Index of the Moscow Interbank Currency Exchange. The MICEX index is market value weighted.
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http://www.micex.com/statistics/equity.html
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(1)
Open for Month
(2)
High for Month
(3)
Low for Month
(4)
Close for Month
(5)
%Chg for Month
(6)
Volume (thous of shares) - Average over days in Month
(7)
StDev of dly rtns for Month
(8)
Corr_dly[ MICEX Index w SP500 ] for Month
(9)
Corr_dly[ MICEX Index w Nikkei ] for Month
(10)
Corr_dly[ MICEX Index w FTSE ] for Month
(11)
Daily AutoCorr for Month
(12)
Corr_dly[ MICEX Index w SP500(d-1) ] for Month
(13)
Corr_dly[ MICEX Index w NIKKEI(d-1) ] for Month
(14)
Corr_dly[ MICEX Index w FTSE(d-1) ] for Month
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EconStats does not guarantee the accuracy of this data.
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