Effect of Ar dilution flow rate on LPCVD a boron-doped carbon coating from BCl3-C3H6-H2-Ar mixtures

Yongsheng Liu,Litong Zhang,Laifei Cheng,Wenbin Yang,Yongdong Xu 한양대학교 세라믹연구소 2009 Journal of Ceramic Processing Research Vol.10 No.3

A boron-doped carbon coating was deposited from a BCl3-C3H6-H2-Ar system by LPCVD. The effects of the Ar dilution flow rate on deposition rates, morphologies, compositions and bonding states were investigated. Deposition rates were almost the same, about 250 nm/h with different Ar dilution flow rate. Surface morphologies were also almost the same. The flat conchoidal aspect of the fracture surface transformed to a laminated structure with an increase in the Ar dilution flow rate. The carbon concentration was above 76.3 at.%, and the boron concentration was less than 17.9 at.%. The boron concentration increased with an increase in the Ar dilution flow rate, corresponding to a decreasing carbon concentration. The main bonding state of boron was B-sub-C and BC2O. The whole deposition process was dominated by a PyC formation reaction, which led to almost the same deposition rate with different Ar dilution flow rates. A boron-doped carbon coating was deposited from a BCl3-C3H6-H2-Ar system by LPCVD. The effects of the Ar dilution flow rate on deposition rates, morphologies, compositions and bonding states were investigated. Deposition rates were almost the same, about 250 nm/h with different Ar dilution flow rate. Surface morphologies were also almost the same. The flat conchoidal aspect of the fracture surface transformed to a laminated structure with an increase in the Ar dilution flow rate. The carbon concentration was above 76.3 at.%, and the boron concentration was less than 17.9 at.%. The boron concentration increased with an increase in the Ar dilution flow rate, corresponding to a decreasing carbon concentration. The main bonding state of boron was B-sub-C and BC2O. The whole deposition process was dominated by a PyC formation reaction, which led to almost the same deposition rate with different Ar dilution flow rates.

경험공식 및 다중회귀모형을 이용한 붕괴 저수지(습지) 비퇴사량 추정

김동현(Kim, Donghyun),이하늘(Lee, Haneul),배영혜(Bae, Younghye),주홍준(Joo, Hongjun),김덕환(Kim, Deokhwan),김형수(Kim, Hung Soo) 한국습지학회 2021 한국습지학회지 Vol.23 No.4

