• 제목/요약/키워드: monthly coefficient

검색결과 349건 처리시간 0.029초

Long-run and Short-run Causality from Exchange Rates to the Korea Composite Stock Price Index

  • LEE, Jung Wan;BRAHMASRENE, Tantatape
    • The Journal of Asian Finance, Economics and Business
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    • 제6권2호
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    • pp.257-267
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    • 2019
  • The paper aims to test long-term and short-term causality from four exchange rates, the Korean won/$US, the Korean won/Euro, the Korean won/Japanese yen, and the Korean won/Chinese yuan, to the Korea Composite Stock Price Index in the presence of several macroeconomic variables using monthly data from January 1986 to June 2018. The results of Johansen cointegration tests show that there exists at least one cointegrating equation, which indicates that long-run causality from an exchange rate to the Korean stock market will exist. The results of vector error correction estimates show that: for long-term causality, the coefficient of the error correction term is significant with a negative sign, that is, long-term causality from exchange rates to the Korean stock market is observed. For short-term causality, the coefficient of the Japanese yen exchange rate is significant with a positive sign, that is, short-term causality from the Japanese yen exchange rate to the Korean stock market is observed. The coefficient of the financial crises i.e. 1997-1999 Asian financial crisis and 2007-2008 global financial crisis on the endogenous variables in the model and the Korean economy is significant. The result indicates that the financial crises have considerably affected the Korean economy, especially a negative effect on money supply.

Seasonal Variation in Catchability of Penaeid Prawns in the Night-time Prawn Fishery in Albatross Bay, Gulf of Carpentaria, Australia

  • Park Young Cheol;Warburton Kevin;Die David J.
    • Fisheries and Aquatic Sciences
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    • 제5권2호
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    • pp.114-121
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    • 2002
  • A correction index of catchability (CIC) was derived using a 6 year research data set to examine the seasonal variation in catchability for the night time prawn fishery in Albatross Bay. CIC reflects the composite effect of the monthly variation in size selectivity, emergence­burying behaviour and population density variation of prawn populations. The values of CIC for four dominant species, Metapenaeus endeavouri, M. ensis, Penaeus semisulcatus and P. esculentus, were examined. The value of CIC for M. endeavouri varied substantially and was the highest in August. The values of CIC for M. ensis were high during November to March and the seasonality was weaker than that for M. endeavouri. The monthly variation in CIC for P. semisulcatus reflected the seasonal variation in population density, being high during November to February. These results suggest that the catch ability of P. esculentus is steady throughout the year but it varies greatly on a seasonal basis for M. endeavouri.

중년여성의 양생에 영향을 미치는 요인 (Factors Influencing Yangsaeng in Middle aged women)

  • 이수정;김애경
    • 기본간호학회지
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    • 제21권1호
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    • pp.39-47
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    • 2014
  • Purpose: This study was a descriptive research to investigate the impact for middle aged women of health perception, self-efficacy, family support on Yangsaeng, a traditional Oriental way of promoting health. Method: Data were collected through questionnaires from 277 middle aged women. Collected data were analyzed using PASW Statistics 18. Analysis included descriptive statistics, t-test, ANOVA, Pearson correlation coefficient and stepwise multiple regression. Results: There was a statistically significant difference in Yangsaeng according to average monthly household income. There was a significant positive correlation between Yangsaeng and self-efficacy, family support, and health perception. Health perception, family support, self-efficacy, and monthly income were found to be significant predictors (36%) of Yangsaeng. Conclusion: To promote Yangsaeng in middle aged women, nurses should focus on factors identified in this study when developing nursing interventions for health promotion.

중년여성의 완경기 적응에 영향을 미치는 요인 (Factors Influencing Adaptation to Menopause in Middle-aged Women)

  • 이은주
    • 여성건강간호학회지
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    • 제24권4호
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    • pp.336-345
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    • 2018
  • Purpose: To identify factors influencing adaptation to menopause in middle-aged women. Methods: Participants were 157 middle-aged women who visited Y gynecologic clinic in C city. Data were collected through interviews using the Korean CES-D (Center for Epidemiological Studies Depression), climacteric symptoms, life event stress, and menopausal adaptation scale. Data were analyzed by descriptive statistics, t-test, one-way ANOVA, $Scheff{\acute{e}}$ test, Pearson correlation coefficient, and multiple regression using SPSS. Results: There were significant differences in adaptation to menopause according to monthly income, life satisfaction, and marital satisfaction. Adaptation to menopause had significantly negative correlations with depression, climacteric symptoms, and life event stress. Depression, monthly income, climacteric symptoms, and life event stress were verified as factors affecting adaptation to menopause. These factors accounted for 41.9% of adaptation to menopause. Conclusion: These variables should be considered in nursing interventions to improve adaptation to menopause in middle-aged women. Individuals should have the will to overcome menopause positively and actively.

