종합주가지수를 이용한 시스템리스크 측정모형

최광신 금융감독원 2016 금융감독연구 Vol.3 No.1

Global financial crisis highlighted itself by the collapse of Lehman Brothers in September 2008 and brought down the world's financial system. It took huge taxpayer-financed bail-outs to shore up the industry and it became one of the prime duty for financial regulators to monitor systemic risk of financial industry. This paper intends to provide tools to detect the early warning signals of systemic breakdown and the distribution of risk among financial institutions and suggests Regime Switching Model by Chang et al. (2014) and SRisk by Brownlees and Engle (2012) as solutions. The results from analysis on Korean financial market from 2005 to 2010 show that suggested tools are successful in catching the early signals of a financial collapse and providing the distribution of risk among Korean financial institutions at the height of the crisis. This research also suggests that banking industry should be at the center of financial regulation in systemic risk control.

사이버교육의 영향요인이 학생만족도에 미치는 영향 : 학습자 및 교수와의 상호작용 효과를 중심으로 The Moderating Effects of Interaction between Student and Teacher

최광신,노진덕 한국정보전략학회 2002 한국정보전략학회지 Vol.5 No.2

The thesis examines an influencing factors such as learning, system, and administrative support variables on student's satisfaction in cyber-education. That is to study on the effectiveness of learning, system, and administrative support for cyber-education and how does student's interaction moderate influencing factors and student satisfaction. The study was carried out through literature and empirical study. The theory made previous study, based on which The hypotheses with some models were established. Questionnaire was used to verify the hypothesis. Korea Cyber-university students filled out the questionnaire. The result of hypothesis verification in this study is as follows : First, learning quality and evaluation showed a positive influence on the students' satisfaction in learning factors. And reliance of system, recognized learning media, contents showed a positive influence on the students' satisfaction in system factors. Administrative support factors showed a positive influence on the students' satisfaction. Second, the higher level of interaction between the teacher and the student is likely to convey more satisfaction. The factors examined are the learning process, the learning evaluation, the support for the academic affairs, and the variety of course etc An interesting findings emerged throughout the analysis, showed that learning factor and administrative support factor were rather acting as the moderators.

Followership이 직무만족과 조직몰입에 미치는 영향 : 임파워먼트(Empowerment)의 조절효과를 중심으로 The Role of Empowerment as a Moderator

최광신 한국정보전략학회 1999 한국정보전략학회지 Vol.2 No.1

The purpose of this study is to define the concept of followership and of identify the influence of followship. The findings of this study are as follows. First, followership is significantly correlated to job satisfaction and organizational commitment. Second, the effective followers among followership styles have significantly the highest job satisfaction and organizational commitment. Third, the follower's job satisfaction in a high level of leader's empowerment have significantly a higher than that of a low level. But the organizational commitment in a high level have not significantly a higher than that of a low level.

리더십연구 속에서 팔로어의 개념과 관점에 관한 연구

최광신 한국정보전략학회 2000 한국정보전략학회지 Vol.3 No.1

The purpose of this study is to reform a viewpoint and to define a concept to followers in leadership research. Becauss the role of follower is vary important in intelligent management of 21C, the concern to followership is to increase in the leadership research. But most people thinks that follower is subordinative, submissive, passive man. This study is using theoretical approach. The results of this study ars as follows. First, The follower is not equal subordination, submissiveness, and passivity. The follower have equality with leader, positive behavior, perform of subjective role, participate to vision establishment, and hold of information. Therefore the traditional concept of follower in leadership have to form new followership paradigm. Second, a viewpoint to followers in leadership theories is to classify 7 groups: 1) object, 2) motivation, 3) growth training, 4) following, 6) support, 6) substitution, 7) exchangs. And 7 groups are to classify 3 part: 1) leader-centered theory, 2) follower-centered theory, 3) leader and follower-centered theory. The motivation, growth training, and following are leader-centered theory, the support and substitution are follower-centered theory, and the object and exchange are leader and follower-centered theory.

다문화가정의 의사소통이 삶의 질에 미치는 영향 : 문화적응스트레스의 매개효과 검증

최광신,위홍복,서성교 국제다문화의사소통학회 2015 다문화의사소통 Vol.4 No.-

A foreigner of international marriage increase in Korea. Due to cultural differences and linguistic problems, there is a lot of difficulties in communication. Marriage migrant women get stressed a stress in culture adjustment, and decreased the quality of life. The total sample was composed of 81 members of multicultural family. The results of hypothesis testings are as follows: Communication of multicultural family has significantly decrease stress in culture adjustment, and stress in culture adjustment has significantly decrease quality of life. But communication of multicultural family has significantly increase quality of life. Lastly, stress in culture adjustment mediates between communication of multicultural family and quality of life.

