Rolling 262-days window estimates of the proportions of systematic and unsystematic risk of the MSCI Russia Index with respect to the MSCI AC World Index in the period January 2002–September 2015. Note: The index is the total return index 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