The "Caucasus Emirate" issued a video on Wednesday on www.kavkazcenter.com - an unofficial separatist website - claiming credit for the Monday bombing of a Moscow subway - an attack which killed at least 39 people.
On Wednesday, bombers in the North Caucasus region of Dagestan killed 12 people.
Shamsuddin Botokayov, a Caucus Emirate representative, spoke to Al Jazeera about the attacks, saying they would halt if Russia leaves the region.