Moving normalized coefficients of variation of the logarithm of index values. Note. The area corresponding to the highlighted crisis period is greyed out. Source: Compiled by the authors based on their own calculations

 
 
  Part of: Malkina M, Rogachev D (2024) Financial contagion of the Russian stock market from the Chinese stock market during the Covid-19 pandemic. BRICS Journal of Economics 5(4): 73-92. https://doi.org/10.3897/brics-econ.5.e139618