Table Data - Equity Market Volatility Tracker: Exchange Rates
| Title | Equity Market Volatility Tracker: Exchange Rates |
|---|---|
| Series ID | EMVEXRATES |
| Source | Baker, Scott R., Bloom, Nick, Davis, Steven J. |
| Release | Economic Policy Uncertainty (Not a Press Release) |
| Seasonal Adjustment | Not Seasonally Adjusted |
| Frequency | Monthly |
| Units | Index |
| Date Range | 1985-01-01 to 2026-05-01 |
| Last Updated | 2026-06-02 8:04 AM CDT |
| Notes | The Equity Market Volatility tracker moves with the VIX and with the realized volatility of returns on the S&P 500. For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2019), 'Policy News and Stack Market Volatility' |
| DATE | VALUE |
|---|---|
| 1985-01-01 | 0.08074 |
| 1985-02-01 | 0.16174 |
| 1985-03-01 | 0.08269 |
| 1985-04-01 | 0.21386 |
| 1985-05-01 | 0.13203 |
| 1985-06-01 | 0.00000 |
| 1985-07-01 | 0.08192 |
| 1985-08-01 | 0.08383 |
| 1985-09-01 | 0.14564 |
| 1985-10-01 | 0.25063 |
| 1985-11-01 | 0.43091 |
| 1985-12-01 | 0.06413 |
| 1986-01-01 | 0.19727 |
| 1986-02-01 | 0.08079 |
| 1986-03-01 | 0.13348 |
| 1986-04-01 | 0.19577 |
| 1986-05-01 | 0.13884 |
| 1986-06-01 | 0.06089 |
| 1986-07-01 | 0.29145 |
| 1986-08-01 | 0.20361 |
| 1986-09-01 | 0.55133 |
| 1986-10-01 | 0.00000 |
| 1986-11-01 | 0.12522 |
| 1986-12-01 | 0.17490 |
| 1987-01-01 | 0.35639 |
| 1987-02-01 | 0.41190 |
| 1987-03-01 | 0.47403 |
| 1987-04-01 | 0.74438 |
| 1987-05-01 | 0.52246 |
| 1987-06-01 | 0.55189 |
| 1987-07-01 | 0.32344 |
| 1987-08-01 | 0.05219 |
| 1987-09-01 | 0.09797 |
| 1987-10-01 | 1.97597 |
| 1987-11-01 | 2.92703 |
| 1987-12-01 | 1.90892 |
| 1988-01-01 | 0.98696 |
| 1988-02-01 | 0.38610 |
| 1988-03-01 | 0.40358 |
| 1988-04-01 | 0.55145 |
| 1988-05-01 | 0.33105 |
| 1988-06-01 | 0.25337 |
| 1988-07-01 | 0.24018 |
| 1988-08-01 | 0.16187 |
| 1988-09-01 | 0.25165 |
| 1988-10-01 | 0.20724 |
| 1988-11-01 | 0.50718 |
| 1988-12-01 | 0.29877 |
| 1989-01-01 | 0.49204 |
| 1989-02-01 | 0.11403 |
| 1989-03-01 | 0.04554 |
| 1989-04-01 | 0.00000 |
| 1989-05-01 | 0.20035 |
| 1989-06-01 | 0.44997 |
| 1989-07-01 | 0.41666 |
| 1989-08-01 | 0.05276 |
| 1989-09-01 | 0.09790 |
| 1989-10-01 | 0.47386 |
| 1989-11-01 | 0.20084 |
| 1989-12-01 | 0.35177 |
| 1990-01-01 | 0.19286 |
| 1990-02-01 | 0.41457 |
| 1990-03-01 | 0.62367 |
| 1990-04-01 | 0.24888 |
| 1990-05-01 | 0.21007 |
| 1990-06-01 | 0.34312 |
| 1990-07-01 | 0.16909 |
| 1990-08-01 | 0.09522 |
| 1990-09-01 | 0.40367 |
| 1990-10-01 | 0.71967 |
| 1990-11-01 | 0.09435 |
| 1990-12-01 | 0.10773 |
| 1991-01-01 | 0.20837 |
| 1991-02-01 | 0.06496 |
| 1991-03-01 | 0.10822 |
