• 재무관리연구
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• 제21권2호
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• pp.125-151
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• 2004

본 연구는 1998년 7월 1일부터 2003년 12월 31일까지 국내 주요 채권현물(spot market)시장(콜금리, 3년물 및 5년물 국채, 3년물 회사채)에 대한 미국 장단기 국채 현물시장(3개월물 T-bill, 5년물 T-note, 10년물 T-bond)의 가격발견(price discover)기능에 대한 분석을 실시하였다. 전체분석기간을 채권시가평가제도가 도입된 2(in년 7월 1일 전후로 나누어 변동성이전효과 여부를 시간변동 일변량(univariate) AR(1)-GARCH(1,1)-M모형을 이용하여 추정하였으며, 주요 분석결과는 다음과 같다. 첫째, 전체분석 기간동안 국내 콜금리, 3년물 및 5년물 국채, 3년만기 회사채에 대한 미국 3개월물 T-bill, 5년물 T-note 및 10년물 T-bond의 변동성이전효과(volatility spillover effect)가 1%수준에서 통계적으로 유의하게 존재하는 것으로 나타났다. 둘째, 채권시가평가제도 도입이전보다는 도입이후에 조건부 변동성이전효과가 더 강하고 지속적인 것으로 나타났으며, 특히 미국의 3개월물 T-bill 및 5년물 T-note보다는 대표적인 장기금리인 10년물 T-bond 금리는 국내 주요금리에 대한 조건부평균 및 변동성이전효과가 통계적으로 유의한 수준에서 모두 존재하는 것으로 나타났다. 이러한 분석결과는 주식시장을 이용한 변동성이전효과와 마찬가지로 IMF 외환위기 이후 국내자본시장개방 및 정보통신발달에 따른 국제자본시장통합(int'1 capital market integration)에서 기인하는 것으로 보인다. 또한 이러한 채권시장의 변동성이전효과에 대한 이해는 국내채권 투자자들의 자본자산가격결정(valuation), 위험관리(risk management) 및 국제포트폴리오관리 (int'1 portfolio management) 측면에 다소 시사점이 있을 것으로 여겨진다.다중회귀분석에서 각각 일관되게 관찰할 수 있었다. 또한 이러한 결과는 IMF 이후에도 여전히 유지되는 것으로 나타났다.과와는 별개의 PER효과가 여전히 존재하며, 다만 이 PER 효과는 전통적 의미의 일반적으로 낮은 PER종목이 초과수익률을 내는 것이 아니라, 기업규모가 크더라도 그 기업의 개별특성을 고려했을 때 이와 비교해 상대적으로 PER가 낮은 종목에 투자하면 초과수익을 낼 수 있음을 의미한다. 발견하였다.적 일정하게 하는 소비행동을 목표로 삼고 소비와 투자에 대한 의사결정을 내리고 있음이 실증분석을 통하여 밝혀졌다. 투자자들은 무위험 자산과 위험성 자산을 동시에 고려하여 포트폴리오를 구성하는 투자활동을 행동에 옮기고 있다.서, Loser포트폴리오를 매수보유하는 반전거래전략이 Winner포트폴리오를 매수보유하는 계속거래전략보다 적합한 전략임을 알 수 있었다. 다섯째, Loser포트폴리오와 Winner포트폴리오를 각각 투자대상종목으로써 매수보유한 반전거래전략과 계속거래 전략에 대한 유용성을 비교검증한 Loser포트폴리오와 Winner포트폴리오 각각의 1개월 평균초과수익률에 의하면, 반전거래전략의 Loser포트폴리오가 계속거래전략의 Winner포트폴리오보다 약 5배정도의 높은 1개월 평균초과수익률을 실현하였고, 반전거래전략의 유용성을 충분히 발휘하기 위하여 장단기의 투자기간을 설정할 경우에 6개월에서 36개월로 이동함에 따라 6개월부터 24개월까지는 초과수익률이 상승하지만, 이후로는 감소하므로, 반전거래전략을 활용하는 경우 주식투자기간은 24개월이하의 중단기가 적합함을 발견하였다. 이상의 행태적 측면과 투자성과측면의 실증결과를 통하여 한국주식시장에 있어서 시장수익률을 평균적으로 초과할 수 있는 거래전략은 존재하므로 이러한 전략을 개발 및 활용할 수 있으며, 특히, 한국주식시장에 적합한 거래전략은 반전거래전략이고, 이 전략의 유용성은 투자자가 설정한 투자기간보다

