989 resultados para R33 - Nonagricultural and Nonresidential Real Estate Markets


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BACKGROUND: Bovine paratuberculosis is an incurable chronic granulomatous enteritis caused by Mycobacterium avium subspecies paratuberculosis (MAP). The prevalence of MAP in the Swiss cattle population is hard to estimate, since only a few cases of clinical paratuberculosis are reported to the Swiss Federal Food Safety and Veterinary Office each year.Fecal samples from 1,339 cattle (855 animals from 12 dairy herds, 484 animals from 11 suckling cow herds, all herds with a history of sporadic paratuberculosis) were investigated by culture and real-time polymerase chain reaction (PCR) for shedding of MAP. RESULTS: By culture, MAP was detected in 62 of 445 fecal pools (13.9%), whereas PCR detected MAP in 9 of 445 pools (2.0%). All 186 samples of the 62 culture-positive pools were reanalyzed individually. By culture, MAP was grown from 59 individual samples (31.7%), whereas PCR detected MAP in 12 individual samples (6.5%), all of which came from animals showing symptoms of paratuberculosis during the study. Overall, MAP was detected in 10 out of 12 dairy herds (83.3%) and in 8 out of 11 suckling cow herds (72.7%). CONCLUSIONS: There is a serious clinically inapparent MAP reservoir in the Swiss cattle population. PCR cannot replace culture to identify individual MAP shedders but is suitable to identify MAP-infected herds, given that the amount of MAP shed in feces is increasing in diseased animals or in animals in the phase of transition to clinical disease

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This paper explores the dynamic linkages that portray different facets of the joint probability distribution of stock market returns in NAFTA (i.e., Canada, Mexico, and the US). Our examination of interactions of the NAFTA stock markets considers three issues. First, we examine the long-run relationship between the three markets, using cointegration techniques. Second, we evaluate the dynamic relationships between the three markets, using impulse-response analysis. Finally, we explore the volatility transmission process between the three markets, using a variety of multivariate GARCH models. Our results also exhibit significant volatility transmission between the second moments of the NAFTA stock markets, albeit not homogenous. The magnitude and trend of the conditional correlations indicate that in the last few years, the Mexican stock market exhibited a tendency toward increased integration with the US market. Finally, we do note that evidence exists that the Peso and Asian financial crises as well as the stock-market crash in the US affect the return and volatility time-series relationships.