Table Data - Equity Market Volatility Tracker: Financial Crises
Title | Equity Market Volatility Tracker: Financial Crises |
---|---|
Series ID | EMVFINCRISES |
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 2024-07-01 |
Last Updated | 2024-08-06 8:01 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 | 0.00000 |
1985-04-01 | 0.07129 |
1985-05-01 | 0.00000 |
1985-06-01 | 0.06578 |
1985-07-01 | 0.00000 |
1985-08-01 | 0.41913 |
1985-09-01 | 0.07282 |
1985-10-01 | 0.06266 |
1985-11-01 | 0.00000 |
1985-12-01 | 0.06413 |
1986-01-01 | 0.06576 |
1986-02-01 | 0.08079 |
1986-03-01 | 0.00000 |
1986-04-01 | 0.06526 |
1986-05-01 | 0.13884 |
1986-06-01 | 0.00000 |
1986-07-01 | 0.07286 |
1986-08-01 | 0.06787 |
1986-09-01 | 0.06892 |
1986-10-01 | 0.06405 |
1986-11-01 | 0.12522 |
1986-12-01 | 0.00000 |
1987-01-01 | 0.11880 |
1987-02-01 | 0.29422 |
1987-03-01 | 0.21068 |
1987-04-01 | 0.00000 |
1987-05-01 | 0.11610 |
1987-06-01 | 0.11038 |
1987-07-01 | 0.00000 |
1987-08-01 | 0.05219 |
1987-09-01 | 0.19594 |
1987-10-01 | 1.26242 |
1987-11-01 | 1.06949 |
1987-12-01 | 0.43633 |
1988-01-01 | 0.16449 |
1988-02-01 | 0.16547 |
1988-03-01 | 0.10090 |
1988-04-01 | 0.33087 |
1988-05-01 | 0.11035 |
1988-06-01 | 0.20269 |
1988-07-01 | 0.12009 |
1988-08-01 | 0.00000 |
1988-09-01 | 0.05033 |
1988-10-01 | 0.36267 |
1988-11-01 | 0.30431 |
1988-12-01 | 0.19918 |
1989-01-01 | 0.21868 |
1989-02-01 | 0.00000 |
1989-03-01 | 0.09108 |
1989-04-01 | 0.00000 |
1989-05-01 | 0.00000 |
1989-06-01 | 0.09999 |
1989-07-01 | 0.05208 |
1989-08-01 | 0.05276 |
1989-09-01 | 0.09790 |
1989-10-01 | 0.66340 |
1989-11-01 | 0.15063 |
1989-12-01 | 0.25126 |
1990-01-01 | 0.14465 |
1990-02-01 | 0.59225 |
1990-03-01 | 0.13364 |
1990-04-01 | 0.04978 |
1990-05-01 | 0.08403 |
1990-06-01 | 0.34312 |
1990-07-01 | 0.11273 |
1990-08-01 | 0.09522 |
1990-09-01 | 0.00000 |
1990-10-01 | 0.25703 |
1990-11-01 | 0.14152 |
1990-12-01 | 0.21546 |
1991-01-01 | 0.26046 |
1991-02-01 | 0.06496 |
1991-03-01 | 0.00000 |
1991-04-01 | 0.00000 |
1991-05-01 | 0.15665 |
1991-06-01 | 0.10973 |
1991-07-01 | 0.00000 |
1991-08-01 | 0.15754 |
1991-09-01 | 0.05272 |
1991-10-01 | 0.10303 |
1991-11-01 | 0.10881 |
1991-12-01 | 0.20377 |
1992-01-01 | 0.05517 |
1992-02-01 | 0.11301 |
1992-03-01 | 0.15335 |
1992-04-01 | 0.16009 |
1992-05-01 | 0.15958 |
1992-06-01 | 0.00000 |
1992-07-01 | 0.04956 |
1992-08-01 | 0.13175 |
1992-09-01 | 0.32807 |
1992-10-01 | 0.14770 |
1992-11-01 | 0.09634 |
1992-12-01 | 0.19431 |
1993-01-01 | 0.16933 |
1993-02-01 | 0.05962 |
1993-03-01 | 0.05499 |
1993-04-01 | 0.16361 |
1993-05-01 | 0.11481 |
1993-06-01 | 0.11315 |
1993-07-01 | 0.17176 |
1993-08-01 | 0.11373 |
1993-09-01 | 0.11532 |
1993-10-01 | 0.05150 |
1993-11-01 | 0.10722 |
1993-12-01 | 0.31839 |
1994-01-01 | 0.05170 |
1994-02-01 | 0.10713 |
