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и рынки. №1 / Октябрь 2015
Figure 38. VIX index (S&P500) and RTS volatility Figure 39. EMBI+Russia and
index (RTSVX) JP Morgan EMBI Global
closes access to funding for companies
with low credit rating.
Figure 25. RTS and MSCI EM Figure 26. S&P500 and Eurosotxx50
Source: Bloomberg Source:
3 / January 2016
13
Macroeconomics and markets. No. 1 / October
Figure 19. RTS and MSCI EM Figure 20. S&P500 and Eurostoxx50
Source: Bloomberg Source:
policies on the
back of risk aversion and volatility growth.
Figure 39. RTS and MSCI EM Figure 40. S&P500 and Eurosotxx50
Source: Bloomberg Finance
335
25.01.2017
2268
33.
PJSC ROSBANK
2272
34.
PJSC BANK URALSIB
2275
35.
JSC RSB Bank
2289
36.
JSCB Absolut Bank (PJSC)
2306
37.
SOYUZ Bank (JSC
STATISTICAL 103
BULLETIN
Table 3.4
Main Stock Market Indicators
MICEX index, RTS index, Moscow Exchange trade turnover,
Date
points points billions of rubles
2016
of expectations of future exchange rate fluctuations relative to the risk-neutral measure.
RTS index
Composite index of the Russian stock market calculated by the Exchange
permanent upward pressure on inflation expectations.
Figure 36. VIX index (S&P500) RTS Figure 37. Local currency equity index,
volatility index (RTSVX) 1 January 2016
339
19.12.2016
2268
34.
PJSC ROSBANK
2272
35.
PJSC BANK URALSIB
2275
36.
JSC RSB Bank
2289
37.
JSCB Absolut Bank (PJSC)
2306
38.
SOYUZ Bank (JSC
STATISTICAL 103
BULLETIN
Table 3.4
Main Stock Market Indicators
MICEX index, RTS index, Moscow Exchange trade turnover,
Date
points points billions of rubles
2016