The MSCI emerging markets index is said to date back to 1988. However, I have looked everywhere and can't seem to find EOD data for it, despite Google! Does anyone have a resource?
You can download daily data since Jan 23, 2009 from the MSCI website Here: http://www.msci.com/products/indices/country_and_regional/em/performance.html You can also get monthly data prior to that.