황해및 동지나해의 참조기자원량 해석 -주로 한국기선저인망, 안강망, 유자망, 일본기선저인망 어장을 중심으로- (STOCK ASSESSMENT OF YELLOW CROAKER IN THE YELLOW SEA AND EAST CHINA SEA)

  • 신상택
    • 한국수산과학회지
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    • 제8권1호
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    • pp.11-19
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    • 1975
  • 황해 및 동지나해에서 한국기선저인망, 안강망, 유자망, 일본기선저인망으로서 어획되는 참조기(Pseudosciaena manchurica의 자원량변동에 대해서 (1)식으로 표현되는 자원량변동의 수학적 $\lceil$모델$\rfloor$에 의하여 어획능율 및 겉보기 자연사망계수를 구하고 나아가서 어획계수, 어획능율등을 구하여 이들 자원량특성식을 이용하여 전후반어기의 자원량변동상태를 계산하였다.

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L-Moments법에 의한 낙동강유역 월강우량의 지역가뭄빈도해석 (Regional Drought Frequency Analysis of Monthly Precipitation with L-Moments Method in Nakdong River Basin)

  • 김성원
    • 한국환경과학회지
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    • 제8권4호
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    • pp.431-441
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    • 1999
  • In this study, the regional frequency analysis is used to determine each subbasin drought frequency with reliable monthly precipitation and the L-Moments method which is almost unbiased and has very nearly a normal distribution is used for the parameter estimation of monthly precipitation time series in Nakdong river basin. As the result of this study, the duration of '93-'94 is most severe drought year than any other water year and the drought frequency is established as compared the regional frequency analysis result of cumulative precipitation of 12th duration months in each subbasin with that of 12th duration months in the major drought duration. The Linear regression equation is induced according to linear regression analysis of drought frequency between Nakdong total basin and each subbasin of the same drought duration. Therefore, as the foundation of this study, it can be applied proposed method and procedure of this study to the water budget analysis considering safety standards for the design of impounding facilities large-scale river basin and for this purpose, above all, it is considered that expansion of reliable preciptation data is needed in watershed rainfall station.

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대학생의 행복정도와 양생실천정도와의 관련성 (The Relationship between Happiness and Yangsaeng among University Students in the Republic of Korea)

  • 박혜숙
    • 동서간호학연구지
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    • 제18권1호
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    • pp.31-39
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    • 2012
  • Purpose: The purpose of this study was to investigate the relationship between happiness and Yangsaeng in university students of the Republic of Korea. Yangsaeng is a traditional health care regimen that incorporates specific principles and methods with the purpose of improving the health and longevity of life. Methods: The subjects of this study were 358 university students in Korea. Data were collected by using a self-reported questionnaire. Data were analyzed using descriptive statistics, Pearson correlation coefficient, independent t-test, one-way ANOVA, Scheffe test, hierarchial multiple regression, and Cronbach's alpha. Results: Practicing Yangsaeng yielded a statistically significant difference depending on the subject's satisfaction with his/her major, monthly household income, and smoking tendencies. In comparison, the statistical degree of happiness depended on the subject's satisfaction with the his/her major, monthly household income, and boyfriend or girlfriend situations. Yangsaeng was positively correlated with happiness (r=.66, p<.001). Hierarchial multiple regression showed that the Yangsaeng explained 43% of happiness, and if major satisfaction, monthly household income, and boyfriend or girlfriend situations were also considered, this model explained 56% of happiness. Conclusion: The Yangsaeng oriental health care regimen could produce a higher happiness level. Therefore, Yangsaeng could be recommended as a useful means of promoting health and happiness.