빅데이터를 활용한 전남 동부권 관광활성화 연구: 여수시, 순천시, 광양시, 고흥군을 중심으로

최광신 한국해양관광학회 2022 해양관광학연구 Vol.15 No.3

The purpose of this study is to find ways to vitalize tourism in the eastern region of Jeollanam-do by analyzing tourism big data of Korea Tourism DATA Lab to revitalize tourism after COVID-19. Based on big data(mobile communication KT, navigation, and credit card) , we compared and analyzed visitor inflow, lodging visitor ratio, stay time, activity, and consumption between Yeosu, Suncheon, Gwangyang, and Goheung. As a result of the analysis, As for the influx of visitors by age, Yeosu and Suncheon were in their 30s and younger, Gwangyang in their 30s and 50s, and Goheung in their 50s and older. In the case of lodging visitors, Yeosu and Goheung had relatively higher rates than Suncheon and Gwangyang, and the ratio of no-night stays was low. The residence time was shorter in Yeosu and Suncheon compared to Gwangyang and Goheung. The type of tourism activity, Suncheon was via type, while Yeosu, Gwangyang, and Goheung were experiential types. In volumes of navigation search keyword, Yeosu showed relatively high results compared to other regions. Food was the number one search keyword, but nature tourism was the number one search keyword in Goheung. Looking at the top 10 search destinations in each region, except for Yeosu, 2-3 search destinations(Jorye Lake Park, Golf Zone, Starbucks, etc.) of other regions were difficult to see as tourist destinations for outsiders. As a result of this study, the vitalization plan required the establishment of a cultural tourism support center in the Jeonnam eastern region, the positioning of tourism and the creation of differentiated values, and the development and investment of tourism products that reflect changes in future trends. -

전통적 팔로어십과 역동적 팔로어십에 관한 비교연구

최광신 숙명여자대학교숙명리더십개발원 2007 숙명리더십연구 Vol.5 No.-

조직환경의 변화는 피라미드형 조직에서 수평형 조직으로 조직구조를 변화시키고 있으며, 이러한 조직구조는 리더십과 팔로어십에 대한 개념 및 영향요인에 변화를 가져 오고 있다. 본 연구의 목적은 팔로어십의 활성화를 위해 팔로어십 연구의 접근방법을 제시하고, 역동적 팔로어십에 대한 개념을 새로이 정리하고, 그 영향요인을 도출하는데 있다. 이에 팔로어십 연구의 접근방법으로 리더십과 다른 독자적인 영역을 갖는 접근방법(Kelley의 팔로어십, 효과적인 팔로어 특성, 역동적 팔로어십 등)과 리더십연구와 연계하거나 통합시킨 접근방법 (리더십과 팔로어십간의 영향력, 리더십과 팔로어십간의 짝, 역할리더십 등)을 제시하였다. 또한 피라미드형 조직에서 추종자로서 팔로어들을 보는 시각을 전통적 팔로어이라고 비판하고 수평적 조직에서 주체자로서 팔로어들을 보는 시각을 역동적 팔로어로 보았으며, 역동적 팔로어십에 영향을 미치는 요인으로 역동적 업무수행능력(전문가적 업무처리능력, 자원으로 자기관리, 창의적인 사고와 협력적인 업무추진, 필요 자원의 요구 등), 역동적 참여 및 수용(자발적 참여, 상사나 전문가의 코칭 수용 등), 역동적 관계형성(고객과의 신뢰관계형성, 상사와 동료와의 협력관계형성, 조직내외 인적네트워크 구축)을 도출하였다. A organization structure have been transferred from hierarchical organization to horizontal organization. In the leadership studies so far, the follower has been regarded as a passive figure leaded by the leader. But the horizontal organization is emphasized the dynamical role of followers. It requires a new perspective on the role of the leader and the follower. Therefore, the purpose of this study demonstrate the approach method of followership study, the concept of dynamic followership, and the factors of the effects on dynamic followership in horizontal organization. The results of this study are as follows. First, the approach method of followership study insist on the independent research centered followership and the associate-mixed research with leadership. Second, the dynamic followership behave as initiative follower, not as the passive follower with leader for organizational perfonnance. Third, the factors of the effects on dynamic followership are composed of the dynamic competence factor of job performance, the dynamic participation and acception factor, and the dynamic relationship factor.

