• 한국식물병리학회지
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• 제10권3호
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• pp.240-244
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• 1994

Watermelon plants grafted with the root-stock of wild-cucumber (Sicyos angulatus) were not infected by Fusarium oxysporum f.sp. niveum in pot inoculation and infected fields tests. Controlling efficacy of the root-stock grafting with S. angulatus on Fusarium wilt of watermelon was more excellent than that of the root-stock grafting with Lagenaria siceraria. The isolates of Fusarium oxysprum from cucurbitaceae plants had a certain host-specific pathogenicity, but they did not express the absolute one forma specialis-one host-plant phenomenon by the root dipping inoculation. The pathogenic isolates of Fusarium oxysproum from cucurbitaceae crops did not infect the root-stock plant such as S. angulatus, L. siceraria and Cucurbita ficifolia. The fast-wilting of watermelon caused by uncertain agents was observed in watermelon plant grafted with L. siceraria in the continuously cropping fields, but it was not observed in watermelon plants grafted with S. angulatus in the same fields.

• 한국잠사곤충학회지
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• 제3권
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• pp.37-43
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• 1963

1. 원묘의 대소와 부위에 있어서 굵은 원묘가 가는 원묘에 비하여 활착 및 묘질이 좋았고 선단부와 기부사이에는 유의차는 없었으나, 선단부가 약간 활착과 묘질이 좋았다. 그리고 2아원묘와 3아원묘 사이에는 활착의 차가 없었다. 2. 원묘의 발근의 다소에 있어서는 발근량이 많은 것일수록 활착 및 묘질이 좋았다. 3. 원묘의 매복 심도에 있어서는 원묘의 선단에 파라핀을 도말하고 노출시킨 것이 가장 활착율이 높았으며 원묘의 선단에 파라핀을 도말하지 않더라도 그 선단을 노출시켜 매복하거나 또는 되도록 얕게 매복한 것이 깊게(6cm) 매복한 것보다 활착율이 높았다. 4. 원묘를 매복하는 방법에 있어서는 골의 중앙에 곧게 세운 것과 골의 한 쪽에 뉘어 세우고 매복한 것 사이에는 활착의 차는 없었으나 묘질은 곧게 세워 매복한 것이 비교적 양호하였다. 5. 육성포의 토성에 있어서는 사양토와 식양토간에 원묘의 활착의 차는 없었으나 묘질은 사양토에서 좋았다. 6. 각품종간(시평, 개량서반, 노상, 수원상4호 및 용천추우)에 있어서는 원묘의 활착에는 차가 없었으나 묘질은 용천추우가 가장 좋았다. 7. 생산비를 조사한 바 상묘 1본당 재육채묘는 1원 61전이었는데 비하여 접목은 2원 3전이었다.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• 한국생명과학회:학술대회논문집
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• 한국생명과학회 2000년도 제29회 국제학술심포지움 및 추계학술대회
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• pp.97-97
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• 2000

• The Journal of Asian Finance, Economics and Business
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• 제2권3호
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• pp.17-22
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• 2015

This paper examines the effect of impulsiveness of euro on Indian stock market. In order to examine the problem, we select rupee-euro exchange rates and S&P CNX NIFTY and BSE30 SENSEX to represent stock price. We select euro as it considered as second most widely used currency at the international level after dollar. The data are collected a daily basis over a period of 3-Apr-2007 to 30-Mar-2012. The statistical and time series properties of each and every variable have examined using the conventional unit root such as ADF and PP test. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn't find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices. The study also reveals that shocks to exchange rate have symmetric effect on stock prices and exchange rate fluctuations have permanent effects on stock price volatility in India.

• 동아시아경상학회지
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• 제8권1호
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• pp.57-69
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• 2020

Purpose - This study examines what are the asset market fluctuations in Europe and how each economic variable affects major variables, and explore the dynamics of housing and stock market through Greece. The variables under consideration are balance on current account (BCA), index of stock (STOCK), gross domestic product (GDP), housing price indices (HOUSING), M3, real rate of interest (IR_REAL) and household credits (LOAN). We investigate the functional and causal relationships between housing and stock market. Research design, data, and methodology - Vector error correction model (VECM) is used to figure out the dynamic relationships among variables. This study also contains the augmented Dickey-Fuller unit root, cointegration, Granger causality test, and impulse response function and variance decomposition analysis by EViews 11.0. Results - The statistical tests show that all variables under consideration have one unit root and there is a longterm equilibrium relationship among variables for Greece. GDP, IR_REAL, M3, STOCK and LOAN can be considered as causal factors to affect real estate market, while GDP, LOAN, M3, BCA and HOUSING can bring direct effects to stock market in Greece. Conclusions - It can be judged that the policy that affects the lending policy of financial institutions may be more effective than the indirect variable such as monetary interest rate.

