SEESGS50: Corporate Finance and Investment in Emerging Markets

Dr Eugene Nivorozhkin

How to extract US$ total return index for all constituencies of MSCI ALL COUNTRIES WORLD
INDEX (MSCI AC World)?

1. Open time series request in Excel add-in

SEESGS50: Corporate Finance and Investment in Emerging Markets
Dr Eugene Nivorozhkin

2. Use LMSAC$ for the list and RI for datatype. More datatypes can be selected by
clicking on “datatypes” button on the right-hand side. You can also change currency
by clicking on the “$” button. In this example, I selected ten years of daily returns
data. Note that you get the data on the index levels which still need to be
transformed into return series.

3. For other series, find the name of the constituent list and do a similar search. E.g.
MSCI Emerging Markets is LMSEM$; for the prices of Russian stocks (and financial
indicators of Russian companies) which are part of RTS index use LRSRTSIN.