Country Name

Stock Exchange

Index Name

State of Economy

Sample Period

American and Latin American Markets

Brazil

Sao Paulo Stock Exchange

IBOVESPA Brazil Sao Paulo Stock Exchange Index

Emerging

Jan. 2000 to Apr. 2018

Canada

Toronto Stock Exchange

S&P/TSX Composite Index

Developed

Jan. 2000 to Apr. 2018

Chile

Santiago Stock Exchange

IPSA Index

Emerging

Jan. 2000 to Apr. 2018

Mexico

Bolsa Mexicam de Valores

S&P.BMV IPC

Emerging

Jan. 2000 to Apr. 2018

United States

NADAQ

Nasdaq Composite Index

Developed

Jan. 2000 to Apr. 2018

European Markets

Belgium

Brussels Stock Exchange

BEL 20 Index

Developed

Jan. 2000 to Apr. 2018

France

French Stock Exchange

CAC40 Index

Developed

Jan. 2000 to Apr. 2018

Germany

Frankfurt Stock Exchange

Deutsche Boerse AG German Stock Index

Developed

Jan. 2000 to Apr. 2018

Greece

Athens Stock Exchange

Athens Stock Exchange General Index

Developed

Jan. 2000 to Apr. 2018

Netherland

Amsterdam Exchange

AEX Index

Developed

Jan. 2000 to Apr. 2018

Portugal

Lisbon Stock Exchange

PSI20 Index

Developed

Jan. 2000 to Apr. 2018

Russia

Moscow Stock Exchange

MOEX Russia Index

Emerging

Jan. 2000 to Apr. 2018

Sweden

Stockholm Stock Exchange

OMX Stockholm 30 Index

Developed

Jan. 2000 to Apr. 2018

Switzerland

Swiss Stock Exchange (SIX)

Swiss Market Index

Developed

Jan. 2000 to Apr. 2018

United Kingdom

London Stock Exchange

FTSE 100 Index

Developed

Jan. 2000 to Apr. 2018

Asian and Asia Pacific Markets

Australia

Australian Stock Exchange

Australian Stock Exchange All Ordinaries Index

Developed

Jan. 2000 to Apr. 2018

China

Shanghai Stock Exchange

Shanghai Stock Exchange Composite Index

Emerging

Jan. 2000 to Apr. 2018

Hong Kong

Stock Exchange of Hong Kong

Hong Kong Hang Sang Index

Developed

Jan. 2000 to Apr. 2018

India

National Stock Exchange

CNX Nifty 50

Emerging

Jan. 2000 to Apr. 2018

Japan

Tokyo Stock Exchange

Nikkei 225

Developed

Jan. 2000 to Apr. 2018

Malaysia

Kuala Lumpur Stock Exchange

FTSE Bursa Malaysia KLCI Index

Emerging

Jan. 2000 to Apr. 2018

New Zealand

New Zealand Exchange Ltd.

S&P/NZX All Index

Developed

Jan. 2000 to Apr. 2018

Singapore

Singapore Exchange

The Straits Times Index

Developed

Jan. 2000 to Apr. 2018

South Korea

Korean Stock Exchange

Korea Stock Exchange KOSPI Index

Developed

Jan. 2000 to Apr. 2018

Taiwan

Taiwan Stock Exchange

Taiwan Stock Exchange Weighted Index

Emerging

Jan. 2000 to Apr. 2018

African Markets

Egypt

Cairo and Alexandria Stock Exchange

EGX 30 Index

Emerging

Jan. 2000 to Apr. 2018

Kenya

Nairobi Security Exchange

Nairobi Securities Exchange Ltd. All Share Index

Emerging

Jan. 2000 to Apr. 2018

Mauritius

Mauritius Stock Exchange

Mauritius Stock Exchange SEMDEX Index

Emerging

Jan. 2000 to Apr. 2018

Nigeria

Lagos Stock Exchange

NSE 30 Index

Emerging

Jan. 2000 to Apr. 2018

South Africa

Johannesburg Stock Exchange

FTSE/JSE Africa All Share Index

Emerging

Jan. 2000 to Apr. 2018

Middle-East Markets

Abu Dhabi

Abu Dhabi Security Market

Abu Dhabi Security Market General Index

Emerging

Feb. 2002 to Apr. 2018

Bahrain

Bahrain Bourse

Bahrain Bourse All Share Index

Emerging

Feb. 2002 to Apr. 2018

Qatar

Qatar Exchange

Qatar Exchange Index

Emerging

Jan. 2003 to Apr. 2018

Saudi Arabia

Saudi Stock Exchange

Tadawul All Share Index

Emerging

Feb. 2002 to Apr. 2018

UAE

Dubai Financial Market

Dubai Financial Market General Index

Emerging

Feb. 2002 to Apr. 2018