| 1991-04-01 | 0.05477 |
| 1991-05-01 | 0.10444 |
| 1991-06-01 | 0.16459 |
| 1991-07-01 | 0.34278 |
| 1991-08-01 | 0.10503 |
| 1991-09-01 | 0.31631 |
| 1991-10-01 | 0.05151 |
| 1991-11-01 | 0.10881 |
| 1991-12-01 | 0.35660 |
| 1992-01-01 | 0.27586 |
| 1992-02-01 | 0.22603 |
| 1992-03-01 | 0.35783 |
| 1992-04-01 | 0.21345 |
| 1992-05-01 | 0.15958 |
| 1992-06-01 | 0.16372 |
| 1992-07-01 | 0.24780 |
| 1992-08-01 | 0.43916 |
| 1992-09-01 | 2.85890 |
| 1992-10-01 | 1.96934 |
| 1992-11-01 | 0.57801 |
| 1992-12-01 | 0.24289 |
| 1993-01-01 | 0.79019 |
| 1993-02-01 | 0.17885 |
| 1993-03-01 | 0.43994 |
| 1993-04-01 | 0.32721 |
| 1993-05-01 | 0.28702 |
| 1993-06-01 | 0.16973 |
| 1993-07-01 | 0.74430 |
| 1993-08-01 | 1.59215 |
| 1993-09-01 | 0.63425 |
| 1993-10-01 | 0.30900 |
| 1993-11-01 | 0.26806 |
| 1993-12-01 | 0.31839 |
| 1994-01-01 | 0.05170 |
| 1994-02-01 | 0.05356 |
| 1994-03-01 | 0.35962 |
| 1994-04-01 | 0.45925 |
| 1994-05-01 | 0.15189 |
| 1994-06-01 | 0.54213 |
| 1994-07-01 | 0.17140 |
| 1994-08-01 | 0.40833 |
| 1994-09-01 | 0.22515 |
| 1994-10-01 | 0.20022 |
| 1994-11-01 | 0.10461 |
| 1994-12-01 | 1.67670 |
| 1995-01-01 | 2.72111 |
| 1995-02-01 | 1.82158 |
| 1995-03-01 | 1.52832 |
| 1995-04-01 | 0.70332 |
| 1995-05-01 | 0.16239 |
| 1995-06-01 | 0.34665 |
| 1995-07-01 | 0.12173 |
| 1995-08-01 | 0.57360 |
| 1995-09-01 | 0.32318 |
| 1995-10-01 | 0.27409 |
| 1995-11-01 | 0.70664 |
| 1995-12-01 | 0.18183 |
| 1996-01-01 | 0.19875 |
| 1996-02-01 | 0.12554 |
| 1996-03-01 | 0.00000 |
| 1996-04-01 | 0.05851 |
| 1996-05-01 | 0.16702 |
| 1996-06-01 | 0.17963 |
| 1996-07-01 | 0.31237 |
| 1996-08-01 | 0.12518 |
| 1996-09-01 | 0.11087 |
| 1996-10-01 | 0.27747 |
| 1996-11-01 | 0.42051 |
| 1996-12-01 | 0.29689 |
| 1997-01-01 | 0.27409 |
| 1997-02-01 | 0.38413 |
| 1997-03-01 | 0.26326 |
| 1997-04-01 | 0.22197 |
| 1997-05-01 | 0.41928 |
| 1997-06-01 | 0.31547 |
| 1997-07-01 | 1.26810 |
| 1997-08-01 | 0.89259 |
| 1997-09-01 | 0.99166 |
| 1997-10-01 | 3.05959 |
| 1997-11-01 | 2.96143 |
| 1997-12-01 | 2.33684 |
| 1998-01-01 | 2.29315 |
| 1998-02-01 | 1.09805 |
| 1998-03-01 | 0.31553 |
| 1998-04-01 | 0.58713 |
| 1998-05-01 | 0.85144 |
| 1998-06-01 | 1.56147 |
| 1998-07-01 | 0.89153 |
| 1998-08-01 | 2.95684 |
| 1998-09-01 | 2.72223 |
| 1998-10-01 | 0.66887 |
| 1998-11-01 | 1.13179 |
| 1998-12-01 | 0.36482 |
| 1999-01-01 | 3.89910 |
| 1999-02-01 | 0.70026 |
| 1999-03-01 | 0.30503 |
| 1999-04-01 | 0.62611 |
| 1999-05-01 | 0.67517 |
| 1999-06-01 | 0.45003 |
| 1999-07-01 | 0.88691 |
| 1999-08-01 | 0.94805 |
| 1999-09-01 | 1.02397 |
| 1999-10-01 | 0.36702 |
| 1999-11-01 | 0.52843 |
