Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
The daily news-based Economic Policy Uncertainty Index is based on newspapers in the United States.
For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2012), "Measuring Economic Policy Uncertainty"
Baker, Scott R., Bloom, Nick and Davis, Stephen J., Economic Policy Uncertainty Index for United States [USEPUINDXD], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/USEPUINDXD, March 3, 2021.
Source: Chicago Board Options Exchange
Release: CBOE Market Statistics
VIX measures market expectation of near term volatility conveyed by stock index option prices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.
Chicago Board Options Exchange, CBOE Volatility Index: VIX [VIXCLS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VIXCLS, March 3, 2021.
Release: H.15 Selected Interest Rates
Board of Governors of the Federal Reserve System (US), 10-Year Treasury Constant Maturity Rate [DGS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS10, March 3, 2021.