Return volatility of stock indices.
Source: Authors’ calculations.
Part of: Ullah M, Sohag K, Khan S, Sohail HM (2023) Impact of Russia–Ukraine conflict on Russian financial market: Evidence from TVP-VAR and quantile-VAR analysis. Russian Journal of Economics 9(3): 284-305. https://doi.org/10.32609/j.ruje.9.105833