이자율과 주가 변동성

구본일 연세대학교 경영연구소 1998 연세경영연구 Vol.35 No.2

주가 수익률 변동성의 정확한 추정은 자산가격결정모형들의 정확한 검증이나 파생금융상품 가격결정의 정확성 등의 분야에 필수 불가결한 요소이다. 이 변동성의 추정에 있어서 거래량을 설명변수로 도입하여 그 정확성을 높이려는 연구는 활발히 진행되었다. 그러나, 거래량에 비해서 주가 수익률의 결정에 더 분명한 관련이 있는 이자율을 설명변수로 채택한 연구는 의외로 찾아보기 힘들다. 본 연구는 국내에서 아직 활발하게 전개되지 않은 이 분야의 실증분석을 수행하였다. 주간 주가 및 이자율 데이터를 사용한 검증 결과, 전기의 기대하지 않았던 금리수준의 상승이 현재의 주가 수익률의 변동성에 유의적인 영향력을 가지는 것으로 나타났다. 그러나, 검증모형에 따라 결과의 일관성이 부족하여 더 확대된 데이터를 이용한 추가적인 실증분석의 필요성이 제기되었다.

Pulmonary Echinococcosis - A Case Report -

고일향,이진,구본일,손광현 인제대학교 1986 仁濟醫學 Vol.7 No.1

Pulmonary Echinococcosis (폐포충증)은 아직까지는 우리나라에서 보기드문 질환인 바 근래 국제 교류가 빈번해지면서부터 문제가 되기 시작하고 있으며, 특히 중동 지역에서 근무한 병력이 있는 환자에서 발생한 국내 보고가 수 예 있을 뿐이다. 저자들의 수술 치험 1례를 보고하는 바이다. Echinococcosis (hydatid disease) is endemic to the Mediterranean region, South America, Australia, and New Zealand where livestock, especially, sheep, are kept. The disease is considered to be rare in this country. However, recently, with increasing numbers of Koreans visiting those countries where hydatid disease is endemic especially Mid East region, the reports of hydatidosis are increasing, in the liver, but very rarelly in the lung. Authors experienced a case of pulmonary hydatid disease in the 30 year old male which was removed surgically on July 1985. We report the case to emphasize the need to consider this condition adding to other differential diagnosis of the mass lesion in the lung in our country and the literatures reviewed.

The Effects of Transplanting Time and Meteorological Change to Variation of Phyllochron of Rice

Ku, Bon-Il,Choi, Min-Kyu,Kang, Shin-Ku,Lee, Kyung-Bo,Park, Hong-Kyu,Park, Tae-Seon,Ko, Jae-Kwon,Lee, Byun-Woo The Korean Society of Crop Science 2010 Korean journal of crop science Vol.55 No.3

This study was performed at Rice and Winter Cereal Crops Department of NICS during 2007 and 2008 to investigate the characteristics of rice leaf emergence and to obtain basic data which can be used for rice growth simulation model by which we can forecast rice growth stage and heading date accurately under different cultivars, transplanting date, and climatic conditions. To confirm leaf emergence rate according to rice maturing ecotype, we surveyed the leaf emergence rate and heading date of Unkwangbyeo, Hwayoungbyeo and Nampyeongbyeo which are early maturing, medium maturing and medium-late maturing cultivars, respectively, according to seedling raising duration and transplanting time. When seedling duration was 15 days, the growth duration between transplanting time and completion of flag leaf emergence on main culm were 51.5~78.3 days in Unkwangbyeo, 55.3~87.9 days in Hwayoungbyeo and 58.4~98.4 days in Nampyeongbyeo, respectively. When seedling duration was 30 days, they were 50.1~75.5 days in Unkwangbyeo, 52.4~84.7 days in Hwayoungbyeo and 56.4~93.8 days in Nampyeongbyeo, respectively. As transplanting time delayed, the emerged leaf number after transplanting decreased in all rice cultivars. The cumulative temperature between transplanting time to completion of flag leaf elongation on main culm were $1,281^{\circ}C{\sim}1,650^{\circ}C$ in Unkwangbyeo, $1,344^{\circ}C{\sim}1,891^{\circ}C$ in Hwayoungbyeo and $1,454^{\circ}C{\sim}2,173^{\circ}C$ in Nampyeongbyeo, respectively. Leaf emergence rate on main culm were precisely represented by equation, y = $y_0$ + a / [1 + exp( - (x - $x_0$) / b)]^c, when we used daily mean temperature as variable.

