΆ„μ„ν•¨μœΌλ‘œμ¨ μ‹œμŠ€ν…Œλ―Ή 리슀크(systemic risk)λ₯Ό μΈ‘μ •ν•˜μ˜€λ‹€. λ„€νŠΈμ›Œν¬ 뢄석결과 κΈˆμœ΅κΈ°κ΄€κ°„ μƒν˜Έμ—°κ³„μ„±μ€ μ™Έν™˜μœ„κΈ°, κΈ€λ‘œλ²Œ κΈˆμœ΅μœ„κΈ° 및...
Persistent link: https://www.econbiz.de/10012867632
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경제좩격 효과의 μ‚°μ—…κ°„ 곡행성 뢄석 (Understanding the Evolution of Sectoral Comovements : The Case of Korea)
Hwang, Sunoong - 2015
Korean Abstract: λ³Έ μ—°κ΅¬λŠ” λ‹€μ–‘ν•œ 경제적 좩격에 λŒ€ν•œ μ‚°μ—…κ°„ λ°˜μ‘μ˜ μœ μ‚¬μ„±μ΄ μ§€λ‚œ 20λ…„ κ°„ μ–΄λ–»κ²Œ λ³€ν™”ν•΄ μ™”λŠ”μ§€λ₯Ό λΆ„μ„ν•œλ‹€. 뢄석 λ°©λ²•μœΌλ‘œλŠ” μ‚°μ—…κ°„ μƒν˜Έμ˜μ‘΄μ„±κ³Ό νšŒκ·€κ³„μˆ˜λ“€μ˜ μ‹œκ°„μ— 걸친 λ³€ν™”λ₯Ό ν—ˆμš©ν•˜λŠ” μ‹œλ³€λͺ¨μˆ˜...
Persistent link: https://www.econbiz.de/10013026044
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λ¬Όκ°€λ™ν•™μ—μ„œ κΈ°λŒ€λ³€μˆ˜μ˜ νŠΉμ„±μ— λŒ€ν•œ 연ꡬ (A Study of Characteristics of Expectation in Inflation Dynamics)
Lee, Jaejoon - 2016
Korean Abstract: λ³Έ 논문은 κ²½μ œμ£Όμ²΄λ“€μ΄ λ―Έλž˜μ— λŒ€ν•œ κΈ°λŒ€λ₯Ό ν˜•μ„±ν•˜λŠ” 데 μžˆμ–΄μ„œ κΈ°λŒ€κΈ°κ°„μ΄ μ£Όμš”ν•œ 역할을 ν•œλ‹€λŠ” 점을 λ°νžˆλŠ” μ‹œλ„μ΄λ‹€. μ •λ³΄νš¨μœ¨μ„±κ³Ό κ΄€λ ¨λœ κ²½μ œν•™μ  가정이 ν™•λ₯ κ³Όμ •μ— μ–΄λ– ν•œ μ œμ•½μœΌλ‘œ μž‘μš©ν•˜λŠ”μ§€μ—...
Persistent link: https://www.econbiz.de/10012994020
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μ£Όμ‹λ„€νŠΈμ›Œν¬λ₯Ό ν†΅ν•œ μ½”λ‘œλ‚˜19 좩격의 κΈˆμœ΅μ‚°μ—… μ‹œμŠ€ν…œ μœ„ν—˜μ— λŒ€ν•œ 영ν–₯ : 경제좩격과의 비ꡐ (Effects of COVID-19 Pandemic on Systemic Risk of Financial Industry through Stock Networks: Comparison with Economic Shocks)...
Eom, Cheoljun - 2021
Korean Abstract: λ³Έ μ—°κ΅¬λŠ” μ½”λ‘œλ‚˜19 좩격이 κΈˆμœ΅μ‚°μ—…μ˜ 주식듀 κ°„ μ—°κ²° 관계에 λ―ΈμΉ˜λŠ” 영ν–₯을 λ„€νŠΈμ›Œν¬ κ΄€μ μ—μ„œ κ΄€μ°°ν•œλ‹€. μ½”λ‘œλ‚˜19 좩격에 κΈ°μΈν•œ μ‹œμž₯λΆ•κ΄΄λŠ” 경제좩격의 κ²½μš°μ™€ 맀우 μœ μ‚¬ν•œ μ‹œκ³„μ—΄ νŠΉμ§•μ„ 보인닀. μ΅œμ†Œ μ‹ μž₯...
Persistent link: https://www.econbiz.de/10013220879
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μš°λ¦¬λ‚˜λΌ μ™Έν™˜μ‹œμž₯ μ˜€νΌλ ˆμ΄μ…˜μ˜ ν–‰νƒœ 및 ν™˜μœ¨λ³€λ™μ„± μ™„ν™” 효과 (The Effects of Foreign Exchange Operation on Stabilization of Exchange Rate Volatility in Korea)...
Choi, Kyongwook - 2020
Korean Abstract: ν™˜μœ¨ μ›€μ§μž„μ€ μˆ˜μΆœκ°€κ²© 경쟁λ ₯ 등에 영ν–₯을 λ―ΈμΉ  수 μžˆμ–΄ νŠΉμ • κ΅­κ°€κ°€ μ˜λ„ν•˜λŠ” μ™Έν™˜μ‹œμž₯ μ˜€νΌλ ˆμ΄μ…˜μ˜ 동기와 이λ₯Ό λ‘˜λŸ¬μ‹Ό 이해관계 κ΅­κ°€κ°„ μΈμ‹μ˜ μ°¨κ°€ μžˆμ„ 경우 μƒν˜Έ 마찰의 원인이 될 수 μžˆλ‹€. 이에...