댐 저수지(dam reservoir wetland)나 농업용 저수지 습지(irrigation reservoir wetland) 같은 시설물은 준공되고 시간이 지남에 따라 침식(erosion), 유사이송(sediment transport), 그리고 유사가 침전(sediment deposition)되어 퇴적이발생하게 된다. 장기간 유사가 퇴적되면 홍수 및 가뭄 조절 기능에 영향을 주기 때문에 퇴적 문제는 저수지 습지의유지 관리를 위해 매우 중요하다. 그러나 퇴사에 관한 연구는 가용 자료의 부족으로 인해 주로 경험공식에 의해 추정되어 왔다. 본 연구의 목적은 실측자료 및 경험공식과 더불어 다중회귀모형을 개발하여 비퇴사량(sediment deposition rate)을 산정하고 비교하고자 하였다. 또한, 저수지 습지의 퇴사(reservoir wetland sedimentation) 및 노후화로 인해 2020년 긴 장마에 따른 홍수피해가 발생한 64개소의 저수지 습지에 적용하여 잠재적인 붕괴 원인을 파악하고자 하였다. 대상 저수지는 실측 정보가 있는 한국의 경상남도 밀양시(Miryang city, Gyeongsangnam province) 에 위치한 가곡(GaGog) 저수지 등 10개소를 선정하였다. 저수지 유효저수용량 실측자료를 이용하여 비퇴사량을 산정하였고 기존에 개발된 총 4가지 경험공식과 물리적/기후적 특성 등을 고려한 다중회귀모형을 개발하여 비퇴사량을산정하였다. 비퇴사량 산정 결과, 본 연구에서 개발한 다중회귀모형의 오차가 0.21(㎥ /㎢ / yr)부터 2.13(㎥ /㎢ / yr) 으로 가장 낮았다. 따라서 다중회귀모형에 의해 추정한 비퇴사량을 토대로 저수지 습지의 유효저수용량에 대한 변화를 분석하였는데 유효저수용량이 0.21(%)부터 16.56(%)까지 감소한 것으로 파악되었다. 또한, 월류 피해가 발생한저수지 습지의 비퇴사량은 파이핑 피해 등이 발생한 저수지의 비퇴사량 보다 상대적으로 높았다. 즉, 저수지 바닥에비퇴사량이 축적되면 허용할 수 있는 유효저수용량이 부 As facilities such as dam reservoir wetlands and agricultural irrigation reservoir wetlands are built, sedimentation occurs over time through erosion, sedimentation transport, and sediment deposition. Sedimentation issues are very important for the maintenance of reservoir wetlands because long-term sedimentation of sediments affects flood and drought control functions. However, research on resignation has been estimated mainly by empirical formulas due to the lack of available data. The purpose of this study was to calculate and compare the sediment deposition rate by developing a multiple regression model along with actual data and empirical formulas. In addition, it was attempted to identify potential causes of collapse by applying it to 64 reservoir wetlands that suffered flood damage due to the long rainy season in 2020 due to reservoir wetland sedimentation and aging. For the target reservoir, 10 locations including the GaGog reservoir located in Miryang city, Gyeongsangnam province in South Korea, where there is actual survey information, were selected. A multiple regression model was developed in consideration of physical and climatic characteristics, and a total of four empirical formulas and sediment deposition rate were calculated. Using this, the error of the sediment deposition rate was compared. As a result of calculating the sediment deposition rate using the multiple regression model, the error was the lowest from 0.21(㎥ /㎢ / yr) to 2.13(㎥ /㎢ / yr). Therefore, based on the sediment deposition rate estimated by the multi-regression model, the change in the available capacity of reservoir wetlands was analyzed, and the effective storage capacity was found to have decreased from 0.21(%) to 16.56(%). In addition, the sediment deposition rate of the reservoir where the overflow damage occurred was relatively higher than that of the reservoir where the piping damage occurred. In other words, accumulating sediment deposition rate at the bottom of the reservoir would result in a lack of acceptable effective water capacity and reduced reservoir flood and drought control capabilities, resulting in reservoir collapse damage.

통화정책 국면에 따른 은행 예대금리의 비대칭적 반응 분석

윤재호 ( Jae Ho Yun ) 한국금융연구원 2011 금융연구 Vol.25 No.2

This paper examines different dynamics of commercial bank lending and deposit rates across different monetary regimes. Using the threshold VAR (vector autoregression) method proposed by Balke (2000), we investigate the asymmetric responses of the lending and deposit rates in response to changes in the policy rate (e.g., call rate in Korea).10) First, we estimate a linear VAR model to find major driving forces of bank lending and deposit rate spread. As endogenous variables in the VAR model, in addition to bank lending and deposit rate spread, we use call rate, coincident CI (composite index), yield spread between long and short-term bonds, and corporate bond yield spread. Our impulse response analysis shows that both call rate and corporate spread have a substantial effect on bank lending and deposit rate spread. We also find that a rise (fall) of the call rate will narrow (widen) the lending and deposit rate spread. This is possibly because lending rates are more rigid in response to a change in the call rate than deposit rates. The variance decomposition results show that the call rate explains the largest part of variations in the lending and deposit rate spread. Second, using the threshold VAR method, we examine asymmetric responses of bank lending and deposit rates to a change in call rate across different monetary policy regimes. From impulse response analysis, we find that, in response to the change in call rate, which implies either expansionary or tightening monetary policy regime, both lending and deposit rates are upwardly rigid. Furthermore, lending rate tends to be more rigid than deposit rate. In particular, we find that deposit rate tends to fall more than call rate falls, which means excessive call rate pass-through to deposit rates. This finding explains the above linear VAR results that a rise (fall) of the call rate will narrow (widen) the lending and deposit rate spread. Among several hypotheses on the rigidity of lending and deposit rates, our results support the negative customer reactions and asymmetric information hypotheses for the upward rigidity of lending rates, and also support the high switching cost and imperfect competition hypotheses for the upward rigidity of deposit rates. Our analysis provides important policy implications about monetary policy. The results about the relationship among call, lending and deposit rates implies that central banks` monetary policy may affect banks` profit via net interest margin channel. Also, the finding that bank lending and deposit rates react asymmetrically in response to the change in call rate, depending on the direction of the changes, implies the asymmetric relationship between monetary policy and real economy. Thus, in modeling a macroeconomic model to pursue a policy implication, it is important to pay attention to this asymmetric aspect in monetary policy transmission mechanism.

