List of taxonomy archive index page links

You can build a list using two functions: get_terms() and get_term_link():

<?php
function wpse73271_get_term_archive_link_list( $taxonomy ) {
    // First, get an array of term IDs
    $term_objects = get_terms( $taxonomy );

    // Now, loop through $term_ids and get
    // an array of term archive permalinks
    foreach ( $term_objects as $term_object ) {
        $term_object->url = get_term_link( $term_object, $taxonomy );
        $term_object->permalink = '<a href="' . $term_object->url . '">' . $term_object->name . '</a>';
    }

    // Now, build an HTML list of permalinks:
    $output="<ul>";
    foreach ( $term_objects as $term_object ) {
        $output .= '<li>' . $term_object->permalink . '</li>';
    }
    $output .= '</ul>';

    // Now return the output
    return $output;
}
?>