1994-03-01 | 0.05137 |
1994-04-01 | 0.11481 |
1994-05-01 | 0.10126 |
1994-06-01 | 0.00000 |
1994-07-01 | 0.05713 |
1994-08-01 | 0.00000 |
1994-09-01 | 0.05629 |
1994-10-01 | 0.00000 |
1994-11-01 | 0.00000 |
1994-12-01 | 2.89612 |
1995-01-01 | 2.72111 |
1995-02-01 | 2.44971 |
1995-03-01 | 1.41916 |
1995-04-01 | 1.02792 |
1995-05-01 | 0.16239 |
1995-06-01 | 0.11555 |
1995-07-01 | 0.30433 |
1995-08-01 | 0.28680 |
1995-09-01 | 0.26932 |
1995-10-01 | 0.27409 |
1995-11-01 | 0.41221 |
1995-12-01 | 0.06061 |
1996-01-01 | 0.39749 |
1996-02-01 | 0.31384 |
1996-03-01 | 0.05814 |
1996-04-01 | 0.05851 |
1996-05-01 | 0.05567 |
1996-06-01 | 0.23951 |
1996-07-01 | 0.31237 |
1996-08-01 | 0.06259 |
1996-09-01 | 0.05543 |
1996-10-01 | 0.11099 |
1996-11-01 | 0.30036 |
1996-12-01 | 0.35626 |
1997-01-01 | 0.43854 |
1997-02-01 | 0.05488 |
1997-03-01 | 0.10530 |
1997-04-01 | 0.05549 |
1997-05-01 | 0.05241 |
1997-06-01 | 0.00000 |
1997-07-01 | 0.28821 |
1997-08-01 | 0.15752 |
1997-09-01 | 0.69416 |
1997-10-01 | 2.20692 |
1997-11-01 | 2.70165 |
1997-12-01 | 3.94666 |
1998-01-01 | 6.07952 |
1998-02-01 | 2.45754 |
1998-03-01 | 1.12690 |
1998-04-01 | 1.22320 |
1998-05-01 | 1.50254 |
1998-06-01 | 2.39425 |
1998-07-01 | 2.56972 |
1998-08-01 | 5.74941 |
1998-09-01 | 6.75323 |
1998-10-01 | 5.24808 |
1998-11-01 | 3.28219 |
1998-12-01 | 1.77197 |
1999-01-01 | 2.93845 |
1999-02-01 | 1.23893 |
1999-03-01 | 1.01676 |
1999-04-01 | 1.58936 |
1999-05-01 | 1.39856 |
1999-06-01 | 1.40010 |
1999-07-01 | 1.33036 |
1999-08-01 | 1.65909 |
1999-09-01 | 1.18565 |
1999-10-01 | 0.99621 |
1999-11-01 | 1.26823 |
1999-12-01 | 0.47586 |
2000-01-01 | 1.05379 |
2000-02-01 | 0.35141 |
2000-03-01 | 0.90406 |
2000-04-01 | 1.03839 |
2000-05-01 | 0.62899 |
2000-06-01 | 0.51654 |
2000-07-01 | 0.55238 |
2000-08-01 | 0.53237 |
2000-09-01 | 0.58957 |
2000-10-01 | 0.95070 |
2000-11-01 | 1.00858 |
2000-12-01 | 1.20222 |
2001-01-01 | 1.26923 |
2001-02-01 | 0.50410 |
2001-03-01 | 1.20207 |
2001-04-01 | 0.52743 |
2001-05-01 | 0.32495 |
2001-06-01 | 0.27083 |
2001-07-01 | 0.67462 |
2001-08-01 | 0.66751 |
2001-09-01 | 1.42523 |
2001-10-01 | 0.51470 |
2001-11-01 | 0.57892 |
2001-12-01 | 0.77235 |
2002-01-01 | 0.47358 |
2002-02-01 | 0.40733 |
2002-03-01 | 0.67755 |
2002-04-01 | 0.40060 |
2002-05-01 | 0.26870 |
2002-06-01 | 0.52765 |
2002-07-01 | 1.90346 |
2002-08-01 | 1.11682 |
2002-09-01 | 0.81172 |
2002-10-01 | 1.07386 |
2002-11-01 | 0.56849 |
2002-12-01 | 0.50299 |
2003-01-01 | 0.27494 |
2003-02-01 | 0.24245 |
2003-03-01 | 0.53728 |
2003-04-01 | 0.53697 |
2003-05-01 | 0.64037 |
2003-06-01 | 0.58355 |
2003-07-01 | 0.27954 |
2003-08-01 | 0.48589 |
2003-09-01 | 0.42723 |
2003-10-01 | 0.58494 |
2003-11-01 | 0.28760 |
2003-12-01 | 0.21205 |
2004-01-01 | 0.15859 |
2004-02-01 | 0.51962 |
2004-03-01 | 0.14511 |
2004-04-01 | 0.05154 |
