Title: Equity Market Volatility Tracker: Exchange Rates Series ID: EMVEXRATES Source: Baker, Scott R., Bloom, Nick, Davis, Stephen J. Release: Economic Policy Uncertainty (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Index Date Range: 1985-01-01 to 2024-03-01 Last Updated: 2024-04-08 8:02 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' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) 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