Plant lectins: the ties that bind in root symbiosis and plant defense

Lectins are a diverse group of carbohydrate-binding proteins that are found within and associated with organisms from all kingdoms of life. Several different classes of plant lectins serve a diverse array of functions. The most prominent of these include participation in plant defense against predators and pathogens and involvement in symbiotic interactions between host plants and symbiotic microbes, including mycorrhizal fungi and nitrogen-fixing rhizobia. Extensive biological, biochemical, and molecular studies have shed light on the functions of plant lectins, and a plethora of uncharacterized lectin genes are being revealed at the genomic scale, suggesting unexplored and novel diversity in plant lectin structure and function. Integration of the results from these different types of research is beginning to yield a more detailed understanding of the function of lectins in symbiosis, defense, and plant biology in general

Akcijų rinkos vystymosi veiksniai: išsivysčiusių ir besivystančių rinkų elgsenos pavyzdžių tyrimas ilguoju laikotarpiu

The paper analyses determinants of stock market development in thirty advanced and emerging countries within the period between 1960 and pre-financial global meltdown (2007). Our explanatory variables are foreign direct investment (FDI), remittances and bank credits to private sector. The application of SUR estimation disclosed that all variables had significant positive effects on market development measured by market capitalization. The obtained results unfolded the necessity for the countries to develop policies and regulations on facilitating FDI, remittances and bank credits

Stock and bond market interactions with two regime shifts: evidence from Turkey

This study aims to examine the relationship between the stock market and the government bond market in Turkey over a period from May 2001 to August 2009 in order to find out whether specific asset allocation in these markets provides benefits. This article employs several cointegration techniques such as Engle and Granger (EG, 1987), Gregory and Hansen (GH, 1996) and Hatemi-J (HJ, 2008). Furthermore, it applies the long run elasticities of Stock and Watson (1993) and parameter stability tests of Hansen (1992) and Andrews (1993). According to the results of EG and GH tests, the government bond index is not cointegrated with any other stock market indices. In contrast to the previous tests, we find a relationship which indicates low benefits of asset allocation between some stock indices and the government bond index when we employ the HJ method which takes two structural breaks into consideration. When we use the long run elasticities based on Ordinary Least Squares (OLS) and Dynamic OLS (DOLS) procedures, we find that the government bond index has a significant effect on some stock indices. In addition, employing the stability test of Hansen (1992), we find that the results of cointegration test with structural breaks (HJ) are consistent. Finally, we use Quandt-Andrews (Andrews, 1993) test and investigate possible break points in the relationship between price indices.cointegration, structural change, regime shift, asset allocation,

Production of industrial enzymes for feed industry

WOS: 00020980560030