2004-05-01 | 0.31360 |
2004-06-01 | 0.26110 |
2004-07-01 | 0.55523 |
2004-08-01 | 0.20639 |
2004-09-01 | 0.20430 |
2004-10-01 | 0.29936 |
2004-11-01 | 0.26182 |
2004-12-01 | 0.36077 |
2005-01-01 | 0.41803 |
2005-02-01 | 0.33179 |
2005-03-01 | 0.38468 |
2005-04-01 | 0.56238 |
2005-05-01 | 0.51203 |
2005-06-01 | 0.15679 |
2005-07-01 | 0.28381 |
2005-08-01 | 0.39961 |
2005-09-01 | 0.28744 |
2005-10-01 | 0.59027 |
2005-11-01 | 0.31068 |
2005-12-01 | 0.16788 |
2006-01-01 | 0.39768 |
2006-02-01 | 0.40457 |
2006-03-01 | 0.27915 |
2006-04-01 | 0.19470 |
2006-05-01 | 0.31640 |
2006-06-01 | 0.74064 |
2006-07-01 | 0.51860 |
2006-08-01 | 0.16752 |
2006-09-01 | 0.19715 |
2006-10-01 | 0.04799 |
2006-11-01 | 0.39405 |
2006-12-01 | 0.61134 |
2007-01-01 | 0.18043 |
2007-02-01 | 0.50807 |
2007-03-01 | 0.68952 |
2007-04-01 | 0.09014 |
2007-05-01 | 0.50127 |
2007-06-01 | 0.46598 |
2007-07-01 | 0.36165 |
2007-08-01 | 2.60369 |
2007-09-01 | 1.25118 |
2007-10-01 | 0.63459 |
2007-11-01 | 0.47992 |
2007-12-01 | 0.66859 |
2008-01-01 | 1.49300 |
2008-02-01 | 0.82347 |
2008-03-01 | 2.18191 |
2008-04-01 | 1.35771 |
2008-05-01 | 0.90137 |
2008-06-01 | 0.79731 |
2008-07-01 | 2.19777 |
2008-08-01 | 1.00686 |
2008-09-01 | 15.68785 |
2008-10-01 | 24.60096 |
2008-11-01 | 9.01727 |
2008-12-01 | 6.05787 |
2009-01-01 | 5.54149 |
2009-02-01 | 5.38987 |
2009-03-01 | 6.04574 |
2009-04-01 | 4.30957 |
2009-05-01 | 4.26117 |
2009-06-01 | 4.15213 |
2009-07-01 | 4.05121 |
2009-08-01 | 3.39507 |
2009-09-01 | 4.51042 |
2009-10-01 | 3.72667 |
2009-11-01 | 3.56268 |
2009-12-01 | 2.17312 |
2010-01-01 | 6.22498 |
2010-02-01 | 4.27148 |
2010-03-01 | 3.54094 |
2010-04-01 | 5.86588 |
2010-05-01 | 7.71105 |
2010-06-01 | 5.22708 |
2010-07-01 | 5.33346 |
2010-08-01 | 2.97671 |
2010-09-01 | 3.94909 |
2010-10-01 | 3.67218 |
2010-11-01 | 4.32212 |
2010-12-01 | 3.23790 |
2011-01-01 | 4.75291 |
2011-02-01 | 3.05528 |
2011-03-01 | 4.34651 |
2011-04-01 | 4.48861 |
2011-05-01 | 3.08973 |
2011-06-01 | 4.79957 |
2011-07-01 | 5.96707 |
2011-08-01 | 16.71865 |
2011-09-01 | 6.40753 |
2011-10-01 | 8.29408 |
2011-11-01 | 5.26908 |
2011-12-01 | 4.99912 |
2012-01-01 | 5.25808 |
2012-02-01 | 4.34198 |
2012-03-01 | 3.91737 |
2012-04-01 | 3.00048 |
2012-05-01 | 4.74625 |
2012-06-01 | 5.74949 |
2012-07-01 | 3.89609 |
2012-08-01 | 3.89116 |
2012-09-01 | 4.02789 |
2012-10-01 | 4.36407 |
2012-11-01 | 3.21030 |
2012-12-01 | 3.11042 |
2013-01-01 | 6.28168 |
2013-02-01 | 6.28940 |
2013-03-01 | 5.82518 |
2013-04-01 | 3.38063 |
2013-05-01 | 3.67773 |
2013-06-01 | 3.17261 |
2013-07-01 | 4.08856 |
2013-08-01 | 3.60902 |
2013-09-01 | 5.25847 |
2013-10-01 | 5.07275 |
2013-11-01 | 3.30391 |
2013-12-01 | 3.87138 |
2014-01-01 | 3.88585 |
2014-02-01 | 2.55802 |
2014-03-01 | 3.27558 |
2014-04-01 | 4.10160 |
2014-05-01 | 3.68408 |