주식수익률에 대한 적절한 이자율지표

이윤구 한국교통대학교 2021 한국교통대학교 논문집 Vol.56 No.-

This study investigates the effects of interest rate on stock returns, and finds out the appropriate interest index explaining stock returns. For this purpose, I empirically apply 15 indices of interest rate and KOSPI during the period of January, 2000 to December, 2020. Empirical results are as follows: First, in static model, all interest rate indices have significantly negative effects on KOSPI. In particular, policy rates, call rates, and loan rate of banks have relatively bigger effects on KOSPI. Second, in static model, loan rate to government, loan rate of bank, and rate of national housing bond type 1 show relatively higher significance and explanation power. But the statistics of this static model have credibility problems because of autocorrelation. Third, in dynamic model, all interest rate indices have significantly negative effects on KOSPI, too. Especially, loan rate to government and call rates have relatively bigger effects on KOSPI. Forth, in dynamic model, rates of CD or CP, deposit rate of bank, and rate of monetary stabilization bond show relatively higher significance and explanation power. Nevertheless, the statistics of this dynamic model don’t have credibility problems at all. Fifth, in dynamic model, all statistics of interest rate indices have similar results. Therefore, the policy rates decided earlier by interest rate path can be appropriate for convenience of forecasting. This study implies that the policy rates, like base rate, government loan rate, and so on, can be used as a proper interest index for forecasting stock returns.

기준금리 변화에 따른 예금금리와 대출금리 변동의 비대칭성

차경천,이상원 한국경영컨설팅학회 2019 경영컨설팅연구 Vol.19 No.4

This study analyzes the asymmetry of the change of deposit rates and loan rates of commercial banks against the change of base rate of central bank. We examine whether there is a asymmetric difference in the deposit rates, household lending rates and mortgage rates of commercial banks when the base rate increases and decrease. If the asymmetry exists in the interest rate policy of commercial banks when the base rate increases and decreases, it is considered that the supervisory authorities should carefully examine these results for bank supervision. This is because there may be the unethical aspects of commercial banks that use excessive interest on their deposits and loan rates. Therefore, a follow-up discussion will be needed for the supervisory body which is obliged to supervise the bank. In this study, we use the base rate from January 2009 to April 2019 and monthly time series data of deposit rates and loan rates of commercial banks through the Bank of Korea's economic statistics system because there is no monthly data on deposit rates and loan rates by commercial banks separately. As a result, the deposit rates, household lending rates and mortgage rates of commercial banks are decreased more rapidly when the base rate is decreased than when it is increased. This can be interpreted as a strategic choice for profitability and competition among commercial banks. Therefore consumers using financial service are less likely to increase their profits from deposit interest, and loan might be borrowed at lower when the base rate is decreased due to the competition between commercial banks. 본 연구는 중앙은행의 기준금리 변화에 대한 시중은행의 예금금리와 대출금리의 비대칭적 변동을 실증 분석하였다. 기준금리의 변동이 상승할 때 시중은행의 예금금리와 대출금리의 변동과 기준금리가 감소할 때 시중은행의 예금금리와 대출금리의 변동에 차이가 있는 지를 검증한다. 만약, 기준금리의 상승과 감소 시 시중은행의 금리정책에 비대칭성이 존재한다면, 이러한 결과는 은행감독측면에서 감독당국의 면밀한 검토가 필요할 것으로 판단된다. 이는 시중은행의 금리를 사용하는 일반 국민에게 과도한 대출이자비용을 발생시키거나 예금이자로 인한 수익이 감소될 수 있고, 이를 자신의 이익추구만으로 사용하는 시중은행의 비윤리적인 측면이 있을 수 있기 때문이다. 따라서 은행을 감독할 의무가 있는 감독기관의 심도 깊은 대책을 위한 사후 논의가 필요할 것이다. 시중은행별로 예금금리와 대출금리의 월별 자료가 없어, 본 연구에서는 한국은행 경제통계시스템을 통해 2009년 1월부터 2019년 4월까지 기준금리와 시중은행의 수신금리 및 대출금리 월별 시계열자료를 사용하였다. 연구 결과, 기준금리가 상승할 때보다 감소할 때에 예금금리와 대출금리를 더 급하게 인하하는 것을 확인하였다. 이는 시중은행들의 손익과 경쟁을 위한 전략적 선택으로 해석할 수 있다. 이를 통해 실제 금리의 수혜자인 금융소비자는 예금이자로 인한 수익을 늘리기 어렵고, 대출금리는 은행들간의 경쟁으로 인해 기준금리를 인하할 때에 더 낮은 금리로 대출을 받을 수 있다고 판단할 수 있다.