| 1999-12-01 | 0.42299 |
| 2000-01-01 | 0.23418 |
| 2000-02-01 | 0.05857 |
| 2000-03-01 | 0.33902 |
| 2000-04-01 | 0.30541 |
| 2000-05-01 | 0.22872 |
| 2000-06-01 | 0.28697 |
| 2000-07-01 | 0.38667 |
| 2000-08-01 | 0.31942 |
| 2000-09-01 | 0.21439 |
| 2000-10-01 | 0.21127 |
| 2000-11-01 | 0.16810 |
| 2000-12-01 | 0.37965 |
| 2001-01-01 | 0.27592 |
| 2001-02-01 | 0.44809 |
| 2001-03-01 | 0.31358 |
| 2001-04-01 | 0.15823 |
| 2001-05-01 | 0.05416 |
| 2001-06-01 | 0.27083 |
| 2001-07-01 | 0.44975 |
| 2001-08-01 | 0.00000 |
| 2001-09-01 | 0.32392 |
| 2001-10-01 | 0.10294 |
| 2001-11-01 | 0.00000 |
| 2001-12-01 | 0.71294 |
| 2002-01-01 | 0.76958 |
| 2002-02-01 | 0.52371 |
| 2002-03-01 | 0.20848 |
| 2002-04-01 | 0.17169 |
| 2002-05-01 | 0.26870 |
| 2002-06-01 | 0.23451 |
| 2002-07-01 | 0.45946 |
| 2002-08-01 | 0.52556 |
| 2002-09-01 | 0.37464 |
| 2002-10-01 | 0.32216 |
| 2002-11-01 | 0.05685 |
| 2002-12-01 | 0.16766 |
| 2003-01-01 | 0.16496 |
| 2003-02-01 | 0.36367 |
| 2003-03-01 | 0.21491 |
| 2003-04-01 | 0.26849 |
| 2003-05-01 | 0.74710 |
| 2003-06-01 | 0.15915 |
| 2003-07-01 | 0.11182 |
| 2003-08-01 | 0.05399 |
| 2003-09-01 | 0.48063 |
| 2003-10-01 | 0.31497 |
| 2003-11-01 | 0.23967 |
| 2003-12-01 | 0.15903 |
| 2004-01-01 | 0.58150 |
| 2004-02-01 | 0.36373 |
| 2004-03-01 | 0.09674 |
| 2004-04-01 | 0.15461 |
| 2004-05-01 | 0.36586 |
| 2004-06-01 | 0.05222 |
| 2004-07-01 | 0.05552 |
| 2004-08-01 | 0.05160 |
| 2004-09-01 | 0.05107 |
| 2004-10-01 | 0.04989 |
| 2004-11-01 | 0.36655 |
| 2004-12-01 | 0.67000 |
| 2005-01-01 | 0.36578 |
| 2005-02-01 | 0.27649 |
| 2005-03-01 | 0.19234 |
| 2005-04-01 | 0.35788 |
| 2005-05-01 | 0.25602 |
| 2005-06-01 | 0.31357 |
| 2005-07-01 | 0.37841 |
| 2005-08-01 | 0.22835 |
| 2005-09-01 | 0.19163 |
| 2005-10-01 | 0.27243 |
| 2005-11-01 | 0.10356 |
| 2005-12-01 | 0.11192 |
| 2006-01-01 | 0.17043 |
| 2006-02-01 | 0.30343 |
| 2006-03-01 | 0.09305 |
| 2006-04-01 | 0.19470 |
| 2006-05-01 | 0.26366 |
| 2006-06-01 | 0.17092 |
| 2006-07-01 | 0.05762 |
| 2006-08-01 | 0.16752 |
| 2006-09-01 | 0.09858 |
| 2006-10-01 | 0.04799 |
| 2006-11-01 | 0.13135 |
| 2006-12-01 | 0.23513 |
| 2007-01-01 | 0.04511 |
| 2007-02-01 | 0.20323 |
| 2007-03-01 | 0.45968 |
| 2007-04-01 | 0.04507 |
| 2007-05-01 | 0.63798 |
| 2007-06-01 | 0.55918 |
| 2007-07-01 | 0.15499 |
| 2007-08-01 | 0.26037 |
| 2007-09-01 | 0.15014 |
| 2007-10-01 | 0.19526 |
| 2007-11-01 | 0.19197 |
| 2007-12-01 | 0.05143 |
| 2008-01-01 | 0.05332 |
| 2008-02-01 | 0.05147 |
| 2008-03-01 | 0.33203 |
| 2008-04-01 | 0.14045 |
| 2008-05-01 | 0.33208 |
| 2008-06-01 | 0.08859 |
| 2008-07-01 | 0.11271 |
