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        The Contagion Effect from U.S. Stock Market to the Vietnamese and the Philippine Stock Markets: The Evidence of DCC - GARCH Model

        LE, Thao Phan Thi Dieu,TRAN, Hieu Luong Minh Korea Distribution Science Association 2021 The Journal of Asian Finance, Economics and Busine Vol.8 No.2

        Using a DCC - GARCH model analysis, this paper examines the existence of financial contagion from the U.S. stock market to the Vietnamese and the Philippine stock markets during the global financial crisis and the COVID-19 pandemic crisis. We use daily data from the S&P 500 (U.S.), VN-Index (Vietnam), and the PSEi (the Philippines). As a result, there is no evidence of contagion from the U.S stock market to the Philippine stock market that can be found during global financial crisis, while the Vietnamese market is influenced by this effect. Besides, both these developing stock markets (the Vietnamese and Philippine stock markets) are influenced by the contagion effect in COVID-19 pandemic crisis. Another finding is that the contagion effect during the coronavirus pandemic crisis in Vietnam is smaller than that during the global financial crisis, however, the opposite is the case for the Philippines. It is noticed that the Philippines seems to be more affected by the contagion effect from the COVID-19 pandemic than Vietnam at the time of this study. Because financial contagion is important for monetary policy, asset pricing, risk measurement, and portfolio allocation, the findings in this paper may give some useful information for policymakers and investors.

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        The Contagion Effect from U.S. Stock Market to the Vietnamese and the Philippine Stock Markets: The Evidence of DCC – GARCH Model

        Thao Phan Thi Dieu LE,Hieu Luong Minh TRAN 한국유통과학회 2021 The Journal of Asian Finance, Economics and Busine Vol.8 No.2

        Using a DCC – GARCH model analysis, this paper examines the existence of financial contagion from the U.S. stock market to the Vietnamese and the Philippine stock markets during the global financial crisis and the COVID-19 pandemic crisis. We use daily data from the S&P 500 (U.S.), VN-Index (Vietnam), and the PSEi (the Philippines). As a result, there is no evidence of contagion from the U.S stock market to the Philippine stock market that can be found during global financial crisis, while the Vietnamese market is influenced by this effect. Besides, both these developing stock markets (the Vietnamese and Philippine stock markets) are influenced by the contagion effect in COVID-19 pandemic crisis. Another finding is that the contagion effect during the coronavirus pandemic crisis in Vietnam is smaller than that during the global financial crisis, however, the opposite is the case for the Philippines. It is noticed that the Philippines seems to be more affected by the contagion effect from the COVID-19 pandemic than Vietnam at the time of this study. Because financial contagion is important for monetary policy, asset pricing, risk measurement, and portfolio allocation, the findings in this paper may give some useful information for policymakers and investors.

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        Quantitative Trait Loci Associated with Heat Tolerance in Rice (Oryza sativa L.)

        ( Bui Chi Buu ),( Pham Thi Thu Ha ),( Bui Phuoc Tam ),( Tran Thi Nhien ),( Nguyen Van Hieu ),( Nguyen Trong Phuoc ),( Luong The Minh ),( Ly Hau Giang ),( Nguyen Thi Lang ) 한국육종학회 2014 Plant Breeding and Biotechnology Vol.2 No.1

        A total of 310 BC2F2 lines derived from the cross of OM5930/N22 were evaluated for heat stress at flowering. Genetic map was set up with 264 polymorphic SSRs to detect linkage to the target traits. The map covers 2,741.63 cM with an average interval of 10.55 cM between two marker loci. Markers associated with heat tolerance were located mostly on chromosomes 3, 4, 6, 8, 10 and 11. The proportion of phenotypic variation explained by each QTL ranged from 17.1% for RM160 to 36.2% for RM3586. Four QTLs were detected for filled grains per panicle on chromosome 4 at the interval of RM468 - RM7076 and RM241 - RM26212, explaining 13.1 and 31.0% of the total phenotypic variation, respectively. Two QTLs controling unfilled grain percentage was also detected at loci RM554 and RM3686 on chromosome 3 explaining 25.0 and 11.2% of the total phenotypic variance. One QTL was detected for 1,000-grain weight located at the locus RM103 on chromosome 6, explaining 30.6% of the total phenotypic variance. Also, a QTL at the locus RM5749 on chromosome 4 was identified which explained 10.8% of the total phenotypic variance of grain yield. A single QTL at the interval of RM3586- RM160 on chromosome 3 was detected in conformity with the QTL findings for heat tolerance in previous studies.

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