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임파워먼트와 직무교육이 사회복지사의 조직몰입에 미치는 영향
강상훈 한국산업교육학회 2022 산업교육연구 Vol.42 No.2
이 연구의 목적은 임파워먼트와 직무교육이 사회복지사의 조직몰입에 미치는 영향을 파악하여 사회복지서비스의 질을 향상하는 방안을 모색하는데 있다. 이러한 목적 을 달성하기 위하여 경상북도에 위치한 14개소의 종합사회복지관에 근무하고 있는 사회복지사 185명을 대상으로 전수조사를 시행하였다. 응답이 불성실한 설문지를 제외하고 총 178부의 자료를 최종 분석에 활용하였고 연구결과는 다음과 같다. 첫째, 임파워먼트는 조직몰입에 유의미한 영향을 주었으며, 구체적으로는 조직구성원 임파워먼트(하위), 클라이언트 변화 임파워먼트(하위), 자기 임파워먼트(하위) 순으로 유의미한 영향을 주었다. 둘째, 직무교육의 하위요인인 교육내용, 교육환경, 강사자질은 모두 조직몰입에 유의미한 영향을 주지 않았다. 셋째, 일반사회적 특성에서는 연령, 최종학력, 평균 급여에서 유의미한 차이가 검증되었다. 이러한 연구결과를 토대로 사회복지사의 조직몰입을 높여 사회복지서비스 수준을 향상할 수 있는 방안을 제시하였다.
Analyzing the Time-Frequency Lead-Lag Relationship between Bitcoin and Currencies Markets
강상훈 한국자료분석학회 2019 Journal of the Korean Data Analysis Society Vol.21 No.1
This study examines the co-movement and lead-lag casuality relationship between the bitcoin and five currencies using wavelet methods. This study focuses on the dependence and casuality relationships in different time scales (short-term, intermediate-term, and long-term scales). The wavelet method results provide three implications: (1) The continuos wavelet power analysis shows that bitcoin returns has a high power in the short and intermediate-term scales over the period from mid-2011 to 2014. (2) The cross wavelet power transformation indicates the strong covariances between bitcoin and currency returns over the periods from mid-2011 to 2014, and this covariance decayed. (3) The wavelet coherence results identify a high level of co-movement between the bitcoin and currency returns at intermediate and long-term scales and bitcoin leading CNY, JPY, and USDX (as arrows approach to the right and up) over periods 2017-2018. Therefore, we find the co-movement and lead-lag causability relationships between bitcoin and currency markets.
Co-movements between VIX and Emerging CDSs: A Wavelet Coherence Analysis
강상훈 한국자료분석학회 2018 Journal of the Korean Data Analysis Society Vol.20 No.6
The recent financial crises cause the co-movement and transmit the risk across different markets and assets. It is well known that market fear affects the quality of credit in the financial markets. In this context, this study examines the co-movement between the volatility index (VIX) of the Chicago Board Options Exchange (CBOE), or VIX, and six emerging countries’ credit default swaps (CDSs), by implementing wavelet coherence. Our research aims at revealing whether the VIX can be used to hedge against the bubble behavior of the CDS market in different investment holding periods (short-run, medium-run, and long-run), as well as whether either market can be used to manage and hedge overall market downside risks. The wavelet coherence results show a high degree of co-movement between the VIX and CDS during the 2007-2009 global financial crisis, across the 16-64 weeks’ frequency band. In addition, we observe that the positive correlation between the VIX and the CDS markets, implying that the market turmoil intensifies the co-movement between the VIX and CDS markets.
강상훈,윤성민 한국자료분석학회 2016 Journal of the Korean Data Analysis Society Vol.18 No.1
This study investigates the volatility spillover between gold futures and Singapore stock markets. To examine market contagion between these two markets, we utilize the bivariate DCC-GARCH model, and weekly closing spot price index series for Singapore stock market index as well as for gold futures prices from 2 January 1998 to 20 January 2015. We also consider the potential impacts of structural breaks on the volatility of these markets using the modified ICSS algorithm, and analyze time-varying hedge ratios based on estimates of the model. The result reveals significant volatility spillover between the two markets. In particular, we find a significant variability in the time-varying conditional correlation between these two markets during both bullish and bearish markets. After 2007 US subprime mortgage crisis, the correlation between the two markets become more strengthening, implying that a greater contagion effect exists between these two markets. This contagion evidence provides an important guideline on building optimal investment portfolios and developing global cross-market hedging strategies.
Dynamic Volatility Spillovers and Structural Breaks across Asian Emerging CDS Markets
강상훈 한국자료분석학회 2018 Journal of the Korean Data Analysis Society Vol.20 No.2
This study examines the contagion effect across the six Asian credit debt swaps (CDS) markets using the multivariate DECO-GARCH model. In addition, we also identify potential structural breaks, which are associated with the 2007-2009 global financial crisis (GFC). This crisis might intensify the dynamic equicorrelations, increasing the linkages of CDS markets. Our empirical results show strong evidence of equicorrelation in the volatility and significant dynamic spillovers across emerging CDS markets. Moreover, we find several structural breaks in Asian emerging CDS markets using ICSS algorithm. These structural breaks are associated with GFC of 2007-2008. Finally, these volatility spillover trends are more pronounced in the aftermath of the recent financial crisis, namely the GFC of 2007-2008. This implies that structural breaks intensify the spillovers across Asian CDS markets and diminishes the portfolio benefits in these credit markets. Thus, our finding supports the contagion effect of CDS markets during the market turmoils.
The Role of Credit Default Swaps in the Korean Stock Market
강상훈 한국자료분석학회 2016 Journal of the Korean Data Analysis Society Vol.18 No.1
This study investigated the role of credit default swaps (CDSs) as a hedge or safe haven asset against risk in the Korean stock market, including the KOSPI and five individual stocks (IBK, KEPCO, POSCO, Shinhan Bank and Samsung Electronics). To this end, this study applied the bivariate dynamic conditional correlation-fractional integrated generalized autoregressive conditional heteroskedasticity (DCC-FIGARCH) model to daily stock-CDS pairs for 2004–2014. The empirical results showed that CDSs serve as an effective hedge against risk in all individual stock indices. In addition, CDSs also play an important role as safe haven assets in times of extreme stock market volatility and during periods of financial crisis in the Korean stock market. These findings support the role of CDSs as strong hedges against risk in the Korean stock market. It seems that portfolio investors should purchase CDSs to protect against the risk of default (systematic) in the Korean stock market.
Osseous metaplasia showing heterotopic ossification in the maxillary sinus
강상훈,장정현 대한영상치의학회 2018 Imaging Science in Dentistry Vol.48 No.2
Radiopacity in the maxillary sinus can be observed in various conditions, such as in the presence of lesions in the maxillary sinus or as a sequela of maxillary sinus surgery. This report describes the case of a 57-year-old female patient who had no previous history of surgical treatment or traumatic injury of the nose or maxillary sinus. Both maxillary sinuses were indistinguishable on panoramic radiography and showed signs of radiopacity. Computed tomography images revealed that the maxillary sinuses were filled with bony tissue and exhibited signs of sinus mucosal thickening. Biopsy results showed fragments of trabecular bone with fibrous tissue.