COFIX금리의 변화는 예금은행 수신에 영향을 미치는가?

김주일,신용재 한국기업경영학회 2016 기업경영연구 Vol.23 No.4

This dissertation is to verify the efficiency (correlation) of the COFIX rates and the receiving bank deposits by revealing mechanism of their interrelationships from related indices provided by Bank of Korea and Federation of Banks. Sample data are based on the amount of household credit for 72 samples in 6 years from February 2010 to January 2016 and its increase rates are calculated in Monthly basis. Granger causality test, impulse response function and variance decomposition are computed with VaR (dynamic analysis method) using the COFIX rates and the receiving bank deposits. Main analyses results are as follows; Firstly, results of Granger Causality test suggests the existence of mutual causality COFIX rates precede and have explanatory power the receiving bank deposits. Secondly, the results of impulse response function suggest that the COFIX rates show immediate response to the receiving bank deposits and are influenced by till time 4 From time 2 the impact gradually disappears. Lastly, the variance decomposition analysis showed a high influence of the COFIX rates on the receiving bank deposits and significant influence of the receiving bank deposits on the COFIX rates. This implies that returns on the COFIX rates have a significant influence over returns on the receiving bank deposits. Finally, our results can be used as a guide by the Korea Bank and Republic of Korea and as well as Korea Housing Finance Corporation. Accordingly, given that the COFIX rate is an important factor that determines bank deposits and bank loan, these research results are expected to contribute to the development of all types of loan policies and credit policies by the banking. 본 논문은 한국은행에서 발표한 은행의 요구불예금과 저축성예금 및 은행연합회에서 발표한 COFIX금리를 각각 사용하여 COFIX금리가 은행예금에 영향을 미치는가에 대하여 분석하는데 있다. 통계분석은 분석대상 지수에 대한 수준변수와 차분변수에 대하여 각각 기초통계량과 단위근 검정, 공적분 검정과 상관관계 분석을 실시하였고, 차분변수인 수익률자료를 가지고 VAR모형을 이용하여 분석하였다. 주요 분석결과는 다음과 같다. 첫째, 그랜저 인과관계분석결과 잔액기준 COFIX금리는 상승률과 변동성 모두에서 예금은행의 요구불예금과 저축성예금에 영향을 미치고 있는 것으로 나타났다. 그러나 신규취급액기준 COFIX금리는 상승률에서는 예금은행 요구불예금과 저축성예금에 영향을 미치지 않고 있는 것으로 나타났다. 둘째, 잔액기준 COFIX금리와 신규취급액기준 COFIX금리는 은행예금의 요구불예금과 저축성예금에 일정시차까지 영향을 미치다가 사라지는 것으로 나타나. 잔액기준 COFIX금리와 신규취급액기준 COFIX금리는 은행예금의 요구불예금과 저축성예금에 대한 영향력이 있다는 것으로 해석할 수 있다. 셋째, 예금은행 요구불예금과 저축성예금은 잔액기준 COFIX금리 변화량과 신규취급액기준 변화량에 의해서 영향을 받는 것으로 나타났다. 이와 같은 분석결과를 종합해보면, COFIX금리는 은행예금의 요구불예금과 저축성예금에 영향을 미쳐 선행성이 있다는 것으로 나타났다. 따라서 이와 같은 연구의 결과는 은행권의 각종 예금정책과 대출정책을 수립하는데 기여할 것으로 사료된다. 즉 COFIX금리가 상승할 경우에 은행의 예금을 증가시켜 은행의 수신고에 좋은 영향을 미칠 것으로 사료된다. 하지만 금리의 상승은 개인들의 가계에 영향을 미쳐 대출원리금 상환을 지연시키거나, 연체를 유발할 수 있을 것이다.