LMX의 질에 따라 정보추구행동이 조직사회에 미치는 영향

최광신 한국정보전략학회 2003 한국정보전략학회지 Vol.6 No.1

Nowadays organization environment can be characterized by technique exploitation, knowledge development and member's feature of variety, and it is getting more and more necessary and important to organizational socialization. This paper is suggest that information seeking behaviors(job information and performance information) show a partial influence on organizational socialization(role clarification, performance efficacy, feeling of acceptance, and social integration), and information seeking behaviors are partially connected to the LMX quality-based information seeking behavior. In order to verify hypotheses, the questionnaire has been administerd to 76 workers in 15 firms that had located many years at Chonnam. The results of this survey are as follows: First, the role clarification and the performance efficacy showed a positive influence on performance information. Second, the quality of LMX was serving as the moderators between the job information and the performance efficacy.

생산, 물가, 이자율에 대한 통화효과의 재조명: 한국경제의 경우

최광신 ( Kwang Shin Choi ),안승찬 ( Seung Chan Ahn ) 서강대학교 시장경제연구소 (구 서강대학교 경제연구소) 2012 시장경제연구 Vol.41 No.1

뉴 케인지안 경제모형에 의하면 통화정책은 실물경제변수에 아무런 영향도 주지 않는다. 통화량이 균형 생산량, 물가, 그리고 이자율을 결정하는 인자가 아니기 때문이다. 그러나 최근, Favara and Giordani (2009)는 미국데이터를 VAR 방법으로 분석하여, 통화충격이 실물 경제에 통계적으로 유효한 영향을 미치고 있음을 보여 주었다. 본 논문은 그들의 결과가 다른나라의 경제에도 적용되는지를 확인하기 위하여, 그들의 분석 방법을 한국 데이터에 적용해 보았다. 본 논문의 분석에 의하면, 통화충격은 한국 실물경제에 유효한 영향을 주지 않는 것으로 보인다. 이 결과는 통화정책의 효과가 경제구조에 따라 다를 수 있음을 보여 준다. The New Keynesian model of monetary policy predicts no role of monetary aggregates; that is, the quantity of money is not a determinant of the equilibrium levels of output, prices, and interest rates. Recently, Favara and Giordani (2009) evaluated the empirical validity of this prediction by estimating the effects of monetary shocks on other macroeconomic variables using a vector autoregression (VAR) analysis. Their empirical results provide evidence against the New Keynesian monetary model. In this paper, we apply their estimation method to the data from South Korea. Differently from theirs, our empirical results indicate that monetary shocks have little predictive power for output, price, and interest rate, as the New Keynesian models predict. This finding suggests that the role of money may be country-specific.

K-SuperCast: 빅데이터를 이용한 GDP 성장률 적시예측 시스템

최광신(Kwang-shin Choi) 한국데이터정보과학회 2019 한국데이터정보과학회지 Vol.30 No.4

본 연구는 빅데이터 기반 GDP 성장률 예측 시스템인 K-SuperCast를 소개한다. K-SuperCast는 기존의 시계열 자료 기반 GDP 성장률 예측시스템이 가졌던 설명변수의 종류나 시간범위에 대한 제약을 완화하여 예측의 신뢰성을 강화한다. 신뢰성 검증결과 본 모형은 이용 가능한 자료가 늘어날수록 예측치가 실제 값에 근접했으며, 백테스팅(Back-testing)에서도 예측치와 실제값의 편차가 크지 않고 편차값이 0을 중심으로 고르게 분포하여 예측수단으로서 유용성을 보여준다. K-SuperCast 분석결과는 우리나라의 GDP 성장률을 결정하는 요인이 크게 [1. 기업의 전망과 현재상황 2. 건설 및 부동산 3. 임금 및 노동]의 세가지이므로 시스템의 안정성 감독을 위해 해당 요소들을 면밀히 관찰하도록 요구한다. This study introduces K-SuperCast, a big data-based GDP growth forecasting system. K-SuperCast strengthens the reliability of forecasts by mitigating the limitations on the type and time range of explanatory variables that the existing GDP growth prediction models based on time series data had. Reliability test results are as follows: K-SuperCast satisfies consistency condition with finite samples and back-testing shows that the deviation between the prediction and the actual value is evenly distributed around zero. These results show that K-SuperCast has practical usability. Finally, results suggest three main factors that determine GDP growth rate and they are [1. Corporate performance and prospect], [2. Construction and real estate] and [3. wages and labor], so we need to closely monitor these factors to supervise the stability of the financial system.