암 환자에 대한 한국어판 FACIT-호흡곤란 10개 항목 단축형 설문지의 신뢰도와 타당도 분석

Bon-il Ku,오덕원,Min-ji Lee,Seong-kyeong Kim 한국전문물리치료학회 2020 한국전문물리치료학회지 Vol.27 No.2

Background: The Functional Assessment of Chronic Illness Therapy (FACIT) for Dyspnea was developed to assess multidimensional dyspnea using two subscales (experience of dyspnea and functional limitation) and a total score.Objects: This study aimed to assess the reliability and validity of the Korean version of the FACIT-dyspnea 10-item short form questionnaire (FACIT-dyspnea-K).Methods: Subjects were 163 patients with cancer. Dyspnea-related scales (modified Medical Research Council scale [mMRC], European Organization for Research and Treatment of Cancer Quality of Life Questionnaire-Core 30 [EORTC QLQ-C30], Hospital Anxiety and Depression [HAD], and WHO Performance Scale) were used to validate the FACIT-dyspnea-K.Results: Internal consistency was confirmed by Cronbach’s alpha values of 0.90 and 0.95 in factors 1 and 2, respectively. Convergence validity was determined by comparing the two factors and total score of the FACIT-dyspnea-K with conceptually related assessment tools measuring the physical and emotional effects of dyspnea, with which correlations ranged from 0.364 to 0.567. Criterion validity was established by significant differences in the FACIT-dyspnea-K score between groups when the patients were classified by performance status as assessed by the WHO performance scale. Furthermore, the FACIT-dyspnea-K showed notable correlations with other dyspnea scales (mMRC, EORTC QLQ-C30, and HAD) for cancer patients (r = 0.28 to 0.54). The test-retest reliability of the two factors and total score of the FACIT-dyspnea-K appeared to be excellent (Cronbach’s alpha = 0.96 to 0.97).Conclusion: This study supports FACIT-dyspnea-K as a valid and reliable instrument to assess the dyspnea experience of cancer patients in clinical settings.

Variation of ripening and quailty of processing rice cultivars depending on weather conditions in north central area of Korea

Bon Il Ku,Man Kee Baek,Man Kee Baek,Jieun Kwak,Jeong Heui Lee 한국육종학회 2023 한국육종학회 공동학술발표집 Vol.2023 No.-

The Variation of Rice Growth and Yield According to a Rise in Temperature by Global Warming

Bon-Il Ku,Hong-Kyu Park,Min-Kyu Choi,Tae-Seon Park,Young-Doo Kim,Jae-Kwon Ko 한국작물학회 2010 한국작물학회 학술발표대회 논문집 Vol.2010 No.04

This study was carried out to confirm the effects of climate change to growth, yield and quality of rice by the global warming. By the study of Korea Meteorology Administration, the temperature of Korea increased 0.95℃ during last 34 years and the width of temperature increase be on an increasing trend gradually. As temperature increases, rice is faced with critical change such as growth duration shortening, heading acceleration, yield decrease and quality deterioration. So, we studied the rice growth and yield change by the temperature increase. To confirm the effects of temperature increase, rice cultivars such as early maturing Unkwangbyeo, medium maturing Hwayoungbyeo and late maturing Nampyeongbyeo were transplanted on 1, 15, 30 of June inner transparent vinyl house which was treated by different temperature. The increased mean temperature were 1.4℃~3.5℃, respectively, compared to outer field. The growth duration from transplanting to heading were shortened by the temperature increase. In June 1 transplanting, especially the growth duration of early maturing Unkwangbyeo was shortened greatly by temperature increase. As temperature increases, rice yield decreased in most cases. In 1.4℃ temperature increase, rice yield of June 15 transplanting were higher than those of other transplanting, but in 2.1℃ or more temperature increase, the rice yield of June 30 transplanting were similar or more than those of other transplanting.

