Rolling 262-days window estimates of synchronicity (SYNCHt) between the MSCI AC World Index, the MSCI Emerging Market Index, the MSCI BRIC Index, and MSCI Russia Index in the period January 2002–September 2015. Notes: SYNCH WORLD, SYNCH EM, and SYNCH BRIC are the estimates in US dollar. All indices are total return indices in USD terms. Sources: Thomson Reuters Datastream; Authors’ calculations.

 
 
  Part of: Nivorozhkin E, Castagneto-Gissey G (2016) Russian stock market in the aftermath of the Ukrainian crisis. Russian Journal of Economics 2(1): 23-40. https://doi.org/10.1016/j.ruje.2016.04.002