• Bulletin of the Korean Chemical Society
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• 제27권9호
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• pp.1353-1358
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• 2006

We investigated in vitro T-cell inhibitory activity and bioavailability of small chemical inhibitors for Lck SH2 domain, which had a different scaffold such as an amide bond, reduced amide bond, N-methyl amide bond, thioamide bond, and urethane bond. Each of these compounds, with its particular scaffold, showed a different logP value, stability against serum enzyme, stability in buffer solution, and in vitro T-cell inhibitory activity. Overall results indicated that the SH2 inhibitor containing urethane bond can be a new lead compound because of its superior bioavailability, potent in vitro T-cell inhibitory activity, and facile synthesis.

• 한국공작기계학회:학술대회논문집
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• 한국공작기계학회 2004년도 추계학술대회 논문집
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• pp.98-107
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• 2004

The objectives of this research are to establish the criteria of peel occurrence considering the shape of bond terminus and to compare the strength properties of some adhesive joints. The criteria of feel occurrence at the bond terminus was suggested. Peel loads of some adhesive joint(butt joint, T -shape specimen, single lap joint) were determined from tensile tests. Principal stress distributions of these joints were determined from finite element method analysis. Then, peel occurrence was estimated with intensity of stress singularity ' $K_{prin.}$' when the terminus shape was square, with average principal stress when the terminus shape was rounded. The conclusions are summarized as follows; (1) In the non-filleted model(e.g., butt joint, T-shape specimen), principal stress shows singularity at the bond terminus, intensity of stress(principal stress) singularity ' $K_{prin.}$&apso; can use as the criteria of peel occurrence at the bond terminus. (2) In the filleted model(e.g., single lap joint), principal stress doesn't show singularity at the bond terminus. Average principal stress can use as the criteria of peel occurrence at the bond terminus.'t show singularity at the bond terminus. Average principal stress can use as the criteria of peel occurrence at the bond terminus.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 2003년도 가을 학술발표회 논문집
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• pp.211-213
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• 2003

Evaluation of bond strength of a fire-damaged reinforced concrete structure for determining whether to reuse, reinforced, or abandon the structure is very important. Recently, calculating method for changes in bond strength of rebars is proposed by C. Chiang. The equation is relating the ratio of residual bond strength, R, to temperature, T, and exposure time, t. This study presented and verified a general process for evaluating damage to bond strength of RC structure arising from high temperature.

• Bulletin of the Korean Chemical Society
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• 제20권4호
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• pp.445-450
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• 1999

Molecular dynamics (MD) simulation of non-rigid H-Y zeolite framework are performed at 298.15 and 5.0 K. Usual bond stretching, bond angle bending, torsional rotational, and non-bonded Lennard-Jones and electrostatic interactions are considered as intraframework interaction potentials. Calculated atomic parameters are in good agreement with the experiment, which indicates the successful reproduction of the framework structure and its motion. Both calculated bond lengths and bond angles are also in good agreement with the experiment except generally for a little longer bond lengths and a little smaller T-O-H bond angles. The calculated overall site occupation of HI keeps the order O(2) > O(3) > O(4) > O(t) at 298.15 K, which is very different from the experimental prediction, O(l) > O(3) > O(2) at 5 K. Calculated IR spectra of the H-Y zeolite framework show that most of the main peaks of the O-H bonds are in the broad region 3700-5000 cm-1 and that the O-T stretching bands appeared in 0-2000 cm-1 and at 2700 cm-1

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.487-493
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• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• 콘크리트학회지
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• 제6권4호
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• pp.92-101
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• 1994

PS 강선의 정착부착성능에 대한 새로운 해석방법을 소개하였다. 이 모델에서, 정착부착 길이는 탄생 영역과 소성영역으로 구분되었다. 탄성영역에서 부착응력은 최대 부착응력에 도달된 때까지 슬립과 비례하여 증가하고, 소성영역에선 최대 부착응력으로 균일하게 분포됨을 가정하였다. 정착부착 길이 내에서 부착응력, 슬립, 강선응력, 콘크리트응력 분포를 결과를 얻을 수 있었고, 전체 정착부착 길이와 자유단에서 슬립에 대한 결과치는 최근 Cousins et al.의 실험 결과치와 유사하였다.