The Effects of Transplanting Time and Meteorological Change to Variation of Phyllochron of Rice

Bon-Il Ku,Min-Kyu Choi,Shin-Ku Kang,Kyung-Bo Lee,Hong-Kyu Park,Tae-Seon Park,Jae-Kwon Ko,Byun-woo Lee 韓國作物學會 2010 한국작물학회지 Vol.55 No.3

This study was performed at Rice and Winter Cereal Crops Department of NICS during 2007 and 2008 to investigate the characteristics of rice leaf emergence and to obtain basic data which can be used for rice growth simulation model by which we can forecast rice growth stage and heading date accurately under different cultivars, transplanting date, and climatic conditions. To confirm leaf emergence rate according to rice maturing ecotype, we surveyed the leaf emergence rate and heading date of Unkwangbyeo, Hwayoungbyeo and Nampyeongbyeo which are early maturing, medium maturing and medium-late maturing cultivars, respectively, according to seedling raising duration and transplanting time. When seedling duration was 15 days, the growth duration between transplanting time and completion of flag leaf emergence on main culm were 51.5~78.3 days in Unkwangbyeo, 55.3~87.9 days in Hwayoungbyeo and 58.4~98.4 days in Nampyeongbyeo, respectively. When seedling duration was 30 days, they were 50.1~75.5 days in Unkwangbyeo, 52.4~84.7 days in Hwayoungbyeo and 56.4~93.8 days in Nampyeongbyeo, respectively. As transplanting time delayed, the emerged leaf number after transplanting decreased in all rice cultivars. The cumulative temperature between transplanting time to completion of flag leaf elongation on main culm were 1,281~circC~1,650~circC in Unkwangbyeo, 1,344~circC~1,891~circC in Hwayoungbyeo and 1,454~circC~2,173~circC in Nampyeongbyeo, respectively. Leaf emergence rate on main culm were precisely represented by equation, y = y0 + a / [1 + exp( - (x - x0 ) / b)]c, when we used daily mean temperature as variable.

The variation of leaf emergence rate and heading date when cultivating early maturing cultivar, Unkwangbyeo, in Honam plain area

Bon-Il Ku,Weon-Young Choi,Hong-Kyu Park,Nam-Hyun Back,Young-Joon Mo,Young-Doo Kim,Jae-Kwon Ko 한국작물학회 2008 한국작물학회 학술발표대회 논문집 Vol.2008 No.10

This study was carried out to develop rice growth model when cultivate early maturing rice cultivar, Unkwangbyeo, in Honam plain area. To confirm leaf emergence rate and variation of heading date, we transplanted 15 day and 30 day old seedling on May 1, May 15, May 31, June 15, June 30, respectively. The growth duration between transplanting and completion of leaf emergence on main culm were 50.1~78.3 days in 2007 and 47.5~74.7 days in 2008. Growth duration diminished gradually as transplanting time delayed, but the difference of growth duration by transplanting time were more bigger than that of seedling day. The emerged leaf number after transplanting on main culm were 8.9~10.9 in 2007 and 8.4~10.9, respectively. The emerged leaf number diminished as transplanting time delayed, but the difference of emerged leaf number by transplanting time were more bigger than that of seedling day. The cumulative temperature between transplanting and completion of leaf emergence on main culm were 1,281~1,650℃ in 2007 and 1216~1560℃ in 2008. The solar radiation between transplanting time and completion of leaf emergence on main culm were 709~1,245MJ/㎡ in 2007 and 722~1,220 MJ/㎡ in 2008. The sunshine hours between transplanting time and completion of leaf emergence on main culm 234~433 hours and 238~431 hours, respectively.

주식간 유동성차이에 영향을 주는 주식속성변수의 탐색(探索)

구본일(Bon Il Ku) 한국증권학회 1994 한국증권학회지 Vol.16 No.1

평균-VaR 기준과 최적 포트폴리오 선택

구본일 ( Bon Il Ku ),엄영호 ( Young Ho Eom ),추연욱 ( Youn Wook Choo ) 韓國財務管理學會 2009 財務管理硏究 Vol.26 No.1