| 2008-08-01 | 0.09153 |
| 2008-09-01 | 0.31127 |
| 2008-10-01 | 0.73253 |
| 2008-11-01 | 0.24046 |
| 2008-12-01 | 0.17817 |
| 2009-01-01 | 0.47669 |
| 2009-02-01 | 0.12833 |
| 2009-03-01 | 0.11972 |
| 2009-04-01 | 0.16575 |
| 2009-05-01 | 0.23673 |
| 2009-06-01 | 0.19463 |
| 2009-07-01 | 0.27373 |
| 2009-08-01 | 0.00000 |
| 2009-09-01 | 0.05245 |
| 2009-10-01 | 0.53238 |
| 2009-11-01 | 0.34478 |
| 2009-12-01 | 0.15161 |
| 2010-01-01 | 0.11745 |
| 2010-02-01 | 0.27737 |
| 2010-03-01 | 0.10730 |
| 2010-04-01 | 0.11390 |
| 2010-05-01 | 0.27539 |
| 2010-06-01 | 0.51134 |
| 2010-07-01 | 0.40581 |
| 2010-08-01 | 0.26578 |
| 2010-09-01 | 0.10392 |
| 2010-10-01 | 0.44662 |
| 2010-11-01 | 0.28435 |
| 2010-12-01 | 0.21952 |
| 2011-01-01 | 0.28632 |
| 2011-02-01 | 0.10912 |
| 2011-03-01 | 0.29368 |
| 2011-04-01 | 0.22166 |
| 2011-05-01 | 0.17825 |
| 2011-06-01 | 0.17776 |
| 2011-07-01 | 0.33523 |
| 2011-08-01 | 0.30398 |
| 2011-09-01 | 0.25376 |
| 2011-10-01 | 0.24041 |
| 2011-11-01 | 0.48451 |
| 2011-12-01 | 0.60800 |
| 2012-01-01 | 0.18131 |
| 2012-02-01 | 0.07118 |
| 2012-03-01 | 0.00000 |
| 2012-04-01 | 0.11767 |
| 2012-05-01 | 0.13370 |
| 2012-06-01 | 0.27379 |
| 2012-07-01 | 0.14702 |
| 2012-08-01 | 0.18529 |
| 2012-09-01 | 0.12206 |
| 2012-10-01 | 0.05595 |
| 2012-11-01 | 0.16324 |
| 2012-12-01 | 0.20396 |
| 2013-01-01 | 0.04552 |
| 2013-02-01 | 0.07862 |
| 2013-03-01 | 0.13140 |
| 2013-04-01 | 0.35320 |
| 2013-05-01 | 0.14910 |
| 2013-06-01 | 0.09762 |
| 2013-07-01 | 0.10483 |
| 2013-08-01 | 0.15467 |
| 2013-09-01 | 0.22863 |
| 2013-10-01 | 0.05574 |
| 2013-11-01 | 0.06608 |
| 2013-12-01 | 0.11386 |
| 2014-01-01 | 0.28572 |
| 2014-02-01 | 0.26646 |
| 2014-03-01 | 0.29778 |
| 2014-04-01 | 0.12244 |
| 2014-05-01 | 0.05848 |
| 2014-06-01 | 0.16367 |
| 2014-07-01 | 0.11911 |
| 2014-08-01 | 0.05561 |
| 2014-09-01 | 0.05593 |
| 2014-10-01 | 0.12185 |
| 2014-11-01 | 0.00000 |
| 2014-12-01 | 0.42570 |
| 2015-01-01 | 0.67639 |
| 2015-02-01 | 0.48745 |
| 2015-03-01 | 0.23246 |
| 2015-04-01 | 0.20383 |
| 2015-05-01 | 0.11657 |
| 2015-06-01 | 0.11662 |
| 2015-07-01 | 0.35712 |
| 2015-08-01 | 3.85762 |
| 2015-09-01 | 1.53967 |
| 2015-10-01 | 0.32961 |
| 2015-11-01 | 0.21094 |
| 2015-12-01 | 0.22347 |
| 2016-01-01 | 1.26721 |
| 2016-02-01 | 0.91740 |
| 2016-03-01 | 0.34453 |
| 2016-04-01 | 0.65751 |
| 2016-05-01 | 0.00000 |
| 2016-06-01 | 0.28769 |
| 2016-07-01 | 0.26873 |
| 2016-08-01 | 0.20476 |
| 2016-09-01 | 0.08444 |
| 2016-10-01 | 0.09912 |
| 2016-11-01 | 0.11478 |
| 2016-12-01 | 0.19952 |
| 2017-01-01 | 0.00000 |
| 2017-02-01 | 0.22106 |