• 한국공작기계학회논문집
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• 제14권5호
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• pp.62-73
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• 2005

The objects of this research are to establish the criteria of peel occurrence considering the shape of bond terminus and to compare the strength properties of adhesive joint of different three type such as butt joint, T-shape, and single lap Joints. The criteria of peel occurrence at the bond terminus was suggested. Peel loads of three type adhesive joint (butt Joint, T-shape specimen, single lap joint) were determined from tensile tests. Principal stress distributions of these joints were determined from finite element method analysis. Then, peel occurrence was estimated with stress singularity factor$(K_{prin})$ when the terminus shape was square, with average principal stress when the terminus shape was rounded. The conclusions are summarized as follows; (1) In the non-filleted model(e.g., butt joint, T-shape specimen), principal stress shows singularity at the bond terminus, intensity of stress(principal stress) singularity $(K_{prin})$ can use as the criteria of peel occurrence at the bond terminus. (2) In the filleted model(e.g., single lap joint), principal stress has not affected singularity at the bond terminus. Average principal stress$(K_{av})$ can use as the criteria of peel occurrence at the bond terminus.

• The Journal of Advanced Prosthodontics
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• 제8권6호
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• pp.504-510
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• 2016

PURPOSE. Polyamide polymers do not provide sufficient bond strength to auto-polymerized resins for repairing fractured denture or replacing dislodged denture teeth. Limited treatment methods have been developed to improve the bond strength between auto-polymerized reline resins and polyamide denture base materials. The objective of the present study was to evaluate the effect of surface modification by acetic acid on surface characteristics and bond strength of reline resin to polyamide denture base. MATERIALS AND METHODS. 84 polyamide specimens were divided into three surface treatment groups (n=28): control (N), silica-coated (S), and acid-treated (A). Two different auto-polymerized reline resins GC and Triplex resins were bonded to the samples (subgroups T and G, respectively, n=14). The specimens were subjected to shear bond strength test after they were stored in distilled water for 1 week and thermo-cycled for 5000 cycles. Data were analyzed with independent t-test, two-way analysis of variance (ANOVA), and Tukey's post hoc multiple comparison test (${\alpha}=.05$). RESULTS. The bond strength values of A and S were significantly higher than those of N (P<.001 for both). However, statistically significant difference was not observed between group A and group S. According to the independent Student's t-test, the shear bond strength values of AT were significantly higher than those of AG (P<.001). CONCLUSION. The surface treatment of polyamide denture base materials with acetic acid may be an efficient and cost-effective method for increasing the shear bond strength to auto-polymerized reline resin.

• 대한전기학회논문지
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• 제41권5호
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• pp.483-491
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• 1992

Plasma silicon oxynitride film has been applied as a final passivation layer for semiconductor devices, because it has high resistance to humidity and prevents from alkali ion's penetration, and has low film stress. Structure properties of plasma silicon oxynitride film have been studied experimentally by the use of FT-IR, AES, stress gauge and ellipsometry. In this experiment,Si-N bonds increase as NS12TO/(NS12TO+NHS13T) gas ratio increases. Peaks of Si-N bond, Si-H bond and N-H bond were shifted to high wavenumber according to NS12TO/(NS12TO+NHS13T) gas ratio increase. Absorption peaks of Si-H bond were decreased by furnace anneal at 90$0^{\circ}C$. The atomic composition of film represents that oxygen atoms increase as NS12TO/(NS12TO+NHS13T) gas ratio increases, to the contrary, nitrogen atoms decrease.