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Shim was found dead on the side of a road at daybreak, 10km west of Ghazni city. He was in Western clothing and wearing glasses.
 
Qari Mohammad Yousuf Ahmadi, a Taliban spokesman, told Reuters by telephone on Monday: "We shot dead a male captive because the government did not listen to our demands."
 
The South Koreans were abducted on July 19 while travelling on the highway between Kabul and Kandahar, about 140km south of the Afghan capital.
 
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Al Jazeera's Bernard Smith said that the Afghan president's office had held a news conference on Tuesday saying it did not want to turn hostage-taking "into an industry" having been criticised over previous deals with the Taliban.
 

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"If anything happens to them, the Afghan government and the South Korean government will be responsible"

Qari Mohammad Yousuf Ahmadi, Taliban spokesman

 
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"The government seems to have drawn a line," Smith reported.
 
He also reported a military build-up which could be linked to the hostage standoff and that there had been a rise in the number of attacks on the Kabul-Kandahar highway.
 
Earlier, Al Jazeera received an exclusive video showing some of the female South Korean hostages wearing headscarves, with fighters in the background.
 
Its authenticity as well as when and where it was made could not be verified.
 
The South Korean embassy in Afghanistan has refused to comment on the case.
 
The leader of the group, Bae Hyung-kyu, a 42-year-old pastor, was shot dead on Wednesday and his bullet-riddled body found in a desert area of the province.
 
Bae's body arrived in South Korea on Monday.
 
Al Jazeera's Melissa Chan reported from Seoul that the family members would not hold a funeral until the rest of the hostages were safely back.
 
Taliban denial
 
The Taliban has demanded the withdrawal of South Korean troops from Afghanistan and the return of prisoners held by the Afghan authorities.

On Sunday, Ahmadi said the group's demands remained the same.
 
He said: "We have the same previous demands; the first is accepting to withdraw the Korean forces from Afghanistan.
 
"The second demand is still pending as the Afghan government delegation has said that it does not have the authority to release Taliban prisoners."
 
Samuel Chan, an associate research fellow from the S Rajaratnam School of International Studies, said it would not be in the interests of the Taliban to kill the remaining hostages.
 

"The main game for the Taliban is to secure the release of the prisoners they have named, and at the same time, if possible, to force the withdrawal of the South Korea [military] contingent," he said.

 

"The Taliban are extending the deadline because they want more than just to kill the remaining hostages... For the Taliban to actually go ahead and kill the women, it would be an act of weakness on their part."

 
Afghanistan's interior ministry and the presidential palace have said a hostage swap is out of the question.
 
The Taliban has said that if anything happened to the South Korean hostages, "the Afghan government and the South Korean government will be responsible".

Source: Al Jazeera and agencies