기준금리와 신용협동조합의 여·수신금리 비교분석 연구

박송춘,조영석,조국일 한국협동조합학회 2008 韓國協同組合硏究 Vol.26 No.1

As an important axis of small-loan finance, Credit Union has made substantial development among non-bank financial world. The interest rate of Credit Union, which was small but has played a faithful role as a typical supporter of small-loan finance, has been steady in its operation such that there would be no large difference even if compared with the interest rate of a city bank. Such steady assets management of Credit Union taken notice of, this study is intended to grasp the influence of deposit and loan interest on each other through comparison between deposit/loan interest of Credit Union and the base rate of the Bank of Korea, and, if the influence is really beneficial, to estimate the direction of Credit Union deciding interest rates in the future. This study set the base rate, loan interest, deposit interest as a dependent and independent variable to compare their mutual effects, and made an analysis other independent variables by setting them respectively as a deposit balance and a loan balance. As a result of analysis of Pearson correlation coefficient, the base rate is significantly and positively(+) correlated to respective loan interest and deposit interest. However, it is insignificantly and positively(+) correlated to a deposit and a loan balance, which are quantitative variables. As a result of regression analysis on the basis of correlative analysis, it could be found that interest rates affected each other and became closer to each other. Examining the difference between the base rate and loan/deposit interest of Credit Union, it could be observed that the gap of interest rates from 1999 to 2007 became narrow. This implies that despite the fact Credit Union is a non-bank financial institution, it concentrates on steady deposit and loan business. As to coefficient reaction degree of other variables, it could be found that the base rate and each variable positively react each other in a situation under which the gap of interest spread gradually gets to be narrow. Accordingly, safe assets operation, which reduces the gap of spread from existing interest rates, would bring more useful results.

LPMOCVD 법으로 증착된 TiO$_2$ 박막의 특성

이하용,박용환,고경현,박정훈,홍국선 한국세라믹학회 1999 한국세라믹학회지 Vol.36 No.9

Effects of LPMOCVD process parameters on the properties of TiO2 thin film were investigated. Depositions were made in the range of temperature 300-67$0^{\circ}C$ with various TTIP(Titanium Tetraisopropoxide) concentrations by contrlling bubbler temperature(40-8$0^{\circ}C$) and/or flow rate(30-90 sccm). Post annealing treatments were carried out at 500-80$0^{\circ}C$ range in the air. Films deposited at 40$0^{\circ}C$ have denser morphology than those of films deposited at 50$0^{\circ}C$ and $600^{\circ}C$ due to slower deposition rate. Bubbler temperature can affect on the deposition rate in mass transfer controlled regime such as 50$0^{\circ}C$ or higher but not below 50$0^{\circ}C$ where surface reaction rate becomes important. On the contrary for films deposited above 50$0^{\circ}C$ flow rate can raise deposition rate but eventually saturate it at the 50 sccm and above due to retarded adhesion of decomposed species. But for films deposited at 40$0^{\circ}C$ deposition rate increases stadily with flow rate. As the film becomes more porous A(200) texture can not be developed and AnataselongrightarrowRutile transition kinetics increases.

