The impact of changes in the Bank of Russia’s discount rate on stock returns for Russian public companies
Published: 23 March 2026| Version 1 | DOI: 10.17632/nd64cs399t.1
Contributor:
Peter OzerovDescription
In my research I discover the impact of changes in the Bank of Russia’s discount rate on stock returns for Russian public companies. The presented dataset covers the period from 2014 to 2025, contains stock quotes from 8 MOEX indices, actual and expected Bank of Russia’s discount rates on the day of the meeting of the Board of Directors of the Bank of Russia on the key rate.
Files
Institutions
- Lomonosov Moscow State UniversityMoscow, Moscow
Categories
Finance, Monetary Policy