Persistent link: https://www.econbiz.de/10012842478
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이자율의 λΉ„λŒ€μΉ­λ°˜μ‘ μ—¬λΆ€λ‘œ μ‚΄νŽ΄λ³Έ ν†΅ν™”μ •μ±…μ˜ μ€‘κ°œκΈ°λŠ₯ 연ꡬ (An Analysis on the Intermediary Function of the Monetary Policy Using the Asymmetric Response of Interest Rate)...
Kim, Jinwoong - 2019
Korean Abstract: 쀑앙은행은 톡화정책 μˆ˜λ‹¨μ„ 톡해 μΈν”Œλ ˆμ΄μ…˜ 쑰절 및 여타 경기쑰절 λ“±κ³Ό 같은 경제 λͺ©ν‘œμ— λŒ€μ‘ν•˜κ²Œ λœλ‹€. μ΄λ•Œ ν†΅ν™”μ •μ±…μ˜ κ°€μž₯ μ€‘μš”ν•œ μˆ˜λ‹¨ 쀑 ν•˜λ‚˜λŠ” 이자율 μ •μ±…μœΌλ‘œ, 톡화정책을 μ‹€λ¬Ό 경제둜 νŒŒκΈ‰μ‹œν‚€λŠ”...
Persistent link: https://www.econbiz.de/10012901363
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인터넷뱅킹, κ²°μ œμ„±μ˜ˆκΈˆ 및 은행 μˆ˜μ΅μ„±κ³Όμ˜ 관계 뢄석 (The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability)
Chun, Bong Geul - 2015
Korean Abstract: μΈν„°λ„·λ±…ν‚Ήμ˜ 확산은 μ€ν–‰μ˜ λŒ€κ³ κ° 업무 λΉ„μš©μ„ μ ˆκ°ν•¨μœΌλ‘œμ¨ μ€ν–‰μ˜ κ²½μ˜μ„±κ³Όμ— 영ν–₯을 λ―ΈμΉ  κ²ƒμœΌλ‘œ κΈ°λŒ€ν•  수 μžˆλ‹€. κ·ΈλŸ¬λ‚˜ κ΅­λ‚΄μ—μ„œ 이루어진 μΈν„°λ„·λ±…ν‚Ήμ˜ νš¨κ³Όμ— λŒ€ν•œ μ—°κ΅¬λŠ” μ•„μ§κΉŒμ§€ μΌκ΄€λœ κ²°κ³Όλ₯Ό...
Persistent link: https://www.econbiz.de/10013026033
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The Out-of-Sample Predictability of Asymmetric Dependence of Portfolio Returns - The Multivariate Copula Distribution Function Approach (포트폴리였 수읡λ₯  λΆ„ν¬μ˜ λΉ„λŒ€μΉ­μ  μ˜μ‘΄μ„±μ˜ ν‘œλ³Έμ™Έ μ˜ˆμΈ‘κ°€λŠ₯μ„± : Copula...
Lee, Hojin - 2021
English Abstract: Armed with the copula distribution function that describes the asymmetric tail dependence, and the marginal distributions that capture the fat-tailed behavior, we estimate risk measures such as the Value-at-Risk and expected shortfall and evaluate whether those from the...
Persistent link: https://www.econbiz.de/10013220878
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Extended Two-Way Fixed Effects Quantile Cointegration Regression and its Application
Kim, Kiho - 2023
Korean Abstract: λ³Έκ³ λŠ” νŒ¨λ„ λΆ„μœ„νšŒκ·€ κ³ μ •νš¨κ³Ό λͺ¨ν˜•μ„ μΆ”μ •ν•  수 μžˆλŠ” μƒˆλ‘œμš΄ 좔정기법(Extended two-way Fixed Effects Quantile Cointegration Regression Estimator)을 μ œμ•ˆν•˜μ˜€λ‹€. κ°œμ²΄λ‚΄ λ³€ν™˜λœ μžλ£Œλ§Œμ„ μ„€λͺ…λ³€μˆ˜λ‘œ κ΅¬μ„±ν•˜λ©΄ λΆ„μœ„κ°€ 변함에도...
Persistent link: https://www.econbiz.de/10014346011
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Fixed Effects Quantile Estimations with Extended within Transformation and Their Application
Kim, Kiho - 2022
Korean Abstract: λ³Έκ³ μ—μ„œλŠ” λΆ„μœ„νšŒκ·€μ—μ„œ κ°œμ²΄λ‚΄ λ³€ν™˜(within transformation) 방식을 μ΄μš©ν•˜μ—¬ κ³ μ •νš¨κ³Όλͺ¨ν˜•μ„ μΆ”μ •ν•˜κ²Œ 되면 λΆ„μœ„μˆ˜κ°€ 달라져도 λΆ„μœ„νšŒκ·€ κ³„μˆ˜ μΆ”μ •μΉ˜κ°€ 항상 λ™μΌν•œ 값을 κ°–κ²Œ λ˜λŠ” μ‹¬κ°ν•œ λ¬Έμ œκ°€ λ°œμƒν•¨μ„...
Persistent link: https://www.econbiz.de/10014242000