기준금리와 신용협동조합의 여,수신금리 비교분석 연구

박송춘,조영석,조국일 한국협동조합학회 2009 韓國協同組合硏究 Vol.26 No.1

As an important axis of small-loan finance, Credit Union has made substantial development among non-bank financial world. The interest rate of Credit Union, which was small but has played a faithful role as a typical supporter of small-loan finance, has been steady in its operation such that there would be no large difference even if compared with the interest rate of a city bank. Such steady assets management of Credit Union taken notice of, this study is intended to grasp the influence of deposit and loan interest on each other through comparison between deposit/loan interest of Credit Union and the base rate of the Bank of Korea, and, if the influence is really beneficial, to estimate the direction of Credit Union deciding interest rates in the future. This study set the base rate, loan interest, deposit interest as a dependent and independent variable to compare their mutual effects, and made an analysis other independent variables by setting them respectively as a deposit balance and a loan balance. As a result of analysis of Pearson correlation coefficient, the base rate is significantly and positively(+) correlated to respective loan interest and deposit interest. However, it is insignificantly and positively(+) correlated to a deposit and a loan balance, which are quantitative variables. As a result of regression analysis on the basis of correlative analysis, it could be found that interest rates affected each other and became closer to each other. Examining the difference between the base rate and loan/deposit interest of Credit Union, it could be observed that the gap of interest rates from 1999 to 2007 became narrow. This implies that despite the fact Credit Union is a non-bank financial institution, it concentrates on steady deposit and loan business. As to coefficient reaction degree of other variables, it could be found that the base rate and each variable positively react each other in a situation under which the gap of interest spread gradually gets to be narrow. Accordingly, safe assets operation, which reduces the gap of spread from existing interest rates, would bring more useful results.

금리민감도와 고객이탈의도에 관한 실증분석 : 이자율 유형과 성별의 조절효과

김고운 서비스마케팅학회 2022 서비스마케팅저널 Vol.15 No.2

The aim of the present study was two-fold: (1) to empirically examine the likelihood of customer defection as a result of interest rate fluctuations; and (2) to investigate the moderating roles of types of interest rates (i.e., deposit rate and lending rate) and gender on the relationship between defection intentions and changes in interest rate. Self-administered questionnaires were used and PROCESS Macro (M=3) was adopted for the mediated moderation analysis. The findings showed that if interest rate sensitivity among customers increases, customer defection intentions increase. In particular, customers respond more sensitively to increasing deposit rate than lending rate, and thus have greater intentions to defect. Furthermore, in case of lending rate, men are more likely than women to be sensitive to customer churn. In contrast, in case of deposit rate, women are more likely than men to be sensitive to customer churn. The implications of these results were discussed. Also, limitations of the present empirical investigation and directions for future research were suggested. 본 연구는 은행 서비스를 이용하는 고객을 대상으로 금리 변동 시기에 고객이탈 가능성을 특히 이자율의 유형 및 성별 차이의 조절효과를 통해 검증한다. 서베이 조사를 기반으로, PROCESS Macro(M=3) 모형을 이용하여, 매개적 조절효과를 분석하였다. 분석결과를 살펴보면, 고객들의 금리민감도가 증가하면 고객의 이탈의도는 상승한다. 특히 고객들은 대출 이자율보다 예금이자율에 더 급격히 반응하며 이탈 가능성이 증가한다. 또한 대출이자율의 경우, 여성보다 남성에게서 이탈 가능성이 더 민감하게 나타나며, 반대로 예금이자율의 경우, 여성이 남성보다 다소 높게 반응한다. 본 연구결과를 기반으로, 저자는 시사점 및 연구의 한계점, 미래 연구방향을 제언한다.