Md5-BAC-REV-LTR is a recombinant Marek's disease virus (MDV), with an insertion of the long terminal repeat (LTR) of reticuloendotheliosis virus (REV) into the genome of the highly virulent MDV strain rMd5. It has been shown that Md5-BAC-REV-LTR does not induce tumours and confers high protection against challenge with MDV in 15 × 7 chickens. The objective of the present study was to evaluate the protection and safety (in terms of oncogenicity and immunosuppression) of Md5-BAC-REV-LTR in commercial meat-type chickens bearing maternal antibodies against MDV. Our results show that sub-cutaneous administration of Md5-BAC-REV-LTR at 1 day of age conferred high protection (protection index PI = 84.2) against an early challenge (1 day) by contact exposure to shedder birds infected with the vv+ MDV 648A strain. In such stringent challenge conditions, Md5-BAC-REV-LTR was more protective than a commercial CVI988 (PI = 12.4) and similar to the experimental vaccine Md5-BACΔmeq (PI = 92.4). Furthermore, Md5-BAC-REV-LTR did not induce either tumours or immunosuppression in this study. Immunosuppression was evaluated by the relative lymphoid organ weights and also by the ability of the vaccine to induce late-MDV-induced immunosuppression associated with reactivation of the virus. This study shows that Md5-BAC-REV-LTR has the potential to be used as a MD vaccine and is highly protective against early challenge with vv+ MDV.RESEARCH HIGHLIGHTSMd5-BAC-REV-LTR is highly protective against early challenge with vv+ MDV in commercial meat-type chickens.Md5-BAC-REV-LTR does not cause early immunosuppression.Md5-BAC-REV-LTR does not cause late immunosuppression.Unlike other serotype 1 vaccines, Md5-BAC-REV-LTR is not detected in feather pulp at 7 days post vaccination.
This study examined the influence of tail risks on global financial markets, which aids in better understanding of the emergence of COVID-19. This study looks at the global and Vietnamese stock markets impacted by the COVID-19 pandemic to identify systemic emergencies. Risk dependent value (CoVaR) and Delta link VaR are two important tail-related risk indicators used in Conditional Bivariate Dynamic Correlation (DCC) (CoVaR). The empirical findings demonstrate that when COVID-19's worldwide spread widens, the volatility transmission of systemic risks across the global stock market and multiple exchanges shifts and becomes more relevant over time. At the time of COVID-19, the world industrial market was larger than the Vietnamese stock market, and the Vietnamese stock market posed a lesser danger to the global market. A closer examination of the link between the Vietnam value-at-risk (VaR) range index sample and the world stock index indicates a significant degree of downside risk integration in key monetary systems, particularly during the COVID-19 era. Our study findings may help regulators, politicians, and portfolio risk managers in Vietnam and worldwide during the unique moment of uncertainty created by the COVID-19 epidemic.