응급실 간호사의 직무특성과 조기몰입 및 이직의도와의 관계 (The Relationship between Job Characteristics and Organizational Commitment, and Turnover Intention in Emergency Department Nurses)

  • 성미혜;조수연
    • 기본간호학회지
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    • 제17권4호
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    • pp.566-574
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    • 2010
  • Purpose: This study was done to identify the relationship of emergency department(ED) nurse's job characteristics, organizational commitment and turnover intention. Method: This study was conducted through a survey of 171 nurses from ED in nine general hospitals of Band U cities. The data were collected by self-report questionnaires and analyzed with the SPSS WIN 17.0 program using descriptive statistics, t-test, ANOVA, Pearson correlation coefficient and stepwise multiple regression. Results: The mean score for job characteristics was 3.37. Job characteristics according to position, number days night duty, and monthly income showed significant differences. Turnover intention according to age, total career, and monthly income showed significant differences. A significant positive correlation was found between job characteristics and organizational commitment. Significant negative correlations were found between job characteristics and turnover intention, organizational commitment and turnover intention were found. The significant factors influencing turnover intention were organizational commitment, monthly income, and total career, which explained 27.6% of the variance. Conclusion: The findings indicate that nurse managers should analyze the reasons for high turnover intention, focusing on the main factors affecting turnover intention and consider solutions for decreasing turnover intention.

Tests of a Four-Factor Asset Pricing Model: The Stock Exchange of Thailand

  • POJANAVATEE, Sasipa
    • The Journal of Asian Finance, Economics and Business
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    • 제7권9호
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    • pp.117-123
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    • 2020
  • The objective of this study is to examine whether the four-factor model explains variation in the expected return of stocks on the Stock Exchange of Thailand. The study used individual monthly data for all stock with continuous trading on the Stock Exchange of Thailand. The study used sample data of 429 listed stocks to construct 8 portfolios bases on the industries. In this study, subject to market factors such as size, the book-to-market ratio, the market beta, and stock liquidity are taken into account. The Empirical analysis reveals that not all of the variables included in the four-factor asset pricing model are statistically significant to do affect the formation of the rate of return on stocks calculated on a monthly basis. The result shows that market beta, stock liquidity, and the book-to-market ratio has a significant increase in the rate of return on shares listed on the Consumer Products. It is therefore apparent that at least in respect of monthly analysis, the predictions of bass models in the field of modern finance theory systematic risk measured by the beta coefficient did play a significantly important role in the formation of the rate of return on the Stock Exchange of Thailand.

장기유출랑의 추계학적 모의 발생에 관한 연구 (I) (Studies on the Stochastic Generation of Long Term Runoff (1))

  • 이순혁;맹승진;박종국
    • 한국농공학회지
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    • 제35권3호
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    • pp.100-116
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    • 1993
  • It is experienced fact that unreasonable design criterion and unsitable operation management for the agricultural structures including reservoirs based on short terms data of monthly flows have been brought about not only loss of lives, but also enormous property damage. For the solution of this point at issue, this study was conducted to simulate long series of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution and to make a comparison of statistical parameters between observed and synthetic flows of six watersheds in Yeong San and Seom Jin river systems. The results obtained through this study can be summarized as follows. 1.Both Gamma and two parameter lognormal distribution were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test while those distributions were judged to be unfitness in Nam Pyeong of Yeong San and Song Jeong and Ab Rog watersheds of Seom Jin river systems in the $\chi$$^2$ goodness of fit test. 2.Most of the arithmetic mean values for synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of two parameter lognomal distribution in the applied watersheds. 3.Fluctuation for the coefficient of variation derived by Gamma distribution was shown in general as better agreement with the results of the observed data than that of two parameter lognormal distribution in the applied watersheds both in Yeong San and Seom Jin river systems. Especially, coefficients of variation calculated by Gamma distribution are seemed to be much closer to those of the observed data during July and August. 4.It can be concluded that synthetic monthly flows simulated by Gamma distribution are seemed to be much closer to the observed data than those by two parameter lognormal distribution in the applied watersheds. 5.It is to be desired that multi-season first order Markov model based on Gamma distribution which is confirmed as a good fitting one in this study would be compared with Harmonic synthetic model as a continuation follows.

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