• 한국식물병리학회지
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• 제11권3호
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• pp.217-223
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• 1995

Nature of graft transmissibility of pear abnormal leaf spot disease was examined by various grafting methods in the greenhouse and field. When the diseased and symptomless twigs were collected in winter and grafted in the next spring to the seed-originated healthy root stock, the abnormal leaf spot was developed only in the case of the diseased twigs. Double grafting on a seed-originated healthy root stock, where the diseased and the symptomless twigs were used as 1st and 2nd scions, respectively, developed abnormal leaf spot lesions without exception on the 2nd scions. Tongue-graft with the diseased and the symptomless trees also incited abnormal leaf spots on the both trees. Abnormal leaf spots of were also developed on HN-39, an indicator pear tree, used as a 2nd scion in a double graft test, where the diseased twig and a seed-originated healthy tree were used as the 1st scion and the root stock, respectively. When the diseased twig was top-grafted to the healthy root stock, lesion development of abnormal spot was limited to the grafted twig itself in the 1st year, but expanded to the main branches in the 2nd year, and spread over the whole tree in the 3rd year. This result indicates that the causal agent of abnormal leaf spot disease is transmitted by graft.

• The Journal of Asian Finance, Economics and Business
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• 제1권1호
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• pp.5-14
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• 2014

This paper empirically examines the short-run and long-run causal relationship between stock market prices and exchange rates in Chinese stock markets using monthly data from January 2002 to December 2012 retrieved from the National Bureau of Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity Wald tests, impulse responses, variance decomposition techniques and structural break tests are employed. This study found 1) long-run causality from exchange rates to stock prices in Chinese stock markets and 2) short-run causality from Japanese yen and Korean won exchange rates to stock prices in the Shanghai Stock Exchange strongly prevails while in the Shenzhen Stock Exchange weakly prevails. The impact of the global financial crisis from 2007 to 2009 on Chinese stock markets was insignificant.

• 한국환경복원기술학회지
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• 제6권5호
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• pp.28-39
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• 2003

This study was carried out to elucidate effective restoration measures for natural forest with recycling native tree un site from November 2001 to October 2002 to obtain a basic information for revegetation measure, eight experimental treatment was done and the length of stump, root-ball size of stump, antisepsis treatment of trunk cut, Planting season and contents of organic matter in soil were effective on regrowth of root-stock. Thirteen tree species including Quercus acutissima among twenty tree species showed outstanding sprout and survival rate(over 90 percent), Planting in November and combinated planting with 5 trees and 9 shrubs of root-stock per 100$m^2$ plot showed a good growth. And 10 percent of organic matter plot showed a good crown coverage.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.81-91
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• 2021

This paper investigates the long run hedging ability of precious metals against the risks associated with adverse conditions of economic and financial variables for Pakistan, the USA, China, and India. Monthly data of gold, silver, platinum, stock returns, exchange rate, industrial production, and inflation was collected for the selected economies. Saikkonen and Lutkepohl (2002) unit root test was employed to access the unit root properties of the data series and identify the break dates. Furthermore, this study used the Johansen cointegration test with and without structural breaks to identify the long-run relationship between metals prices and different financial and economic variables. The findings suggest that the time series under study have unit root problem at level with and without structural breaks. Without considering structural breaks, the Johansen trace test indicates that in Pakistan and China, gold, silver, and platinum hold a cointegrating relationship with macroeconomic and financial variables. For the US, gold indicates cointegration which supports the hedging ability of gold against inflation, stock, and industrial production in the long run. The results of the cointegration test after incorporating the structural breaks provide even stronger evidence of the long-run relationship of precious metals and consumer prices, exchange rate, and stock prices.