| 2017-03-01 | 0.28504 |
| 2017-04-01 | 0.23665 |
| 2017-05-01 | 0.00000 |
| 2017-06-01 | 0.33046 |
| 2017-07-01 | 0.00000 |
| 2017-08-01 | 0.23588 |
| 2017-09-01 | 0.08621 |
| 2017-10-01 | 0.17891 |
| 2017-11-01 | 0.24581 |
| 2017-12-01 | 0.00000 |
| 2018-01-01 | 0.00000 |
| 2018-02-01 | 0.12271 |
| 2018-03-01 | 0.00000 |
| 2018-04-01 | 0.00000 |
| 2018-05-01 | 0.12757 |
| 2018-06-01 | 0.11329 |
| 2018-07-01 | 0.00000 |
| 2018-08-01 | 0.90132 |
| 2018-09-01 | 0.15408 |
| 2018-10-01 | 0.00000 |
| 2018-11-01 | 0.00000 |
| 2018-12-01 | 0.00000 |
| 2019-01-01 | 0.44365 |
| 2019-02-01 | 0.00000 |
| 2019-03-01 | 0.14731 |
| 2019-04-01 | 0.15543 |
| 2019-05-01 | 0.00000 |
| 2019-06-01 | 0.13839 |
| 2019-07-01 | 0.00000 |
| 2019-08-01 | 1.17088 |
| 2019-09-01 | 0.14634 |
| 2019-10-01 | 0.00000 |
| 2019-11-01 | 0.00000 |
| 2019-12-01 | 0.31483 |
| 2020-01-01 | 0.13185 |
| 2020-02-01 | 0.16742 |
| 2020-03-01 | 0.32746 |
| 2020-04-01 | 0.00000 |
| 2020-05-01 | 0.00000 |
| 2020-06-01 | 0.00000 |
| 2020-07-01 | 0.00000 |
| 2020-08-01 | 0.00000 |
| 2020-09-01 | 0.15390 |
| 2020-10-01 | 0.00000 |
| 2020-11-01 | 0.00000 |
| 2020-12-01 | 0.00000 |
| 2021-01-01 | 0.34306 |
| 2021-02-01 | 0.00000 |
| 2021-03-01 | 0.32044 |
| 2021-04-01 | 0.00000 |
| 2021-05-01 | 0.00000 |
| 2021-06-01 | 0.00000 |
| 2021-07-01 | 0.00000 |
| 2021-08-01 | 0.00000 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.29819 |
| 2022-01-01 | 0.00000 |
| 2022-02-01 | 0.00000 |
| 2022-03-01 | 0.00000 |
| 2022-04-01 | 0.00000 |
| 2022-05-01 | 0.30285 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.31864 |
| 2022-08-01 | 0.00000 |
| 2022-09-01 | 0.24437 |
| 2022-10-01 | 0.43471 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.35522 |
| 2023-03-01 | 0.00000 |
| 2023-04-01 | 0.00000 |
| 2023-05-01 | 0.00000 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.00000 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.00000 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.00000 |
| 2024-04-01 | 0.00000 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.00000 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.00000 |
| 2024-11-01 | 0.00000 |
| 2024-12-01 | 0.00000 |
| 2025-01-01 | 0.00000 |
| 2025-02-01 | 0.00000 |
| 2025-03-01 | 0.42188 |
| 2025-04-01 | 1.49712 |
| 2025-05-01 | 0.63296 |
| 2025-06-01 | 0.00000 |
| 2025-07-01 | 0.20555 |
| 2025-08-01 | 0.00000 |
| 2025-09-01 | 0.00000 |
| 2025-10-01 | 0.00000 |
| 2025-11-01 | 0.00000 |
| 2025-12-01 | 0.00000 |
| 2026-01-01 | 0.40730 |
| 2026-02-01 | 0.00000 |
| 2026-03-01 | 0.00000 |
| 2026-04-01 | 0.00000 |
| 2026-05-01 | 0.00000 |