2014-06-01 | 2.29141 |
2014-07-01 | 3.45429 |
2014-08-01 | 3.44770 |
2014-09-01 | 1.67793 |
2014-10-01 | 5.66608 |
2014-11-01 | 3.21643 |
2014-12-01 | 3.22318 |
2015-01-01 | 4.59942 |
2015-02-01 | 3.04658 |
2015-03-01 | 2.61520 |
2015-04-01 | 3.53306 |
2015-05-01 | 2.33139 |
2015-06-01 | 3.44020 |
2015-07-01 | 5.71392 |
2015-08-01 | 9.41259 |
2015-09-01 | 5.20556 |
2015-10-01 | 4.15311 |
2015-11-01 | 2.17967 |
2015-12-01 | 4.54386 |
2016-01-01 | 5.82917 |
2016-02-01 | 4.89278 |
2016-03-01 | 3.10076 |
2016-04-01 | 2.48392 |
2016-05-01 | 1.65040 |
2016-06-01 | 4.41124 |
2016-07-01 | 4.03092 |
2016-08-01 | 2.96904 |
2016-09-01 | 2.70206 |
2016-10-01 | 2.57719 |
2016-11-01 | 4.13196 |
2016-12-01 | 2.99275 |
2017-01-01 | 3.94121 |
2017-02-01 | 3.64750 |
2017-03-01 | 3.42054 |
2017-04-01 | 2.12983 |
2017-05-01 | 2.03092 |
2017-06-01 | 2.53353 |
2017-07-01 | 2.53917 |
2017-08-01 | 3.18439 |
2017-09-01 | 1.89667 |
2017-10-01 | 1.87857 |
2017-11-01 | 3.44136 |
2017-12-01 | 3.27283 |
2018-01-01 | 3.00296 |
2018-02-01 | 5.89018 |
2018-03-01 | 2.95134 |
2018-04-01 | 2.70427 |
2018-05-01 | 2.93413 |
2018-06-01 | 2.03923 |
2018-07-01 | 2.11571 |
2018-08-01 | 3.15463 |
2018-09-01 | 4.77645 |
2018-10-01 | 4.99226 |
2018-11-01 | 4.25843 |
2018-12-01 | 6.64097 |
2019-01-01 | 6.80270 |
2019-02-01 | 2.13187 |
2019-03-01 | 2.94624 |
2019-04-01 | 2.17599 |
2019-05-01 | 2.64554 |
2019-06-01 | 1.66071 |
2019-07-01 | 2.72378 |
2019-08-01 | 3.80537 |
2019-09-01 | 2.04871 |
2019-10-01 | 2.23222 |
2019-11-01 | 1.65020 |
2019-12-01 | 3.77793 |
2020-01-01 | 2.76890 |
2020-02-01 | 2.51132 |
2020-03-01 | 20.46633 |
2020-04-01 | 8.43692 |
2020-05-01 | 5.01624 |
2020-06-01 | 4.28209 |
2020-07-01 | 2.02216 |
2020-08-01 | 2.93455 |
2020-09-01 | 2.61625 |
2020-10-01 | 2.40728 |
2020-11-01 | 2.60025 |
2020-12-01 | 2.37447 |
2021-01-01 | 2.74448 |
2021-02-01 | 2.08979 |
2021-03-01 | 2.08285 |
2021-04-01 | 3.06432 |
2021-05-01 | 1.99387 |
2021-06-01 | 1.53154 |
2021-07-01 | 1.69875 |
2021-08-01 | 0.68916 |
2021-09-01 | 2.53383 |
2021-10-01 | 2.09747 |
2021-11-01 | 1.85616 |
2021-12-01 | 0.44728 |
2022-01-01 | 1.59909 |
2022-02-01 | 1.10399 |
2022-03-01 | 0.93806 |
2022-04-01 | 1.26940 |
2022-05-01 | 2.11996 |
2022-06-01 | 0.92797 |
2022-07-01 | 2.07118 |
2022-08-01 | 1.41412 |
2022-09-01 | 2.19932 |
2022-10-01 | 3.47766 |
2022-11-01 | 1.78447 |
2022-12-01 | 2.23173 |
2023-01-01 | 2.26582 |
2023-02-01 | 1.24325 |
2023-03-01 | 4.86334 |
2023-04-01 | 3.02897 |
2023-05-01 | 2.20990 |
2023-06-01 | 2.11383 |
2023-07-01 | 0.87048 |
2023-08-01 | 1.68587 |
2023-09-01 | 2.44662 |
2023-10-01 | 2.05481 |
2023-11-01 | 2.42863 |
2023-12-01 | 0.92580 |
2024-01-01 | 1.06233 |
2024-02-01 | 2.28224 |
2024-03-01 | 2.51722 |
2024-04-01 | 1.34203 |
2024-05-01 | 1.24750 |
2024-06-01 | 1.67662 |
2024-07-01 | 1.80964 |