Rolling 262-days window estimates of daily returns volatility of the MSCI Russia Index in the period January 2002–September 2015. Note: The index is the total return index in USD terms and local currency. 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