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선천모세혈관확장대리석피부의 임상 양상과 자연 경과: 후향적 단일기관 연구
이한재 ( Hanjae Lee ),박종서 ( Jong Seo Park ),김지원 ( Ji Won Kim ),김규한 ( Kyu Han Kim ) 대한피부과학회 2020 大韓皮膚科學會誌 Vol.58 No.3
Background: Cutis marmorata telangiectatica congenita (CMTC) is a rare congenital cutaneous anomaly characterized by persistent reticular skin lesion with a blue to purple color change. While the natural prognosis of the disease is generally considered good, limited data are available regarding the natural course of Korean patients with CMTC. Objective: To investigate the clinical features and natural course of Korean patients with CMTC. Methods: We performed a single-center retrospective study of 34 Korean patients diagnosed with CMTC at our institution between January 1999 and June 2019. Results: A slight female predominance was observed (male:female ratio, 1:1.4) and 82.4% of the patients were diagnosed before 2 years of age. Body asymmetry (32.4%) and other vascular anomalies (14.7%) were the two anomalies most frequently associated with CMTC. Most of the skin lesions developed on the lower extremities (67.6% lower extremity only, 20.6% lower extremity and other body regions) and 85.3% of the lesions occurred unilaterally. Among 25 patients with one or more follow-up evaluations, 20 (80.0%) showed spontaneous fading of the skin lesion. However, none showed a complete resolution. Finally, statistical analysis did not reveal any significant variable associated with the natural prognosis of CMTC. Conclusion: Korean patients with CMTC had similar clinical features and natural course as those described in the previous literature. Notably, a greater portion of the patients showed improvement in skin lesions compared to those in previous studies. However, complete resolution of the skin lesion seems to be rare, if not impossible. (Korean J Dermatol 2020;58(3):168∼173)
이한재(Han-Jae Lee) 한국산업경제학회 2012 산업경제연구 Vol.25 No.5
본 연구의 목적은 우리나라 주식시장의 외국인 투자가 환율과 주가에 미치는 영향을 검증하는 데 있다. 특히, 금융시장의 일별 환율수익률과 일별 지수수익률을 밤 수익률과 낮 수익률로 구분하여 외국인 순매수비율이 미치는 영향을 분석하였다. 그리고 세계 금융위기와 유럽 재정위기와 같은 세계 금융환경의 변화에 따라 외국인 투자가 환율과 주가에 미치는 영향이 변화하였는지의 여부를 분석하였다. 전체표본기간은 2006년 1월부터 2011년 12월까지를 선택하였으며, 세계 금융위기 이전과 유럽 재정위기 이전 및 이후의 3개 하위표본기간으로 나누어 분석하였다. 분석방법은 Granger 인과관계 분석,VAR모형 및 SVAR모형을 이용하여 검증하였다. 분석결과는 다음과 같이 요약될 수 있다. 첫째로 Granger 인과관계 검증 결과, KOSPI 일별 지수수익률이 외국인 순매수비율과 원/달러 일별 환율수익률을 선행하고, 외국인 순매수비율이 원/달러 일별 환율수익률을 선행하는 것으로 나타났다. 둘째로 VAR모형의 분석결과, 외국인 순매수비율은 원/달러 일별 환율수익률에는 영향을 주지만 KOSPI 일별 지수수익률에는 영향을 주지 못한 것으로 나타났다. 셋째로 SVAR모형의 분석결과, 유럽 재정위기 이후에 전일의 외국인 순매수비율이 밤의 환율수익률과 밤의 지수수익률의 모두에게 유의적인 영향을 미치는 것으로 나타났다. 이러한 결과는 외국인 투자가 환율과 주가에 영향을 미치는 결과로 해석할 수 있으며, 최근 세계 금융위기와 유럽 재정위기를 걸치면서 세계 경제환경의 변화에 따라 발생한 현상으로 본다. This study examine whether foreign investments affects exchange rate and stock price in Korean Stock Market. Also, this study try to separate daily exchange return and daily Index return to night and day return respectively, it investigated that net purchase of foreign ratio affects exchange rate and stock price. In my study, whole sample period is during Jan. 2006 to Dec. 2011, it could be separated three sub-periods, pre global economic crisis, during post global economic crisis to before Europe crisis and after Europe crisis. I use Granger causality test, VAR and structure-VAR model. Empirical results are follows : First, using Granger causality test, there exists a Granger causality from daily KOSPI index return to net purchase of foreign ratio and won-dollar exchange rate return, from net purchase of foreign ratio to won-dollar exchange rate return. Second, according to VAR model, net purchase of foreign ratio don’t affect daily KOSPI index return but won-dollar exchange rate return. Third, according to SVAR model, post Europe Crisis, net purchase of foreign ratio affect to won-dollar exchange rate return and KOSPI index return at night. These results could be translated for foreign investment affect to exchange rate and stock price, it caused by world economic situation has changed through global economic crisis and Europe crisis.
이한재(Lee Han-Jae),임희남(Yim hee-Nam),변상천(Byun Sang-Cheon) 조선대학교 지식경영연구원 2004 지역개발연구 Vol.9 No.2
This study investigates the usefulness of the beta which is calculated by distinguishing the betas of the upside markets and the downside markets in the Korean Stock Market through the method of Ang(2004) This study also investigates whether or not the returns of the downside betas and the upside betas after controlling the cross-sectional factors can be explained by the test methodology of Fama and MacBeth(l973). At last. this study investigates the robustness checks which investigates the relation between the betas and expected returns. The empirical study finds that betas and returns maintain the negative relationship and has the high statistical significance. This result. which also shown in both downside betas and upside betas. can only be consistently explained by the size effect in the list of cross-sectional returns effects. Therefore. the firm size is playing more important role than beta in explaining the cross-sectional returns in the Korean Stock Market. Finally. in the relationship between the expect returns (the size effect and the BE/ME ratio excluded) and the past betas. only the downside betas are statistically significant.